# EDGAR Filing Document

**Accession Number:** 0001275214
**File Stem:** 0001752724-25-161559
**Filing Date:** 2025-6
**Character Count:** 335458
**Document Hash:** fa96d465498d14b03e67002acd11428b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161559.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161559

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS STRATEGIC TOTAL RETURN FUND
- **CENTRAL INDEX KEY:** 0001275214

**ORGANIZATION NAME:**
- **EIN:** 043785941
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21484
- **FILM NUMBER:** 251083880

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CALAMOS STRATEGIC TOTAL RETURN FUND

- **b. Investment Company Act file number:** 811-21484

- **c. CIK number of Registrant:** 0001275214

- **d. LEI of Registrant:** 54930048NQ2YBS3TXW78

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

  - **Street Address 1:** 2020 CALAMOS COURT

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 630-245-7200

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

- **a. Name of Series:** CALAMOS STRATEGIC TOTAL RETURN FUND

- **c. LEI of Series:** 54930048NQ2YBS3TXW78

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4504167357.70

**Total Liabilities:** $1872528952.13

**Net Assets:** $2631638405.57

**Delayed Delivery Securities:** $1489468.75

**Cash Not Reported:** $135553362.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -721.09000000 | **1-Year:** -14890.04000000 | **5-Year:** -32376.90000000 | **10-Year:** -14241.12000000 | **30-Year:** -10429.17000000

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

- **3-Month:** -2800.70000000 | **1-Year:** -63105.37000000 | **5-Year:** -141377.39000000 | **10-Year:** -26469.23000000 | **30-Year:** -12441.13000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -3.45%               | -7.13%               | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12007047.97             | $-94956753.59                              |
| Month 2  | $-8958059.45             | $-209802153.56                             |
| Month 3  | $4949571.61              | $-18845361.85                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MATADOR RESOURCES CO                        | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1457809.92   | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALASKA AIR 2020-1 CL B                      | Alaska Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225383 | PA      | $227026.04    | 0.01%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                     | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $439955.25    | 0.02%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                    | Live Nation Entertainment Inc                                                    | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  17625000 | PA      | $18214027.50  | 0.69%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                       | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888723.00    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                         | AssuredPartners Inc 2024 Incremental Term Loan B5                                | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1486782.00   | 0.06%             | 2031-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                    | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1043000 | PA      | $968821.84    | 0.04%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    303000 | PA      | $304396.83    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                      | PENN Entertainment Inc 2022 Term Loan B                                          | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1964646 | PA      | $1961090.45   | 0.07%             | 2029-05-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                           | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |   2893375 | PA      | $2884694.88   | 0.11%             | 2031-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                         | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1227455.00   | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                    | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    278820 | NS      | $13784860.80  | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| TELEPHONE & DATA SYS                        | Telephone and Data Systems Inc                                                   | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8086 | NS      | $150157.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                         | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      8482 | NS      | $161666.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                | Comerica Inc                                                                     | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393044.75    | 0.01%             | 2025-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                          | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1314775.44   | 0.05%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                           | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    247515 | NS      | $14289040.95  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTREET PARTNERS INC                    | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    594011 | PA      | $591958.92    | 0.02%             | 2031-06-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                | Assurant Inc                                                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     29983 | NS      | $5778923.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| PROVIDENT FDG/PFG FIN                       | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1555394.40   | 0.06%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                              | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     76090 | NS      | $20446143.90  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     17475 | NS      | $10965038.25  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                           | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    920000 | PA      | $903518.20    | 0.03%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                        | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1975000 | PA      | $1949700.26   | 0.07%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc          | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    575870 | PA      | $560177.08    | 0.02%             | 2028-08-23      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                    | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    722000 | PA      | $697827.44    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                     | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1189889.80   | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                               | Nordstrom Inc                                                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $421200.00    | 0.02%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                           | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1261752.00   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                      | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    605000 | PA      | $573830.40    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DELUXE CORP                                 | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305539.85    | 0.01%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER INC                           | GUITAR CENTER INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8177 | NS      | $122655.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                    | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1128554.90   | 0.04%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Blackrock Inc                               | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     10715 | NS      | $9796295.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| EMBECTA CORP                                | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    298000 | PA      | $289283.50    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                  | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1087365 | PA      | $1075131.73   | 0.04%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                        | ONEOK Inc                                                                        | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    745000 | PA      | $789625.50    | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                    | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $971504.65    | 0.04%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                         | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1632473.60   | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                     | PPL Capital Funding Inc                                                          | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |  20355000 | PA      | $23234621.85  | 0.88%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                    | Brookfield Property Partners LP                                                  | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |      5000 | NS      | $72050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610854.00    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                    | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $637596.00    | 0.02%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    243463 | NS      | $11014266.12  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                     | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1168834.56   | 0.04%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                            | United States Cellular Corp                                                      | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    466000 | PA      | $504808.48    | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                        | Global Net Lease Inc                                                             | CUSIP: 379378508<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               |  | US        |      4851 | NS      | $111621.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares MSCI Emerging Markets ETF           | iShares MSCI Emerging Markets ETF                                                | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             | EC               | RF                | US        |    225135 | NS      | $9851907.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                           | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593166.00    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                 | Vistra Corp                                                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    125845 | NS      | $16313287.35  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                      | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $266568.40    | 0.01%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| MetLife Inc                                 | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $1981850.43   | 0.08%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $549228.00    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    262250 | NS      | $13248870.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                    | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1634174.54   | 0.06%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                       | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $500150.40    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $901683.00    | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation         | Six Flags Entertainment Corporation 2024 Term Loan B                             | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1972593.75   | 0.07%             | 2031-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                              | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     30765 | NS      | $7023957.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |    240695 | NS      | $12082889.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                       | ChampionX Corporation 2022 Term Loan B2                                          | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |   3091780 | PA      | $3098349.59   | 0.12%             | 2029-06-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                 | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    625000 | PA      | $632012.50    | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                           | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    152895 | NS      | $23899017.45  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1296000 | PA      | $1243239.84   | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                             | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     62500 | NS      | $19978125.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                     | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906154 | PA      | $899448.30    | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                 | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1443117.80   | 0.05%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140299.60    | 0.01%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                               | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468360.00    | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2397608.10   | 0.09%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2710785.90   | 0.10%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    509000 | PA      | $495603.12    | 0.02%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                   | Hess Corp                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     56105 | NS      | $7240350.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                      | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     86030 | NS      | $35396183.20  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    441000 | PA      | $441621.81    | 0.02%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  14800000 | PA      | $16578664.00  | 0.63%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| ZI TECH LLC/ZI FIN CORP                     | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1246843.90   | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                              | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |      3672 | NS      | $0.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $605461.00    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1211604.00   | 0.05%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc             | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    149925 | NS      | $25691148.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162252.80    | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                  | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    830000 | PA      | $779104.40    | 0.03%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    153000 | PA      | $146570.94    | 0.01%             | 2026-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    452000 | PA      | $460872.76    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $895050.00    | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                  | Allianz SE                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $194584.00    | 0.01%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                         | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1016410.72   | 0.04%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                 | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |  17410000 | PA      | $23289182.90  | 0.88%             | 2029-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| CUSHMAN & WAKEFIELD US                      | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1290121.20   | 0.05%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Installed Building Products Inc             | Installed Building Products Inc 2024 1st Lien Term Loan B                        | CUSIP: 45780YAZ9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1986603.30   | 0.08%             | 2031-03-28      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325900.25    | 0.01%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                           | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    605000 | PA      | $543338.40    | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| GUIDEWIRE SOFTWARE INC                      | Guidewire Software Inc                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $11779326.00  | 0.45%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| iShares Preferred and Income Securities ETF | iShares Preferred and Income Securities ETF                                      | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             | EC               | RF                | US        |      4928 | NS      | $148727.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co                            | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    411130 | NS      | $29194341.30  | 1.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corp                     | Marathon Petroleum Corp                                                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    113995 | NS      | $15664052.95  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  16655000 | PA      | $18453073.80  | 0.70%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                                  | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20533 | NS      | $379860.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                       | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591000 | PA      | $455253.21    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Qwest Corp                                  | Qwest Corp                                                                       | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    419000 | PA      | $417969.26    | 0.02%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                     | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1229292.00   | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                      | QUANTA SERVICES INC                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -260 | NC      | $-24050.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL GROUP INC                            | Markel Group Inc                                                                 | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279330.80    | 0.01%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                            | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2318486.50   | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                            | Welltower OP LLC                                                                 | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   7770000 | PA      | $12680251.50  | 0.48%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                              | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   3212375 | PA      | $84453.34     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                              | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |      7920 | NS      | $10890.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                     | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $600930.00    | 0.02%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $836690.40    | 0.03%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1187972.00   | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MERCER INTL INC                             | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1041095.10   | 0.04%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    663000 | PA      | $486237.57    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    147000 | PA      | $128422.14    | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161012.45    | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146812.50    | 0.01%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                    | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    792000 | PA      | $795960.00    | 0.03%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                      | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1625000 | PA      | $1610846.25   | 0.06%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ENERSYS                                     | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613302.00    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                            | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $530139.82    | 0.02%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                  | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    118475 | NS      | $23114472.50  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS LLC                | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    106584 | PA      | $105464.87    | 0.00%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                      | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $331747.50    | 0.01%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                    | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $997531.85    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Inc                      | CenterPoint Energy Inc                                                           | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EP               | CORP              | US        |     84885 | NS      | $3933910.44   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                         | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      3485 | NS      | $79074.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ FINANCING LUX SARL                     | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                                | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   2274559 | PA      | $2269680.24   | 0.09%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                    | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AR9<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    607000 | PA      | $551247.05    | 0.02%             | 2046-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC       | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3249000 | PA      | $3241494.81   | 0.12%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    892000 | PA      | $744035.04    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                | KKR & Co Inc                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    104173 | NS      | $4993011.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VIKING CRUISES LTD                          | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $321093.00    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                    | Snap Inc                                                                         | CUSIP: 83304AAJ5<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   8260000 | PA      | $6761223.00   | 0.26%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| SAP SE                                      | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     48785 | NS      | $14273940.36  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                      | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975064 | PA      | $917700.74    | 0.03%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        | 539962149 | NS      | $539962148.75 | 20.52%            |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1219099.20   | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                           | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1241100.12   | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                      | Discover Financial Services                                                      | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263059.50    | 0.01%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                  | CoBank ACB                                                                       | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    325000 | PA      | $328333.84    | 0.01%             | 2029-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     30260 | NS      | $12981540.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Costco Wholesale Corp                       | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     31575 | NS      | $31401337.50  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                     | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1777000 | PA      | $1675728.77   | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                       | LD Holdings Group LLC                                                            | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $959290.50    | 0.04%             | 2027-11-01      | Fixed         | 8.75%                 | 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              | XX        |    550000 | PA      | $514701.00    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                         | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $332622.50    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                               | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    780000 | PA      | $708801.60    | 0.03%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc                  | Amynta Agency Borrower Inc 2024 1st Lien Term Loan B                             | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    903614 | PA      | $896741.87    | 0.03%             | 2031-12-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1291599.20   | 0.05%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                             | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    298000 | PA      | $290701.98    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                          | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $305050.90    | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| 1261229 BC LTD                              | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1680000 | PA      | $1648416.00   | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1830045 | PA      | $1936169.31   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73722.00     | 0.00%             | 2077-08-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1285883.20   | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TELESAT CANADA/TELESAT L                    | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    591000 | PA      | $324080.76    | 0.01%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                            | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1335278.90   | 0.05%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                              | Telesat Canada Term Loan B5                                                      | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1200000 | PA      | $665628.00    | 0.03%             | 2026-12-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                      | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $674243.90    | 0.03%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                    | Benteler International AG                                                        | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    800000 | PA      | $817200.00    | 0.03%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    625000 | PA      | $635993.75    | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                    | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $979855.80    | 0.04%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                       | Micron Technology Inc                                                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     86100 | NS      | $6625395.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                        | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    296990 | NS      | $17394704.30  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| II-VI Incorporated                          | II-VI Inc 2024 1st Lien Term Loan B                                              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   2599628 | PA      | $2575802.63   | 0.10%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                               | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    231670 | NS      | $15841594.60  | 0.60%             |  |  |  | No            |                  1 | On Loan: —       |
| API GROUP DE INC                            | APi Group DE Inc 2025 Term Loan                                                  | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   1911402 | PA      | $1910943.41   | 0.07%             | 2029-01-03      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     52650 | NS      | $577570.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                   | Chubb Ltd                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     76155 | NS      | $21786422.40  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc               | Affiliated Managers Group Inc                                                    | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     35430 | NS      | $5868270.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| SERVICE PROPERTIES TRUST                    | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    900000 | PA      | $878247.00    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                          | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $788160.65    | 0.03%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80216.20     | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1188000 | PA      | $1184127.12   | 0.04%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                            | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $865086.09    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154485.40    | 0.01%             | 2029-05-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                               | Rite Aid Corp                                                                    | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    129731 | PA      | $90811.70     | 0.00%             | 2031-08-30      | Fixed         | 11.32%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                 | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    785000 | PA      | $742480.48    | 0.03%             | 2030-10-08      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1608224.60   | 0.06%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: —       |
| BROADSTREET PARTNERS INC                    | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2010226.68   | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                     | KeyCorp                                                                          | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      1450 | NS      | $30885.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                           | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1050398.50   | 0.04%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Amneal Pharmaceuticals LLC                  | Amneal Pharmaceuticals LLC 2023 Term Loan B                                      | CUSIP: 03167DAQ7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   4011504 | PA      | $4026807.70   | 0.15%             | 2028-05-04      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                    | iHeartCommunications Inc                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    600000 | PA      | $252984.00    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                    | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1256988.00   | 0.05%             | 2029-03-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    900000 | PA      | $892719.00    | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                      | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    775000 | PA      | $785292.00    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                    | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    400500 | PA      | $289593.54    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                         | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1381846.40   | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                        | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1053342.00   | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-2 B PTT                     | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350572 | PA      | $334978.14    | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated           | Elanco Animal Health Inc Term Loan B                                             | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1337947 | PA      | $1332093.61   | 0.05%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                         | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    596000 | PA      | $583537.64    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                       | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1826964.00   | 0.07%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $230341.65    | 0.01%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                      | Arch Capital Group Ltd                                                           | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      5094 | NS      | $86547.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                    | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    907000 | PA      | $891925.66    | 0.03%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                           | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8434 | NS      | $1966.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                   | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    205085 | NS      | $2975381.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146165.00    | 0.01%             | 2028-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iShares China Large-Cap ETF                 | iShares China Large-Cap ETF                                                      | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |    330035 | NS      | $11174985.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| TRINSEO LUX/TRINSEO NA                      | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500650 | PA      | $307594.35    | 0.01%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                       | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    596000 | PA      | $595445.72    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                             | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    586000 | PA      | $563556.20    | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                               | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    142050 | NS      | $12040158.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER HOLDCO                          | Knife River HoldCo Term Loan                                                     | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    665000 | PA      | $665831.25    | 0.03%             | 2032-03-08      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    728000 | PA      | $674455.60    | 0.03%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Advanced Micro Devices Inc                  | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     46065 | NS      | $4484427.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | ISHARES MSCI EAFE ETF                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      8000 | NC      | $1540000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $928792.20    | 0.04%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                            | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1257072.00   | 0.05%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                         | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     50490 | NS      | $13245041.70  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    601000 | PA      | $574273.53    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                       | Life Time Fitness Inc 2024 Term Loan B                                           | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   1206975 | PA      | $1201392.74   | 0.05%             | 2031-11-05      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    286000 | PA      | $275249.26    | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1011921.32   | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    612000 | PA      | $606693.96    | 0.02%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                        | TTM Technologies Inc 2024 Term Loan B                                            | CUSIP: 87305VAN0<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |   1262609 | PA      | $1261030.60   | 0.05%             | 2030-05-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean Inc                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1215000 | PA      | $982922.85    | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    661840 | NS      | $105100192.00 | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                   | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1188037 | PA      | $1181788.39   | 0.04%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                  | Fertitta Entertainment LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    291000 | PA      | $284180.42    | 0.01%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1531222.00   | 0.06%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                  | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1227083.85   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                    | Estee Lauder Cos Inc/The                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     47280 | NS      | $2834908.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    298000 | PA      | $305750.98    | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                              | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $443335.50    | 0.02%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275394.00    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160976.00    | 0.01%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                    | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    151925 | NS      | $52490087.50  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR FINANCE LLC                          | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $321740.70    | 0.01%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167366.70    | 0.01%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                    | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    551000 | PA      | $512975.49    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                            | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    690000 | PA      | $693415.50    | 0.03%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                    | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1342422.78   | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283677.60    | 0.01%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                      | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    240498 | NS      | $24740029.26  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                     | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1340000 | PA      | $1169994.20   | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                    | Virgin Media Bristol LLC USD Term Loan N                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   3240000 | PA      | $3200682.60   | 0.12%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                      | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    298000 | PA      | $299811.84    | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                        | Western Digital Corp                                                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $8971703.60   | 0.34%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                               | Snowflake Inc                                                                    | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |  16155000 | PA      | $20080665.00  | 0.76%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chinos Intermediate Holdings A, Inc.        | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 000000000<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    738150 | PA      | $702781.54    | 0.03%             | 2031-09-26      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                    | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736867.50    | 0.03%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                           | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    139650 | NS      | $10008715.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                     | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |    718000 | PA      | $762939.62    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                      | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    511000 | PA      | $486124.52    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                       | NXP Semiconductors NV                                                            | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     23830 | NS      | $4392107.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                  | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1079000 | PA      | $1088667.84   | 0.04%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150475.20    | 0.01%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                         | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1241900.00   | 0.05%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                    | Nexstar Broadcasting Inc 2019 Term Loan B4                                       | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   1739320 | PA      | $1741763.68   | 0.07%             | 2026-09-18      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                        | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    900000 | PA      | $853164.00    | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                               | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    692000 | PA      | $664140.08    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                       | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2515 | NS      | $45672.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                  | Fiserv Inc                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     88650 | NS      | $16362130.50  | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Procter & Gamble Co/The                     | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    183745 | NS      | $29871424.65  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    427568 | PA      | $399904.35    | 0.02%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GAP INC/THE                                 | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    447000 | PA      | $387374.67    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292943.80    | 0.01%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| QBE INSURANCE GROUP LTD                     | QBE Insurance Group Ltd                                                          | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $479889.60    | 0.02%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBF8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  12725000 | PA      | $16739864.75  | 0.64%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                         | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    605000 | PA      | $601720.90    | 0.02%             | 2028-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments, LLC                    | Perrigo Investments LLC 2024 Term Loan B                                         | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |   1410025 | PA      | $1409439.90   | 0.05%             | 2029-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1223866.60   | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                           | Kimco Realty Corp                                                                | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               |  | US        |      2559 | NS      | $52920.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                       | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $168244.40    | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                    | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AE5<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152259.20    | 0.01%             | 2037-05-15      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                     | Windstream Services LLC 2024 Term Loan B                                         | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    620000 | PA      | $617675.00    | 0.02%             | 2031-10-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                     | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $312110.30    | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                    | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |   1250000 | PA      | $1213425.00   | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                           | Newell Brands Inc                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    453000 | PA      | $447631.95    | 0.02%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                     | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1679906.00   | 0.06%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                              | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     54670 | NS      | $12222025.20  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                  | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    298000 | PA      | $271174.04    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                               | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456273 | PA      | $289769.86    | 0.01%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                      | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1946797.00   | 0.07%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                      | JetBlue 2020-1 Class B Pass Through Trust                                        | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1173448 | PA      | $1189747.23   | 0.05%             | 2028-11-15      | Fixed         | 7.75%                 | 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        |   2650000 | PA      | $2506423.00   | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                  | US Bancorp                                                                       | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312048.00    | 0.01%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                           | At Home Group Inc                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $400999.29    | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                    | W R Berkley Corp                                                                 | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      3125 | NS      | $60625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    620000 | PA      | $608933.00    | 0.02%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                       | Norfolk Southern Corp                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    114705 | NS      | $25699655.25  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.  | Axalta Coating Systems US Holdings Inc 2024 Term Loan B                          | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   1912574 | PA      | $1914764.37   | 0.07%             | 2029-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                          | WR Grace & Co-Conn 2021 Term Loan B                                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |   1154740 | PA      | $1136460.96   | 0.04%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                              | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    461145 | NS      | $182272172.70 | 6.93%             |  |  |  | No            |                  1 | On Loan: —       |
| XHR LP                                      | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   1210000 | PA      | $1194378.90   | 0.05%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $927460.00    | 0.04%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                    | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151398.00    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                       | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    907000 | PA      | $850847.63    | 0.03%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    460000 | PA      | $471573.60    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1847538.00   | 0.07%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308927.40    | 0.01%             | 2025-08-10      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                         | American Tower Corp                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     70930 | NS      | $15988331.30  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                           | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    600000 | PA      | $493728.00    | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                 | SVC ABS LLC                                                                      | CUSIP: 78487JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $922348.26    | 0.04%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                  | Airbnb Inc                                                                       | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   8205000 | PA      | $7863589.95   | 0.30%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                               | DTE Energy Co                                                                    | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      3175 | NS      | $67214.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VFH PARENT LLC                              | VFH Parent LLC 2025 Term Loan B                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1197000.00   | 0.05%             | 2031-06-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                               | Rite Aid Corp                                                                    | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    386183 | PA      | $96545.75     | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                            | United States Cellular Corp                                                      | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     13961 | NS      | $306583.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                                | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    320000 | PA      | $295635.20    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NORTHERN TRUST CORP                         | Northern Trust Corp                                                              | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |       765 | NS      | $15085.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    765000 | PA      | $757327.05    | 0.03%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| EMPIRE RESORTS INC                          | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1597397.25   | 0.06%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                              | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       612 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FINANCING SA                         | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    720000 | PA      | $530157.60    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                     | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    575000 | PA      | $557991.50    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    850000 | PA      | $727098.50    | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                               | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1208560.10   | 0.05%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     20295 | NS      | $7588706.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1306968.00   | 0.05%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $352254.00    | 0.01%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DISH DBS CORP                               | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588000 | PA      | $368293.80    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1918438.08   | 0.07%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    304000 | PA      | $303851.04    | 0.01%             | 2027-04-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457015.50    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    442000 | PA      | $436682.74    | 0.02%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                       | Nabors Industries Ltd                                                            | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    450000 | PA      | $358317.00    | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp                                 | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1406505 | NS      | $153196524.60 | 5.82%             |  |  |  | No            |                  1 | On Loan: —       |
| JBS USA HOLD/FOOD/LUX CO                    | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    320000 | PA      | $326704.00    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                                    | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    896000 | PA      | $805862.40    | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                              | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310361.60    | 0.01%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147781.50    | 0.01%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                              | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615018.00    | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                    | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $83678.25     | 0.00%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                       | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334201.00    | 0.01%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1237757.40   | 0.05%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                 | Datadog Inc                                                                      | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |  11255000 | PA      | $10146382.50  | 0.39%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    428000 | PA      | $426014.08    | 0.02%             | 2025-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| WINDSOR HOLDINGS III LLC                    | Windsor Holdings III LLC 2025 USD Term Loan B                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1184319 | PA      | $1172476.10   | 0.04%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                    | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199364.00   | 0.05%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                    | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    933000 | PA      | $940762.56    | 0.04%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                      | BP Capital Markets PLC                                                           | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $283848.60    | 0.01%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                      | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1665234.00   | 0.06%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORPORATION                        | Carnival Corporation 2025 Term Loan (2027)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   1715233 | PA      | $1719529.50   | 0.07%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                    | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    189000 | PA      | $192173.31    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                    | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      2764 | NS      | $60448.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                               | Wolfspeed Inc                                                                    | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $1647418.50   | 0.06%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80917.60     | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Qwest Corp                                  | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     49077 | NS      | $853939.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Patagonia Holdco LLC                        | Patagonia Holdco LLC Term Loan B1                                                | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   1170000 | PA      | $999741.60    | 0.04%             | 2029-08-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                    | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1200000 | PA      | $1198272.00   | 0.05%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                               | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    447000 | PA      | $399832.56    | 0.02%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                            | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1335563.60   | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $6940630.20   | 0.26%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc         | American Axle and Manufacturing Inc 2022 Term Loan B                             | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   1208000 | PA      | $1185356.04   | 0.05%             | 2029-12-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                    | Citizens Financial Group Inc                                                     | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423220.50    | 0.02%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC               | Sinclair Television Group Inc 2025 Term Loan B6                                  | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    600000 | PA      | $474189.00    | 0.02%             | 2029-12-31      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                     | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    874250 | PA      | $635470.47    | 0.02%             | 2028-10-30      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                          | NextEra Energy Inc                                                               | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    262050 | NS      | $10088925.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUIPMENTSHARE.COM INC                      | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444622.50    | 0.02%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1010767.45   | 0.04%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                          | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    200915 | NS      | $18273219.25  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                   | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    720750 | PA      | $712460.95    | 0.03%             | 2030-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                   | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     56835 | NS      | $25759327.05  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                       | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $588937.25    | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591552.00    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                 | Padagis LLC Term Loan B                                                          | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1261176 | PA      | $1181564.71   | 0.04%             | 2028-07-06      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC NEW                           | TIDEWATER INC NEW                                                                | CUSIP: 88642R166<br>LEI: N/A                  | N/A              | DE               |  | US        |     16676 | NS      | $1.67         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                    | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     76915 | NS      | $17342025.05  | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Walmart Inc                                 | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    427615 | NS      | $41585558.75  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                           | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $628152.00    | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                     | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1224074.04   | 0.05%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                     | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    515000 | PA      | $424004.65    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                           | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1865000 | PA      | $1837025.00   | 0.07%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                         | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1276526.72   | 0.05%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1678762.15   | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                            | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    329140 | NS      | $23879107.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549737.20    | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                        | Ares Management Corp                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    140040 | NS      | $6913774.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                    | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    906000 | PA      | $882045.36    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                           | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    751000 | PA      | $770480.94    | 0.03%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                          | Trip.com Group Ltd                                                               | CUSIP: 89677QAA5<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |  23245000 | PA      | $26296138.70  | 1.00%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                    | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    150205 | NS      | $10832784.60  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER CALIFORNIA INC                     | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1782865.80   | 0.07%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc         | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    483933 | PA      | $481182.17    | 0.02%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1399220.80   | 0.05%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                         | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1244004.00   | 0.05%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                            | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1059112 | PA      | $1021973.78   | 0.04%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                        | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1933000 | PA      | $1981112.37   | 0.08%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                      | BERKSHIRE HATHAWAY INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       495 | NC      | $1757250.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                            | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    429490 | NS      | $45367028.70  | 1.72%             |  |  |  | No            |                  1 | On Loan: —       |
| SPDR Bloomberg High Yield Bond ETF          | SPDR Bloomberg High Yield Bond ETF                                               | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     12665 | NS      | $1199502.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SEMPRA                                      | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73548.00     | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                        | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9708 | NS      | $202217.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC              | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   2172596 | PA      | $2166719.28   | 0.08%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                               | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2364135 | PA      | $2343555.20   | 0.09%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                      | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |   1145000 | PA      | $1145595.40   | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                      | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |   1210000 | PA      | $1259827.80   | 0.05%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                      | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1533284.76   | 0.06%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                    | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82516.30     | 0.00%             | 2026-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                        | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $848466.00    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                               | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    650880 | NS      | $39951014.40  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON FUNDING TRUST                        | Beacon Funding Trust                                                             | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97427.00     | 0.00%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: —       |
| ZEBRA TECHNOLOGIES CORP                     | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1207068.00   | 0.05%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                         | PAR Technology Corp                                                              | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   4895000 | PA      | $5156050.35   | 0.20%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                              | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $801408.00    | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                     | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $555469.05    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DANA INC                                    | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    985000 | PA      | $908534.45    | 0.03%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ICON Luxembourg Sarl                        | ICON Luxembourg SARL 2024 LUX Term Loan B                                        | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    385190 | PA      | $386333.57    | 0.01%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                    | iShares Russell 2000 ETF                                                         | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |    139315 | NS      | $27146920.90  | 1.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Palantir Technologies Inc                   | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    140175 | NS      | $16602327.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103822.56    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                            | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    920420 | PA      | $921460.07    | 0.04%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                    | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297624.00    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                       | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927738.00    | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77652.00     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                              | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $358788.00    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RITE AID CMSR NOTE                          | RITE AID CMSR NOTE                                                               | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     90933 | PA      | $104572.95    | 0.00%             | 2025-12-31      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                       | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1210000 | PA      | $1237394.40   | 0.05%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81149.60     | 0.00%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| VISTRA CORP                                 | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347619.40    | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                               | Rite Aid Corp                                                                    | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    281198 | PA      | $21089.85     | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                             | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    104675 | NS      | $13469579.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| AES CORP/THE                                | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    455000 | PA      | $425798.10    | 0.02%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                    | Affiliated Managers Group Inc                                                    | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      5813 | NS      | $137709.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                  | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $2200968.00   | 0.08%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                  | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1041816.20   | 0.04%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                      | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     45075 | NS      | $24036243.75  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                       | Open Text Corporation 2023 Term Loan B                                           | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1230329 | PA      | $1228175.77   | 0.05%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                        | Carnival Corporation 2025 Term Loan (2028)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   1083107 | PA      | $1082093.84   | 0.04%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                     | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    775000 | PA      | $754020.75    | 0.03%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                       | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207183.90    | 0.01%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                       | DK Crown Holdings Inc 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2000000 | PA      | $1985420.00   | 0.08%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                     | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    910000 | PA      | $747747.00    | 0.03%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                 | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |      5050 | NS      | $296839.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                       | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1618580.25   | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                     | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    595500 | PA      | $594148.22    | 0.02%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622200.00    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc 2025 Term Loan B                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1199250.00   | 0.05%             | 2032-03-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                         | Fifth Third Bancorp                                                              | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    605000 | PA      | $599748.60    | 0.02%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                 | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     32360 | NS      | $36622459.20  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                     | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463824.00    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                    | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    605000 | PA      | $606754.50    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACProducts Inc                              | ACProducts Inc 2021 Term Loan B                                                  | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |   1185306 | PA      | $806340.24    | 0.03%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                    | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    767000 | PA      | $765274.25    | 0.03%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                         | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |    462176 | PA      | $390538.31    | 0.01%             | 2029-10-01      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| IQVIA INC                                   | IQVIA Inc 2025 Repriced Term Loan B                                              | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1975050 | PA      | $1976531.29   | 0.08%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                     | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    740000 | PA      | $699396.20    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                           | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485540.00   | 0.06%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                      | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    910000 | PA      | $869432.20    | 0.03%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $469034.40    | 0.02%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                       | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305845 | PA      | $306240.91    | 0.01%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                             | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $220857.70    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF             | SPDR Blackstone Senior Loan ETF                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |    812805 | NS      | $33146187.90  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                        | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    748000 | PA      | $702162.56    | 0.03%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST                  | RITE AID NOTE HOLDER TRUST                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122236 | PA      | $0.12         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                              | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     72315 | NS      | $39632958.90  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    264885 | NS      | $7337314.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $844032.00    | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                        | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1132295.61   | 0.04%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                    | ICON PLC                                                                         | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     40780 | NS      | $6175723.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    299730 | NS      | $57689033.10  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                    | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $572487.30    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                        | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    578890 | NS      | $23086133.20  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                              | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $617172.00    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                         | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $6199471.80   | 0.24%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                     | CNO Financial Group Inc                                                          | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     11953 | NS      | $206547.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                       | Integer Holdings Corp                                                            | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   9169000 | PA      | $9709879.31   | 0.37%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                      | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307194.00    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                    | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270036.00    | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1164551.85   | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                     | WESCO International Inc                                                          | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      5043 | NS      | $128243.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2003135.40   | 0.08%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622398.00    | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                              | EPR Properties                                                                   | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               |  | US        |      1735 | NS      | $34838.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY OP LP                        | Federal Realty OP LP                                                             | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   4115000 | PA      | $4114506.20   | 0.16%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                      | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    605000 | PA      | $588725.50    | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                   | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    182630 | NS      | $51530880.80  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| PetSmart Inc                                | PetSmart Inc 2021 Term Loan B                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2599217 | PA      | $2569430.34   | 0.10%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                            | TKC Holdings Inc 2024 Term Loan                                                  | CUSIP: 87256FAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727239 | PA      | $719966.67    | 0.03%             | 2028-05-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                        | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $859347.00    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                          | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     52240 | NS      | $18831997.60  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1190152.00   | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Chemours Company (The)                      | Chemours Company (The) 2023 USD Term Loan B                                      | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1689275 | PA      | $1651967.35   | 0.06%             | 2028-08-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                          | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     70935 | NS      | $1173264.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                              | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612504.00    | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                                                    | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $78326.25     | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1390709.50   | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                       | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    875000 | PA      | $880757.50    | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                       | Lumentum Holdings Inc                                                            | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   6715000 | PA      | $7674707.80   | 0.29%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                             | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1172124.00   | 0.04%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                      | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458842.50    | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                    | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1129110.08   | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $592194.40    | 0.02%             | 2028-09-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                           | Par Petroleum LLC 2024 Term Loan B                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |   1768468 | PA      | $1712646.47   | 0.07%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                     | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    250000 | PA      | $258960.89    | 0.01%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290513.05    | 0.01%             | 2025-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: —       |
| JELD-WEN INC                                | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    900000 | PA      | $792099.00    | 0.03%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                    | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601152.00    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                   | Nokia Oyj                                                                        | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |   1520000 | NS      | $7584800.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750796.40    | 0.03%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    585000 | PA      | $569924.55    | 0.02%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                           | EMRLD Borrower LP Term Loan B                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1318964 | PA      | $1305859.74   | 0.05%             | 2030-05-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $380724.70    | 0.01%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                         | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    238555 | NS      | $31191066.25  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                   | PG&E Corp                                                                        | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |    149750 | NS      | $6512627.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                       | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $915716.25    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                             | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   1498236 | PA      | $1464525.29   | 0.06%             | 2031-07-08      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                    | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |   1618562 | PA      | $1589039.73   | 0.06%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                       | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  17315000 | PA      | $14990114.95  | 0.57%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79715.55     | 0.00%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                      | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1203805.30   | 0.05%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ARCOSA INC                                  | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $629297.50    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Air Canada                                  | Air Canada 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   2796750 | PA      | $2769076.16   | 0.11%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                    | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1174522.80   | 0.04%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $759019.60    | 0.03%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                        | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     38315 | NS      | $23182873.90  | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| SINCLAIR TELEVISION GROU                    | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    605000 | PA      | $599924.05    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                | Jeld-Wen Inc 2024 Term Loan B                                                    | CUSIP: 47579SAV2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |   1408337 | PA      | $1375642.65   | 0.05%             | 2028-07-28      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc              | GE HealthCare Technologies Inc                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     34856 | NS      | $2451422.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1962173.40   | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                    | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    473080 | NS      | $13279355.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                       | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1753795.60   | 0.07%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    132000 | PA      | $124291.20    | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                    | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $991014.45    | 0.04%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                    | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1873613.20   | 0.07%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $151290.85    | 0.01%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                         | Northern Trust Corp                                                              | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225763.40    | 0.01%             | 2026-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                        | Fiesta Purchaser Inc 2024 1st Lien Term Loan B                                   | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1191015 | PA      | $1182701.72   | 0.04%             | 2031-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                 | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    897000 | PA      | $751452.78    | 0.03%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    151000 | PA      | $150021.52    | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92054.05     | 0.00%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     27300 | NS      | $14948115.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| AUDACY CAPITAL CORP                         | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     51464 | PA      | $51592.44     | 0.00%             | 2028-10-02      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                         | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606870.00    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                          | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284660.85    | 0.01%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                       | ECO Material Tech Inc Term Loan                                                  | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1240625.00   | 0.05%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                        | Freeport-McMoRan Inc                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    196120 | NS      | $7066203.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                              | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     32625 | NS      | $31157201.25  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                      | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1106700 | PA      | $1035694.13   | 0.04%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    150000 | PA      | $152392.50    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMG Capital Trust II                        | AMG Capital Trust II                                                             | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     80250 | NS      | $4077101.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ATI INC                                     | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599754.00    | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                        | M&T Bank Corp                                                                    | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79380.00     | 0.00%             | 2025-08-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75066.00     | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| HCA Inc                                     | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1406646.78   | 0.05%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     58650 | NS      | $20698758.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                         | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1411239.48   | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    630000 | PA      | $612882.90    | 0.02%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                             | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305625.00    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GREAT LAKES DREDGE&DOCK                     | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1190029.90   | 0.05%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                           | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   5735000 | PA      | $6749406.80   | 0.26%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1603422.70   | 0.06%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| General Electric Co                         | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    104568 | NS      | $21074634.72  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130773.15    | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                    | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309215.10    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                    | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1198250.90   | 0.05%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                         | Avantor Funding Inc 2024 Term Loan                                               | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    155661 | PA      | $156061.67    | 0.01%             | 2027-11-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $990912.38    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                          | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1817504.85   | 0.07%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                         | MKS Instruments Inc                                                              | CUSIP: 55306NAA2<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |  19935000 | PA      | $17197725.15  | 0.65%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KBR INC                                     | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1248500.45   | 0.05%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                             | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1809180.00   | 0.07%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1076589.00   | 0.04%             | 2066-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: —       |
| TGNR INTERMEDIATE HOLDIN                    | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1534028.60   | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                      | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1263716.22   | 0.05%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                    | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |   1200925 | PA      | $1184616.44   | 0.05%             | 2031-03-28      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                           | Advisor Group Inc 2024 Term Loan B                                               | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1610029 | PA      | $1605923.39   | 0.06%             | 2028-08-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                      | Sempra                                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217839.60    | 0.01%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129436.93    | 0.00%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                          | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    142710 | NS      | $78347790.00  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1159303.50   | 0.04%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                      | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1.97         | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                    | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    837000 | PA      | $805403.25    | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                | Parsons Corp                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $10401052.50  | 0.40%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Trinseo Materials Operating SCA             | Trinseo Materials Operating SCA 2021 Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |    902876 | PA      | $386968.04    | 0.01%             | 2028-05-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                 | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    161745 | NS      | $22760756.40  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT                         | Annaly Capital Management Inc                                                    | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               |  | US        |      5970 | NS      | $150444.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                | Organon & Co 2024 USD Term Loan                                                  | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1990323 | PA      | $1910709.68   | 0.07%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                    | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    733000 | PA      | $717013.27    | 0.03%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                    | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    145750 | NS      | $18383447.50  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                      | PALANTIR TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -715 | NC      | $-13942.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES                      | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2767785.00   | 0.11%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                    | Brookfield Renewable Partners LP                                                 | CUSIP: 000000000<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |      6000 | NS      | $101820.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $1628425.76   | 0.06%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                               | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1108560.00   | 0.04%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76728.00     | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154246.50    | 0.01%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                             | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1794 | NS      | $1794.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                              | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     58710 | NS      | $21770842.20  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                    | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1257564.00   | 0.05%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                            | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $894143.25    | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CINCINNATI BELL INC                         | Cincinnati Bell Inc 2024 Term Loan B2                                            | CUSIP: 17187MAT7<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    615287 | PA      | $612517.78    | 0.02%             | 2028-11-22      | Floating      | 7.07%                 | 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        |   9075000 | PA      | $8492929.50   | 0.32%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                    | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1533406.82   | 0.06%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                              | Tetra Tech Inc                                                                   | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7662096.00   | 0.29%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                            | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1564380.00   | 0.06%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                       | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485000 | PA      | $470634.30    | 0.02%             | 2029-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)          | Dun & Bradstreet Corporation (The) 2024 Term Loan                                | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   1149334 | PA      | $1147178.67   | 0.04%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                  | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1234147.98   | 0.05%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                  | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    231254 | PA      | $245267.99    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                               | Allstate Corp/The                                                                | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138917.80    | 0.01%             | 2053-08-15      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                    | Affiliated Managers Group Inc                                                    | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      1500 | NS      | $31185.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157132.80    | 0.01%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                       | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1224588.00   | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918765.00    | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1210000 | PA      | $1200223.20   | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                            | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     58750 | NS      | $3475062.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |   1662400 | PA      | $1625810.58   | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                             | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    895500 | PA      | $858560.63    | 0.03%             | 2029-10-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     56650 | NS      | $10589584.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                      | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    635000 | PA      | $593801.20    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                    | AERCAP IRELAND CAP/GLOBA                                                         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    170000 | PA      | $165121.00    | 0.01%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                      | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    358947 | PA      | $0.36         | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                              | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    172710 | NS      | $13825435.50  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1906327.50   | 0.07%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1084070.20   | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                         | Emerson Electric Co                                                              | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    165475 | NS      | $17393077.25  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                    | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1168503.50   | 0.04%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                    | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    593000 | PA      | $518714.89    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                            | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1206468.45   | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                            | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $847464.00    | 0.03%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                            | Land O' Lakes Inc                                                                | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    290000 | PA      | $235755.50    | 0.01%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                              | KFC Holding Co 2021 Term Loan B                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |   2160614 | PA      | $2166685.12   | 0.08%             | 2028-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                        | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1197244.90   | 0.05%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                         | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   1208175 | PA      | $1170576.59   | 0.04%             | 2029-06-04      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87023.85     | 0.00%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                              | OPAL BIDCO SAS USD TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1250000 | PA      | $1241412.50   | 0.05%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2608309.35   | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                          | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1223820.00   | 0.05%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                      | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    885000 | PA      | $884106.15    | 0.03%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                    | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1419912.25   | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                               | Adient US LLC 2024 Term Loan B2                                                  | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1940815.80   | 0.07%             | 2031-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    900000 | PA      | $930285.00    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                    | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96219.00     | 0.00%             | 2060-03-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                         | Axon Enterprise Inc                                                              | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $8376515.40   | 0.32%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                         | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $504450.00    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                     | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    575000 | PA      | $588259.50    | 0.02%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                             | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $443058.20    | 0.02%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ORGANON & CO/ORGANON FOR                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $472100.00    | 0.02%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                      | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268987 | PA      | $269000.12    | 0.01%             | 2027-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                    | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312489.00    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    894000 | PA      | $805431.42    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                        | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1220000 | PA      | $1190732.20   | 0.05%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    154465 | NS      | $17828350.30  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                               | Carnival Corp                                                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     59260 | NS      | $1086828.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1383946.60   | 0.05%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                         | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   3168000 | PA      | $3149641.44   | 0.12%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                     | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    600000 | PA      | $295056.00    | 0.01%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                     | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    442000 | PA      | $404770.34    | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                    | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959X202<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      3401 | NS      | $75808.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BLOOM ENERGY CORP                           | Bloom Energy Corp                                                                | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $5900958.00   | 0.22%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600477.90    | 0.02%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    635000 | PA      | $598887.55    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                  | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1159216.30   | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                 | Nutanix Inc                                                                      | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |  17730000 | PA      | $19139180.40  | 0.73%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| FORESTAR GROUP INC                          | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    605000 | PA      | $588919.10    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                     | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $598663.00    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                    | Standard Industries Inc/NY                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    549000 | PA      | $545530.32    | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1003841 | PA      | $674430.58    | 0.03%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    820000 | PA      | $759525.00    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1227056.25   | 0.05%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                    | United States Cellular Corp                                                      | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     13385 | NS      | $315886.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596000 | PA      | $553594.60    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                       | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1168647.48   | 0.04%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                               | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $299964.16    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                            | United States Cellular Corp                                                      | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      1467 | NS      | $32538.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                    | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    295000 | PA      | $292755.05    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                     | KeyCorp                                                                          | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310576.00    | 0.01%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $628116.00    | 0.02%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                         | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1694840 | PA      | $1692992.82   | 0.06%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                               | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   1815000 | PA      | $1807014.00   | 0.07%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                       | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    886000 | PA      | $839130.60    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609546.00    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                            | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1350000 | PA      | $1385640.00   | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                    | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    600000 | PA      | $630960.00    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                  | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    130666 | PA      | $134384.75    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                    | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1438320.18   | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                  | DaVita Inc 2024 Extended Term Loan B1                                            | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |   2171795 | PA      | $2162846.77   | 0.08%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139192.20    | 0.01%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154259.70    | 0.01%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                       | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    643500 | PA      | $631289.59    | 0.02%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                    | Selective Insurance Group Inc                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      8314 | NS      | $142501.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Emera Inc                                   | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $225877.50    | 0.01%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146965.50    | 0.01%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    141480 | NS      | $6714640.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                              | Murphy USA Inc Term Loan B                                                       | CUSIP: 62675KAB5<br>LEI: 549300Y081F8XIKQIO72 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2011250.00   | 0.08%             | 2028-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                    | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    490730 | PA      | $382474.96    | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1209697.50   | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                            | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1178429.95   | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1336012.65   | 0.05%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                     | PRA Health Sciences Inc 2024 US Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |     95970 | PA      | $96255.25     | 0.00%             | 2028-07-03      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                       | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $904496.55    | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                 | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $79742.40     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616938.00    | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    376000 | PA      | $385903.84    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $873155.20    | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    750000 | PA      | $775440.00    | 0.03%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    524000 | PA      | $530193.68    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                    | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    780000 | PA      | $735891.00    | 0.03%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                               | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    255000 | PA      | $248018.10    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QVC INC                                     | QVC Inc                                                                          | CUSIP: 747262400<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |      4100 | NS      | $36490.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                   | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    888175 | NS      | $188737187.50 | 7.17%             |  |  |  | No            |                  1 | On Loan: —       |
| BP PLC                                      | BP PLC                                                                           | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    475000 | NS      | $13043500.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Vodafone Group PLC                          | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $128635.00    | 0.00%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     48945 | NS      | $9756206.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark Services Inc                        | Aramark Services Inc 2024 Term Loan B8                                           | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1945375 | PA      | $1948409.79   | 0.07%             | 2030-06-22      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                       | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1750495.95   | 0.07%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916310.00    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                              | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $455611.50    | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| AAR ESCROW ISSUER LLC                       | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1229352.00   | 0.05%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    573000 | PA      | $547129.05    | 0.02%             | 2026-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    315000 | PA      | $295696.80    | 0.01%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| PATRICK INDUSTRIES INC                      | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $979982.12    | 0.04%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                    | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240880.00    | 0.01%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                          | Unity Software Inc                                                               | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   7510000 | PA      | $7089815.50   | 0.27%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                       | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   2779606 | PA      | $2779675.59   | 0.11%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| OCI NV                                      | OCI NV                                                                           | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |   1175000 | PA      | $1283546.50   | 0.05%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                              | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1177212.00   | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                              | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    233000 | PA      | $233657.06    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                    | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $517704.00    | 0.02%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                            | Dragon Buyer Inc Term Loan B                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1511212 | PA      | $1504412.04   | 0.06%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                          | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |  13100000 | PA      | $16583290.00  | 0.63%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                          | Ford Motor Co                                                                    | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      2835 | NS      | $59506.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                    | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    303000 | PA      | $296715.78    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $695151.00    | 0.03%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP             | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     33155 | NS      | $991334.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  22620000 | PA      | $24690634.80  | 0.94%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                   | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    605000 | PA      | $604739.85    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co/The                                                                  | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19260000 | PA      | $21642076.80  | 0.82%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                       | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $616980.00    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                    | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    149000 | PA      | $127329.44    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166983.12    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                       | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    735000 | PA      | $693443.10    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                      | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1045481.60   | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CARVANA CO                                  | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    294735 | PA      | $332573.08    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                    | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2105000 | PA      | $1970974.65   | 0.07%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                             | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1511242 | PA      | $1464968.22   | 0.06%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                    | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592800.00    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    135860 | NS      | $33550627.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCER INTL INC                             | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613986.00    | 0.02%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                     | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463126.50    | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                     | Invesco Senior Loan ETF                                                          | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |   1610745 | NS      | $33374636.40  | 1.27%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST CITIZENS BANCSHARE                    | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71299.90     | 0.00%             | 2027-01-04      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596000 | PA      | $540828.28    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                    | Citizens Financial Group Inc                                                     | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153860.75    | 0.01%             | 2025-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                         | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    605000 | PA      | $591163.65    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                         | Delta Air Lines Inc                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    194170 | NS      | $8083297.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                                 | Staples Inc 2024 Term Loan B                                                     | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    925350 | PA      | $801195.79    | 0.03%             | 2029-09-04      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                      | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    596000 | PA      | $511654.08    | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                 | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1197585.40   | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO INC                                     | QXO INC TERM LOAN B                                                              | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $120021.60    | 0.00%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                      | Discover Financial Services                                                      | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245044.10    | 0.01%             | 2025-06-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                    | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1320150.00   | 0.05%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                         | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    895000 | PA      | $872884.55    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296881.92    | 0.01%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      5135 | NS      | $26184802.80  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC GROUP INC                               | QVC Group Inc                                                                    | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |      1355 | NS      | $36937.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GGAM FINANCE LTD                            | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $602598.15    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                    | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1810000 | PA      | $1795972.50   | 0.07%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                              | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    148485 | NS      | $12650922.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                        | Global Net Lease Inc                                                             | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               |  | US        |      2271 | NS      | $48894.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NISOURCE INC                                | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1082928.56   | 0.04%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| OLIN CORP                                   | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1149439.50   | 0.04%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                 | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     57470 | NS      | $5.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT                       | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1229384.20   | 0.05%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 Value ETF              | iShares Russell 2000 Value ETF                                                   | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |    113165 | NS      | $16386292.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                        | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    145515 | NS      | $13415027.85  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CINC BELL TEL                               | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1008111.20   | 0.04%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     35515 | NS      | $17759275.75  | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCOSA INC                                  | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    605000 | PA      | $616779.35    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                      | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $661698.00    | 0.03%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                      | Morgan Stanley Finance LLC                                                       | CUSIP: 61774H2L1<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |  11275000 | PA      | $17955437.50  | 0.68%             | 2027-11-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    902000 | PA      | $911516.10    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                              | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     59040 | NS      | $53074008.00  | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                      | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1451843.40   | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                       | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    703000 | PA      | $677192.87    | 0.03%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1060975.20   | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                             | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |  11440000 | PA      | $14721106.40  | 0.56%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                         | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    190495 | NS      | $46598886.90  | 1.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                              | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    688315 | NS      | $126939052.30 | 4.82%             |  |  |  | No            |                  1 | On Loan: —       |
| TransDigm Inc                               | TransDigm Inc 2024 Term Loan I                                                   | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1970075 | PA      | $1969828.92   | 0.07%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                     | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    545875 | PA      | $546898.52    | 0.02%             | 2029-05-23      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC                    | Cullen/Frost Bankers Inc                                                         | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |      3517 | NS      | $59050.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                          | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8895000 | PA      | $10849142.55  | 0.41%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                     | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1520000 | PA      | $1479431.20   | 0.06%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3765000 | PA      | $16258211.25  | 0.62%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                              | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     25095 | NS      | $62235.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                     | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $543615.40    | 0.02%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                    | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1640707.65   | 0.06%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $474714.00    | 0.02%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                    | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    525000 | PA      | $496093.50    | 0.02%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                    | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1153321.25   | 0.04%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                    | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1374209.60   | 0.05%             | 2025-05-31      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                     | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    605000 | PA      | $610390.55    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.        | Light and Wonder International Inc 2024 Term Loan B2                             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   3343674 | PA      | $3345078.70   | 0.13%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                 | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     51723 | NS      | $5.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                        | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1533403.20   | 0.06%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC              | Go Daddy Operating Company LLC 2024 Term Loan B8                                 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   1652530 | PA      | $1649035.08   | 0.06%             | 2029-11-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| American Express Co                         | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     59230 | NS      | $15779464.30  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                         | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    903000 | PA      | $919217.88    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                  | Capital One Financial Corp                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     58055 | NS      | $10464994.30  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP                           | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    452725 | PA      | $448104.94    | 0.02%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                    | Spanish Broadcasting System Inc                                                  | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $693976.80    | 0.03%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                     | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    591000 | PA      | $578222.58    | 0.02%             | 2067-03-30      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                    | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1449014.00   | 0.06%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                       | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $15751800.00  | 0.60%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                              | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $644142.00    | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                       | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584658.00    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                           | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1196798.90   | 0.05%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                        | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1891495 | PA      | $1775168.06   | 0.07%             | 2030-02-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                         | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $962236.30    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                    | Brookfield Property Partners LP                                                  | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |      8773 | NS      | $111066.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                       | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1398509.12   | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                               | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1223354 | PA      | $1139627.65   | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

**Name of Applicant:** CALAMOS STRATEGIC TOTAL RETURN FUND

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasuer