# EDGAR Filing Document

**Accession Number:** 0001396277
**File Stem:** 0001410368-26-067692
**Filing Date:** 2026-6
**Character Count:** 319724
**Document Hash:** ae2d75da3a8a8e3b7e098a5df42212b0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067692.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067692

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calamos Global Dynamic Income Fund
- **CENTRAL INDEX KEY:** 0001396277

**ORGANIZATION NAME:**
- **EIN:** 208819776
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22047
- **FILM NUMBER:** 261128620

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $892864299.00

**Total Liabilities:** $290289711.32

**Net Assets:** $602574587.68

**Delayed Delivery Securities:** $1176939.95

**Cash Not Reported:** $25104434.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -64.15000000 | **1-Year:** -6507.63000000 | **5-Year:** -6127.02000000 | **10-Year:** -864.78000000 | **30-Year:** -156.76000000

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

- **3-Month:** -897.14000000 | **1-Year:** -14633.94000000 | **5-Year:** -31471.93000000 | **10-Year:** -4229.40000000 | **30-Year:** -459.28000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.86%                | -10.75%              | 15.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8857330.70              | $13605018.32                               |
| Month 2  | $2688042.94              | $-61199918.02                              |
| Month 3  | $4915271.67              | $85295071.75                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Knowledge Atlas Technology JSC Ltd                   | Knowledge Atlas Technology JSC Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     23000 | NS      | $2628613.30   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165884.80    | 0.03%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    213000 | PA      | $217573.11    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206986.50    | 0.03%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                              | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    220000 | PA      | $13105.40     | 0.00%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                           | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    210000 | PA      | $205045.05    | 0.03%             | 2032-10-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105622.65    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | 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        |    190000 | PA      | $181989.60    | 0.03%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    156400 | PA      | $156693.73    | 0.03%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                 | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106246.35    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1020 | NS      | $544893.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd                                 | Kerry Properties Ltd                                                             | CUSIP: 000000000<br>LEI: 5299006T5ULIIRZ7LK49 | Long             | EC               | CORP              | BM        |     47000 | NS      | $143056.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                             | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    132768 | PA      | $132086.08    | 0.02%             | 2031-06-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $272817.98    | 0.05%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                    | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    164175 | PA      | $165167.44    | 0.03%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96002.04     | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                 | JUPITER BORROWER INC TERM LOAN B                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $125625.00    | 0.02%             | 2033-03-25      | None          | 0.00%                 | 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        |    108011 | PA      | $108562.40    | 0.02%             | 2028-08-23      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $214689.30    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                                  | AST SpaceMobile Inc                                                              | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |     63800 | NS      | $4714820.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| RFNA LP                                              | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282472.05    | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                              | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208639.20    | 0.03%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                            | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    540000 | NS      | $6861543.98   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227068.60    | 0.04%             | 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        |    105000 | PA      | $107512.65    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CENTURY ALUMINUM COMPANY                             | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217698.60    | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                          | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109706.10    | 0.02%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                             | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $195441.45    | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ASTRONICS CORP                                       | Astronics Corp                                                                   | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $2289086.50   | 0.38%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                             | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     80000 | PA      | $507.20       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49306.40     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kandenko Co Ltd                                      | Kandenko Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |     99000 | NS      | $4318529.37   | 0.72%             |  |  |  | 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        |    215543 | PA      | $202946.36    | 0.03%             | 2031-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd               | Contemporary Amperex Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     29800 | NS      | $1912900.87   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                             | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298795.70    | 0.05%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jenoptik AG                                          | Jenoptik AG                                                                      | CUSIP: 000000000<br>LEI: 529900P34GDHGXK6VB37 | Long             | EC               | CORP              | DE        |      7100 | NS      | $279413.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                  | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    295000 | PA      | $281137.95    | 0.05%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112735.35    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                          | Eurobank SA                                                                      | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |    138400 | NS      | $602185.54    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Schaeffler AG                                        | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | EC               | CORP              | DE        |     12400 | NS      | $117895.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    109725 | PA      | $110496.92    | 0.02%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                              | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $148942.56    | 0.02%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       675 | NC      | $40162.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                            | Avnet Inc                                                                        | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2357262.00   | 0.39%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107681.70    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100445.10    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| RHB Bank Bhd                                         | RHB Bank Bhd                                                                     | CUSIP: 000000000<br>LEI: 549300ZHRPSV7QIUJT80 | Long             | EC               | CORP              | MY        |    398870 | NS      | $817525.32    | 0.14%             |  |  |  | No            |                  1 | 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              | CORP              | US        |    215000 | PA      | $211351.45    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1130 | NC      | $57065.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                             | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $302386.48    | 0.05%             | 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        |     85000 | PA      | $88961.85     | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                 | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200808.00    | 0.03%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Kweichow Moutai Co Ltd                               | Kweichow Moutai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2600 | NS      | $526996.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $217950.60    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105481.95    | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $209742.50    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                    | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     20945 | NS      | $4814208.25   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    105000 | PA      | $105292.43    | 0.02%             | 2033-02-13      | Floating      | 6.15%                 | No            |                  2 | 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        |    147905 | PA      | $147919.56    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209932.80    | 0.03%             | 2031-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                             | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215871.60    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                          | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    282000 | PA      | $285426.30    | 0.05%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83043.20     | 0.01%             | 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        |    131000 | PA      | $131068.12    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                             | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    476630 | NS      | $7669718.66   | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKTON INC                                          | LOCKTON INC TERM LOAN B                                                          | CUSIP: 000000000<br>LEI: 549300K1E1VE46VELA06 | Long             | LON              | CORP              | US        |     40000 | PA      | $40150.00     | 0.01%             | 2033-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANTEST CORPORATION                                | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | DBT              | CORP              | JP        | 420000000 | PA      | $3190878.60   | 0.53%             | 2031-03-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105173.25    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VOYAGER PARENT LLC                                   | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     99000 | PA      | $105520.14    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC                           | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                             | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    162132 | PA      | $161220.85    | 0.03%             | 2031-12-29      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                              | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162702.00    | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       679 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214552.80    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208433.40    | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                      | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     32985 | NS      | $5444833.95   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | NORWEGIAN CRUISE LINE HOLDINGS                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BM        |      1250 | NC      | $5000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144262.50    | 0.02%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Pfisterer Holding SE                                 | Pfisterer Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900APPYG9TGZYS639 | Long             | EC               | CORP              | DE        |      1060 | NS      | $129052.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                              | Reinsurance Group of America Inc                                                 | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107801.10    | 0.02%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81603.84     | 0.01%             | 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        |    155000 | PA      | $158662.65    | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Zijin Gold International Co Ltd                      | Zijin Gold International Co Ltd                                                  | CUSIP: 000000000<br>LEI: 254900FINUJR4MZ8A417 | Long             | EC               | CORP              | HK        |     21100 | NS      | $416799.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                               | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112233.00    | 0.02%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                  | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    209000 | PA      | $193176.61    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                               | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221117.40    | 0.04%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                            | Montage Technology Co Ltd                                                        | CUSIP: 000000000<br>LEI: 836800ZMWT5PAN574D81 | Long             | EC               | CORP              | CN        |     27920 | NS      | $716988.24    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101992.80    | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing Inc                                | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    210000 | PA      | $210974.40    | 0.04%             | 2032-03-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER 3L NOTES                               | GUITAR CENTER 3L NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158467 | PA      | $47540.10     | 0.01%             | 2032-08-19      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Doosan Enerbility Co Ltd                             | Doosan Enerbility Co Ltd                                                         | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |      8370 | NS      | $729468.15    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $167703.30    | 0.03%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                                           | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3751 | NS      | $11253.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAURA Technology Group Co Ltd                        | NAURA Technology Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 300300JI5I0B95GO5C39 | Long             | EC               | CORP              | CN        |     15000 | NS      | $1186686.10   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $105285.72    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Blackfin Pipeline LLC                                | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    208950 | PA      | $210866.07    | 0.03%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                     | Singapore Telecommunications Ltd                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |   1228400 | NS      | $4449016.18   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                 | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132545.80    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                 | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    335000 | PA      | $338366.75    | 0.06%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                              | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $219177.00    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54965.35     | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KCC CORP                                             | KCC Corp                                                                         | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | DBT              | CORP              | KR        |   1800000 | PA      | $2203092.00   | 0.37%             | 2030-07-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415867.10    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $105694.16    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                                       | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |      1826 | NS      | $1826.00      | 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        |    157000 | PA      | $163743.15    | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Beijing Huafeng Test & Control Technology Co Ltd     | Beijing Huafeng Test & Control Technology Co Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2450 | NS      | $126070.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $79538.69     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247999.20    | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                      | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    229000 | PA      | $93244.22     | 0.02%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303108.00    | 0.05%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124997.21    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                              | SLB Ltd                                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     98974 | NS      | $5629641.12   | 0.93%             |  |  |  | No            |                  1 | On Loan: —       |
| Syntec Technology Co Ltd                             | Syntec Technology Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     21350 | NS      | $1733770.25   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                  | Ascendis Pharma A/S                                                              | CUSIP: 000000000<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       910 | NS      | $208735.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                             | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    106976 | PA      | $107751.86    | 0.02%             | 2031-05-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                               | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    175000 | PA      | $182915.25    | 0.03%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                              | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113198.80    | 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        |    208000 | PA      | $207432.16    | 0.03%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | 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        |     19507 | PA      | $19528.91     | 0.00%             | 2030-12-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                   | HD Hyundai Heavy Industries Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       670 | NS      | $312016.38    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                             | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150189.00    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                 | Osaic Holdings Inc 2026 Term Loan B                                              | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    210000 | PA      | $210257.25    | 0.03%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1886458.78   | 0.31%             | 2032-09-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53638.00     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                              | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    148891 | PA      | $149749.54    | 0.02%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Nitto Boseki Co Ltd                                  | Nitto Boseki Co Ltd                                                              | CUSIP: 000000000<br>LEI: 3538005B13YMJ9BWQO82 | Long             | EC               | CORP              | JP        |       700 | NS      | $128611.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                              | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104133.63    | 0.02%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                 | Southern Copper Corp                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      5921 | NS      | $1016576.49   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77993.54     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                             | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     40000 | PA      | $112.00       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $57974.40     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                           | ViaSat Inc 2023 Term Loan                                                        | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    124923 | PA      | $125456.07    | 0.02%             | 2030-05-30      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                               | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    157000 | PA      | $140954.60    | 0.02%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                                | STMicroelectronics NV                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2555140.00   | 0.42%             | 2027-08-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                               | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    150509 | PA      | $145688.18    | 0.02%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                               | Chemours Company (The) 2025 USD Term Loan B                                      | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    104738 | PA      | $104685.13    | 0.02%             | 2032-10-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213343.20    | 0.04%             | 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        |    160000 | PA      | $163104.00    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF       | VanEck J. P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |    310000 | NS      | $7923600.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Italgas SpA                                          | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     12700 | NS      | $153413.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Advantest Corp                                       | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      8400 | NS      | $1568435.69   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST MAJESTIC SILVER                                | First Majestic Silver Corp                                                       | CUSIP: 32076VAE3<br>LEI: 529900PWCU5DUH1DYR51 | Long             | DBT              | CORP              | CA        |   1644000 | PA      | $2011236.72   | 0.33%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | 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        |    163000 | PA      | $159311.31    | 0.03%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                        | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133103.60    | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tel Aviv Stock Exchange Ltd                          | Tel Aviv Stock Exchange Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4670 | NS      | $234984.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                             | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208998.30    | 0.03%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                    | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109553.40    | 0.02%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Autoever Corp                                | Hyundai Autoever Corp                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       290 | NS      | $89607.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    542740 | PA      | $589068.29    | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206965.50    | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215661.60    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $265765.85    | 0.04%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                  | Treehouse Foods Inc 2026 Term Loan B                                             | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    100000 | PA      | $100953.50    | 0.02%             | 2033-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    264000 | PA      | $239411.04    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Kioxia Holdings Corp                                 | Kioxia Holdings Corp                                                             | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      7200 | NS      | $1742101.68   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                      | Mitsubishi Heavy Industries Ltd                                                  | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     40900 | NS      | $1220696.39   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                     | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255021.00    | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | NVIDIA CORP JUN26 200 CALL                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       418 | NC      | $528770.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                                   | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105004.38    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                      | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100610.00    | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                     | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    447222 | PA      | $456409.95    | 0.08%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                           | Saipem SpA                                                                       | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $3808159.92   | 0.63%             | 2029-09-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Exail Technologies SA                                | Exail Technologies SA                                                            | CUSIP: 000000000<br>LEI: 549300EWC06TYV07XE53 | Long             | EC               | CORP              | FR        |       930 | NS      | $135331.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                             | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56980.00     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                        | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     33400 | NS      | $4274532.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Microwave Technology Inc                   | Universal Microwave Technology Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14300 | NS      | $711484.29    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                   | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    103000 | PA      | $62449.93     | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                       | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104628.30    | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                           | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |    146085 | NS      | $21998587.35  | 3.65%             |  |  |  | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                             | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    225000 | PA      | $184929.75    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Bausch Health Companies Inc                          | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    640686 | PA      | $625149.54    | 0.10%             | 2030-10-08      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Rainbow Robotics                                     | Rainbow Robotics                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       770 | NS      | $350653.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                             | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    419000 | PA      | $412794.61    | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Adani Power Ltd                                      | Adani Power Ltd                                                                  | CUSIP: 000000000<br>LEI: 33580074T4XKFXBDG813 | Long             | EC               | CORP              | IN        |    319000 | NS      | $751402.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                             | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269876.00    | 0.04%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                   | Connect Finco Sarl 2024 Extended Term Loan B                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    333743 | PA      | $335264.40    | 0.06%             | 2029-09-27      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Next Vision Stabilized Systems Ltd                   | Next Vision Stabilized Systems Ltd                                               | CUSIP: 000000000<br>LEI: 2549001OCAI48UYCZD40 | Long             | EC               | CORP              | IL        |      1090 | NS      | $124946.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184112.24    | 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        |    125000 | PA      | $127006.25    | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105846.30    | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3810000 | PA      | $4023131.40   | 0.67%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52962.25     | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXAIL TECHNOLOGIES                                   | Exail Technologies SA                                                            | CUSIP: 000000000<br>LEI: 549300EWC06TYV07XE53 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $2257698.26   | 0.37%             | 2030-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EW SCRIPPS CO                                        | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105384.30    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                                         | Farfetch Ltd                                                                     | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |    251000 | PA      | $2188.72      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 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        |     49912 | PA      | $48779.58     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107879.04    | 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        |    215000 | PA      | $212155.55    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Exosens SAS                                          | Exosens SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      4625 | NS      | $353189.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                             | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218624.70    | 0.04%             | 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        |      1735 | NS      | $5.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERO Copper Corp                                      | ERO Copper Corp                                                                  | CUSIP: 296006109<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |      4220 | NS      | $109076.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripod Technology Corp                               | Tripod Technology Corp                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     71600 | NS      | $1031557.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                            | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     95648 | NS      | $1991615.51   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                              | Hanwha Aerospace Co Ltd                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |      1370 | NS      | $1315953.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Grenergy Renovables SA                               | Grenergy Renovables SA                                                           | CUSIP: 000000000<br>LEI: 959800M1FVPL5BMW3R13 | Long             | EC               | CORP              | ES        |      1000 | NS      | $141915.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| BRIGHTSTAR LOT/BRIGHSTAR                             | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $244937.50    | 0.04%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                               | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     98654 | PA      | $2452.54      | 0.00%             | 2029-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp                            | CES Energy Solutions Corp                                                        | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |     22200 | NS      | $316080.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90890.76     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78073.50     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co Ltd                                | Hyundai Glovis Co Ltd                                                            | CUSIP: 000000000<br>LEI: 988400U6RDXNJ5ZRN304 | Long             | EC               | CORP              | KR        |       620 | NS      | $95730.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131354.24    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Viking Holdings Ltd                                  | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |     60210 | NS      | $4931801.10   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                           | Advanced Micro Devices Inc                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     14665 | NS      | $5198595.85   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyosung Heavy Industries Corp                        | Hyosung Heavy Industries Corp                                                    | CUSIP: 000000000<br>LEI: 988400IDLF9EQ95M0928 | Long             | EC               | CORP              | KR        |      3579 | NS      | $9641145.06   | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                    | Banco Bradesco SA                                                                | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |    151620 | NS      | $588285.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                          | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185877.00    | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                               | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208271.70    | 0.03%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                     | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $218437.80    | 0.04%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    105000 | PA      | $102664.80    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Axia Energia SA                                      | Axia Energia SA                                                                  | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | EC               | CORP              | BR        |     83500 | NS      | $1046321.54   | 0.17%             |  |  |  | No            |                  1 | 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        |     83000 | PA      | $83063.91     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                  | AST SpaceMobile Inc                                                              | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1186380.44   | 0.20%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                              | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  70500000 | PA      | $4093992.45   | 0.68%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                 | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $213874.50    | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                              | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200814.26    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     61285 | NS      | $23582468.00  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    158000 | PA      | $164980.44    | 0.03%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    258000 | PA      | $239571.06    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                  | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216178.20    | 0.04%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ceres Power Holdings PLC                             | Ceres Power Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800N7AAHSXQUOA733 | Long             | EC               | CORP              | GB        |     32629 | NS      | $276073.49    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53478.88     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109735.50    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 867ESCAC9 SUNEDISON INC                              | 867ESCAC9 SUNEDISON INC                                                          | CUSIP: 867ESCAC9<br>LEI: 5493004W8FBXFVSWVZ87 | Long             | DBT              | CORP              | US        |    275000 | PA      | $1100.00      | 0.00%             | 2018-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256427.50    | 0.04%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                          | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    214462 | PA      | $215736.41    | 0.04%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96723.54     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd                                        | Ibiden Co Ltd                                                                    | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |      4400 | NS      | $376332.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | KRANESHARES CSI CHINA INTERNET                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      8865 | NC      | $221625.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                                     | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $109267.20    | 0.02%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    258000 | PA      | $246217.14    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      7100 | NS      | $10216829.00  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      2305 | NS      | $303983.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| OTP Bank Nyrt                                        | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |      4600 | NS      | $616992.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $8940805.02   | 1.48%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AIXTRON AG                                           | AIXTRON SE                                                                       | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $3180595.35   | 0.53%             | 2031-04-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84451.75     | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Motor Co                                     | Hyundai Motor Co                                                                 | CUSIP: 000000000<br>LEI: 9884004RQX8PRBXQ8S60 | Long             | EC               | CORP              | KR        |     34180 | NS      | $12388874.92  | 2.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chinos Intermediate Holdings A Inc                   | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 16961YAB4<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    138250 | PA      | $104033.13    | 0.02%             | 2031-09-26      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90606.18     | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                        | Coherent Corp 2025 Term Loan B2                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     82929 | PA      | $83239.67     | 0.01%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    133000 | PA      | $119238.49    | 0.02%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| CB144A SUNEDISON INC                                 | CB144A SUNEDISON INC                                                             | CUSIP: 867ESCAE5<br>LEI: 5493004W8FBXFVSWVZ87 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $9044.00      | 0.00%             | 2020-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                             | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  60000000 | PA      | $3581884.84   | 0.59%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120527.56    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                        | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124748.82    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $174629.70    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ZOOMLION HEAVY INDUSTRY                              | Zoomlion Heavy Industry Science and Technology Co Ltd                            | CUSIP: 000000000<br>LEI: 529900QZ3EMAU0QKFK85 | Long             | DBT              | CORP              | CN        |  20000000 | PA      | $2948438.97   | 0.49%             | 2031-02-05      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| MediaTek Inc                                         | MediaTek Inc                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     15700 | NS      | $1310661.33   | 0.22%             |  |  |  | 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        |    261940 | PA      | $250459.36    | 0.04%             | 2028-11-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                      | Nebius Group NV                                                                  | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2334948.00   | 0.39%             | 2031-03-15      | Fixed         | 1.25%                 | 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        |    335000 | PA      | $329532.80    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $43448.72     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55294.38     | 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        |    166000 | PA      | $162553.84    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co Ltd                          | Compeq Manufacturing Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    123700 | NS      | $964605.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53373.09     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CLARITEV CORP                                        | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85706 | PA      | $56166.57     | 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        |    179000 | PA      | $179687.36    | 0.03%             | 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        |    170277 | PA      | $170876.63    | 0.03%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107046.45    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | 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        |    215000 | PA      | $204004.90    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | DARLING INGREDIENTS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       967 | NC      | $1846970.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP                               | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55375.10     | 0.01%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                         | Fujikura Ltd                                                                     | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     63000 | NS      | $2430728.02   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     17220 | NS      | $7021971.60   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                               | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    210000 | PA      | $215237.40    | 0.04%             | 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        |    200000 | PA      | $71116.00     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    263000 | PA      | $275760.76    | 0.05%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                          | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107485.35    | 0.02%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397744.00    | 0.07%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                    | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96329.20     | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Minimax Group Inc                                    | Minimax Group Inc                                                                | CUSIP: 000000000<br>LEI: 984500GAF1264B3B9Z19 | Long             | EC               | CORP              | KY        |     18780 | NS      | $1754593.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| SVC ABS LLC                                          | SVC ABS LLC                                                                      | CUSIP: 78487JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $168003.89    | 0.03%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc                              | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1400 | NS      | $2576350.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Elite Material Co Ltd                                | Elite Material Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11650 | NS      | $1735903.84   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing, Inc.                | American Axle and Manufacturing Inc 2025 Incremental Term Loan C                 | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    207900 | PA      | $208159.88    | 0.03%             | 2033-02-03      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107972.55    | 0.02%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Robotis Co Ltd                                       | Robotis Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3190 | NS      | $693964.78    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                   | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195838.00    | 0.03%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       113 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chamberlain Group Inc                                | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    213662 | PA      | $213692.79    | 0.04%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                   | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     18760 | NS      | $1592348.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                              | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138584.60    | 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        |    100000 | PA      | $96116.00     | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| LIFE TIME INC                                        | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213120.60    | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | 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        |    200000 | PA      | $207414.00    | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| BuySell Technologies Co Ltd                          | BuySell Technologies Co Ltd                                                      | CUSIP: 000000000<br>LEI: 353800QCRDO2G02AM851 | Long             | EC               | CORP              | JP        |      9000 | NS      | $192890.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $93937.92     | 0.02%             | 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        |    300000 | PA      | $299589.00    | 0.05%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 26-1B PTT                               | American Airlines 2026-1 Class B Pass Through Trust                              | CUSIP: 02380KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130132.60    | 0.02%             | 2035-05-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                             | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5600 | NS      | $876848.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82169.60     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                          | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    133810 | NS      | $26704461.70  | 4.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic Drive Systems Inc                           | Harmonic Drive Systems Inc                                                       | CUSIP: 000000000<br>LEI: 353800XFIX2EUARGOE85 | Long             | EC               | CORP              | JP        |    136700 | NS      | $4660312.12   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163729.60    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                             | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    117000 | PA      | $110552.13    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                       | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107781.45    | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                             | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103474.35    | 0.02%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     20385 | NS      | $4740531.75   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       212 | NC      | $859660.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SLB LTD                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CW        |       -75 | NC      | $-30562.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FLSmidth & Co A/S                                    | FLSmidth & Co A/S                                                                | CUSIP: 000000000<br>LEI: 213800MXXDGQ3ITPXI41 | Long             | EC               | CORP              | DK        |      1380 | NS      | $102495.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     78573 | NS      | $3317352.06   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                          | Exelon Corp                                                                      | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1874457.00   | 0.31%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                             | Windsor Holdings III LLC 2025 USD Term Loan B                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    219837 | PA      | $219506.99    | 0.04%             | 2030-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282778.65    | 0.05%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Helmerich & Payne Inc                                | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     42400 | NS      | $1712112.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI INDIA ETF                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      5454 | NC      | $286335.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Open House Group Co Ltd                              | Open House Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900WQOGPBIJEHW865 | Long             | EC               | CORP              | JP        |      2100 | NS      | $123592.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                      | OSI Systems Inc                                                                  | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2049254.40   | 0.34%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Qwest Corp                                           | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      9440 | NS      | $173224.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SGUS LLC                                             | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51636 | PA      | $9004.29      | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                          | MetLife Inc                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54289.95     | 0.01%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT INC                                        | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $116244.64    | 0.02%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    335000 | PA      | $197804.10    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JINKAI INVESTMENT HOLDI                              | Jinkai Investment Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 254900SACG78Z9C9V725 | Long             | DBT              | CORP              | HK        |   3400000 | PA      | $3187330.00   | 0.53%             | 2031-02-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Bank of India                                  | State Bank of India                                                              | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |     92884 | NS      | $1054052.01   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                             | Virgin Media Bristol LLC 2020 USD Term Loan Q                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    210000 | PA      | $206150.70    | 0.03%             | 2029-01-31      | None          | 0.00%                 | 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        |         0 | PA      | $0.00         | 0.00%             | 2028-10-30      | Floating      | 13.25%                | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                               | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81853.20     | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162724.14    | 0.03%             | 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        |     26395 | NS      | $2738481.25   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                            | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    123061 | PA      | $119728.26    | 0.02%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                    | Bloom Energy Corp                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   4891000 | PA      | $8514595.17   | 1.41%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110668.95    | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HAPPY EVER HOLDINGS LTD                              | Happy Ever Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 254900F7KYVV00UWUV38 | Long             | DBT              | CORP              | VG        |  40000000 | PA      | $5255180.34   | 0.87%             | 2030-07-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Chroma ATE Inc                                       | Chroma ATE Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     25400 | NS      | $1735589.98   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109248.70    | 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        |    232582 | PA      | $220371.79    | 0.04%             | 2028-07-06      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                               | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49837.70     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156553.60    | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                    | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110634.30    | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Multi Commodity Exchange of India Ltd                | Multi Commodity Exchange of India Ltd                                            | CUSIP: 000000000<br>LEI: 254900BTZEPM27IOAM68 | Long             | EC               | CORP              | IN        |     14900 | NS      | $469043.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraken Robotics Inc                                  | Kraken Robotics Inc                                                              | CUSIP: 50077N102<br>LEI: 529900IX6H61N726FS70 | Long             | EC               | CORP              | CA        |    398400 | NS      | $2290649.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    251000 | PA      | $236298.93    | 0.04%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                   | Realty Income Corp                                                               | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   4141000 | PA      | $4306515.77   | 0.71%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                             | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2318253.12   | 0.38%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                  | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196794.00    | 0.03%             | 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        |    350000 | PA      | $328863.50    | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                               | KB Financial Group Inc                                                           | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |     48530 | NS      | $5314282.85   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       163 | NS      | $3616.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167120.00    | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asia Vital Components Co Ltd                         | Asia Vital Components Co Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15400 | NS      | $1409920.66   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                    | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $174563.76    | 0.03%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc                                | ASPEED Technology Inc                                                            | CUSIP: 000000000<br>LEI: 984500D002CB7E149R74 | Long             | EC               | CORP              | TW        |      3360 | NS      | $1806243.16   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| All Ring Tech Co Ltd                                 | All Ring Tech Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     32800 | NS      | $1252599.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER CALIFORNIA INC                              | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $330908.50    | 0.05%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                          | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     89500 | NS      | $4656685.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER FLORIDA LLC                                 | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $363982.08    | 0.06%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                     | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     36600 | NS      | $5648478.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                           | Amneal Pharmaceuticals LLC 2026 Term Loan                                        | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    391732 | PA      | $393936.00    | 0.07%             | 2032-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co Ltd                     | Samsung Electro-Mechanics Co Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3510 | NS      | $2013634.67   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd                                | Lynas Rare Earths Ltd                                                            | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     95975 | NS      | $1361517.71   | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                       | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201251.40    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| TELEPHONE & DATA SYS                                 | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      1701 | NS      | $36452.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                             | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    238929 | PA      | $233433.76    | 0.04%             | 2029-05-01      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    417047 | PA      | $418139.33    | 0.07%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                               | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $4613662.80   | 0.77%             | 2028-08-01      | Fixed         | 3.00%                 | 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        |    200000 | PA      | $204488.00    | 0.03%             | 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        |    210000 | PA      | $223017.90    | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mirae Asset Securities Co Ltd                        | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | EC               | CORP              | KR        |     26593 | NS      | $1181207.10   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    252000 | PA      | $242645.76    | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                        | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    234875 | NS      | $16957975.00  | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinik Co                                             | Kinik Co                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6100 | NS      | $106324.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                              | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214170.60    | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                         | Keyence Corp                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      5000 | NS      | $2293329.63   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                             | Team Health Holdings Inc 2026 Repriced Term Loan B                               | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    208428 | PA      | $208997.67    | 0.03%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Nextage Co Ltd                                       | Nextage Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6400 | NS      | $140482.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                          | Bank of Cyprus Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |     10800 | NS      | $117037.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                               | Cogent Biosciences Inc                                                           | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    824000 | PA      | $982331.60    | 0.16%             | 2031-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                            | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     16450 | NS      | $2288359.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214949.70    | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                    | SK Telecom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     79500 | NS      | $5151764.64   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164102.40    | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215678.40    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203364.00    | 0.03%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Implenia AG                                          | Implenia AG                                                                      | CUSIP: 000000000<br>LEI: 52990006TKCUQQJ79B11 | Long             | EC               | CORP              | CH        |       145 | NS      | $11443.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86203.70     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    385000 | PA      | $393158.15    | 0.07%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                               | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202531.80    | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50485.50     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Westgold Resources Ltd                               | Westgold Resources Ltd                                                           | CUSIP: 000000000<br>LEI: 2549003AMX9BL7CKBQ74 | Long             | EC               | CORP              | AU        |     45000 | NS      | $178703.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                             | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $159060.18    | 0.03%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                   | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $206619.00    | 0.03%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221034.00    | 0.04%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Micronics Japan Co Ltd                               | Micronics Japan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800FFW2OP7ZVXBO86 | Long             | EC               | CORP              | JP        |      3000 | NS      | $252226.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                                           | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167847.90    | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220124.10    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $159496.30    | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                              | DSV A/S                                                                          | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |      4310 | NS      | $1060000.54   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaichi Electronics Co Ltd                          | Yamaichi Electronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3700 | NS      | $246865.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                              | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106898.40    | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       885 | NS      | $59312.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $314334.30    | 0.05%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $114653.70    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                              | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    254000 | PA      | $247332.50    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IOI Properties Group Bhd                             | IOI Properties Group Bhd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |    745000 | NS      | $779683.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                               | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177864.20    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327792.00    | 0.05%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACProducts, Inc.                                     | ACProducts Inc 2021 Term Loan B                                                  | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    206863 | PA      | $168418.91    | 0.03%             | 2028-05-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                      | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     30880 | NS      | $5858621.83   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                                  | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     83426 | PA      | $66324.04     | 0.01%             | 2029-10-01      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                             | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $224380.45    | 0.04%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                            | ORIX Corp                                                                        | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |    142500 | NS      | $4796050.01   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                              | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $213845.10    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                           | FANUC Corp                                                                       | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     49000 | NS      | $2164480.24   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                        | Columbus McKinnon Corporation 2026 Term Loan B                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    141284 | PA      | $141696.44    | 0.02%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                               | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314769.15    | 0.05%             | 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        |    145000 | PA      | $147077.85    | 0.02%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                   | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    209475 | PA      | $209804.92    | 0.03%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                 | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118451.74    | 0.02%             | 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: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     23472 | PA      | $0.02         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $137905.20    | 0.02%             | 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        |    226000 | PA      | $220062.98    | 0.04%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     17259 | NS      | $7204424.37   | 1.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Nishi-Nippon Financial Holdings Inc                  | Nishi-Nippon Financial Holdings Inc                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $115501.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106661.10    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                               | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78993.20     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112552.00    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                              | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    142450 | NS      | $5100331.02   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                             | ENGIE SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     45801 | NS      | $1508884.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    110000 | PA      | $107147.70    | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108317.00    | 0.02%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                          | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      7730 | NS      | $951099.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                               | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105882.00    | 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        |     12360 | NS      | $4716946.80   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| STMicroelectronics NV                                | STMicroelectronics NV                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |     26740 | NS      | $1457070.91   | 0.24%             |  |  |  | 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        |    137000 | PA      | $131933.74    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $55438.90     | 0.01%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224243.80    | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                    | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109511.60    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                          | HOCHTIEF AG                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |      2180 | NS      | $1172467.11   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    206000 | PA      | $201109.56    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                             | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110469.45    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     12635 | NS      | $255100.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                                       | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102338.00    | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                           | Intel Corp                                                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     79040 | NS      | $7467699.20   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AZORRA FINANCE                                       | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $215084.10    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TIM SA/Brazil                                        | TIM SA/Brazil                                                                    | CUSIP: 000000000<br>LEI: 529900QI0CH1DN5ZCS77 | Long             | EC               | CORP              | BR        |     26900 | NS      | $139883.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108605.20    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                      | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $215934.60    | 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        |    135000 | PA      | $143233.65    | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Bharat Forge Ltd                                     | Bharat Forge Ltd                                                                 | CUSIP: 000000000<br>LEI: 3358009U5Z2BU2X3L230 | Long             | EC               | CORP              | IN        |     16500 | NS      | $330383.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                             | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205737.00    | 0.03%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JELDWEN HOLDING                                      | JELD-WEN Holding Inc                                                             | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |    157000 | PA      | $79611.56     | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Denison Mines Corp                                   | Denison Mines Corp                                                               | CUSIP: 248356107<br>LEI: 529900JWGSW17LJK6586 | Long             | EC               | CORP              | CA        |     35050 | NS      | $134241.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109450.95    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                     | Coeur Mining Inc                                                                 | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217060.20    | 0.04%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IMI PLC                                              | IMI PLC                                                                          | CUSIP: 000000000<br>LEI: 2138002W9Q21PF751R30 | Long             | EC               | CORP              | GB        |      4550 | NS      | $173300.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                       | LivePerson Inc                                                                   | CUSIP: 538146AJ0<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |     62003 | PA      | $39681.92     | 0.01%             | 2029-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Shiga Bank Ltd/The                                   | Shiga Bank Ltd/The                                                               | CUSIP: 000000000<br>LEI: 3538002NUIQ8JFEJNS94 | Long             | EC               | CORP              | JP        |     12000 | NS      | $147945.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                              | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  72000000 | PA      | $3966213.55   | 0.66%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112413.40    | 0.02%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                           | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |    161219 | NS      | $2442487.55   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                             | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  63000000 | PA      | $3582179.24   | 0.59%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc                                | Lumentum Holdings Inc                                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1060 | NS      | $956459.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Ning Co Ltd                                       | Li Ning Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |    123000 | NS      | $320226.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                      | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    126503 | PA      | $118849.16    | 0.02%             | 2031-07-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                             | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    287935 | PA      | $267358.90    | 0.04%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2520742.50   | 0.42%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                               | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123683.30    | 0.02%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      1429 | NS      | $31723.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                           | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123915.17    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                              | Versant Media Group Inc Term Loan B                                              | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    290000 | PA      | $290942.50    | 0.05%             | 2031-01-30      | Floating      | 7.20%                 | 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        |    210000 | PA      | $217442.40    | 0.04%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                             | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    356000 | PA      | $236074.28    | 0.04%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $107040.00    | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                             | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108806.25    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                              | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57201.10     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                       | GE HealthCare Technologies Inc                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     10104 | NS      | $614727.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Minth Group Ltd                                      | Minth Group Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | KY        |    120000 | NS      | $524792.92    | 0.09%             |  |  |  | No            |                  2 | 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        |    125000 | PA      | $116676.25    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156919.93    | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    410000 | PA      | $361456.00    | 0.06%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                             | Ultra Clean Holdings Inc                                                         | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |   3526000 | PA      | $4382007.02   | 0.73%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                  | Hudbay Minerals Inc                                                              | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     61950 | NS      | $1432965.73   | 0.24%             |  |  |  | No            |                  1 | 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        |    210000 | PA      | $202902.00    | 0.03%             | 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        |    360000 | PA      | $356320.80    | 0.06%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    157000 | PA      | $168360.52    | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                  | Asahi Intecc Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |      6300 | NS      | $132568.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                       | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     33519 | NS      | $2533030.83   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55332.75     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5200 | NS      | $4803604.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzhou TFC Optical Communication Co Ltd              | Suzhou TFC Optical Communication Co Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     18000 | NS      | $813696.39    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart Inc                                         | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    210000 | PA      | $211116.15    | 0.04%             | 2032-08-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                               | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102721.50    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                                  | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      7304 | PA      | $7257.98      | 0.00%             | 2028-10-02      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107468.55    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | MERCADOLIBRE INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        14 | NC      | $60060.00     | 0.01%             |  |  |  | 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        |    176045 | PA      | $167813.14    | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Carlit Co Ltd                                        | Carlit Co Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8600 | NS      | $150205.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                       | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |     26990 | NS      | $4622058.07   | 0.77%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DAVE INC                                             | Dave Inc                                                                         | CUSIP: 23834JAA0<br>LEI: 25490061SUVXCW51RZ82 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2765110.80   | 0.46%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HVM Co Ltd                                           | HVM Co Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      8840 | NS      | $533638.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                                   | ZTO Express Cayman Inc                                                           | CUSIP: 000000000<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1233504.00   | 0.20%             | 2031-03-01      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc 2026 Term Loan B                                             | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    123362 | PA      | $123863.27    | 0.02%             | 2031-02-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                | Delta Electronics Inc                                                            | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     50900 | NS      | $3569385.22   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                             | Fabrinet                                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      1560 | NS      | $1066213.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAM CARTER                                       | William Carter Co/The                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113210.90    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    322000 | PA      | $320612.18    | 0.05%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    109990 | NS      | $8500287.31   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                             | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |    116389 | NS      | $1012584.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                                   | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104023.50    | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290914.25    | 0.05%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                            | Capitec Bank Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      4010 | NS      | $1040994.08   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                             | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $212543.10    | 0.04%             | 2033-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50575.00     | 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: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215808.60    | 0.04%             | 2032-10-15      | Fixed         | 6.63%                 | 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        |    206000 | PA      | $191429.62    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                  | SWORD PURCHASER LLC USD TERM LOAN B                                              | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |    155000 | PA      | $150737.50    | 0.03%             | 2033-04-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                   | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $571699.95    | 0.09%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| KBR INC                                              | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241222.10    | 0.04%             | 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        |    310000 | PA      | $320943.00    | 0.05%             | 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        |    195000 | PA      | $194395.50    | 0.03%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                             | Goldman Sachs Finance Corp International Ltd                                     | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   3000000 | PA      | $4206990.00   | 0.70%             | 2029-01-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                             | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207370.80    | 0.03%             | 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        |    245000 | PA      | $234229.80    | 0.04%             | 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: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    206341 | PA      | $203304.45    | 0.03%             | 2031-03-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Munters Group AB                                     | Munters Group AB                                                                 | CUSIP: 000000000<br>LEI: 549300KYCB37YAVUV523 | Long             | EC               | CORP              | SE        |     12840 | NS      | $283068.57    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                             | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    214000 | PA      | $199321.74    | 0.03%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Hitachi Energy India Ltd                             | Hitachi Energy India Ltd                                                         | CUSIP: 000000000<br>LEI: 549300ASJQYQLII9F213 | Long             | EC               | CORP              | IN        |      4140 | NS      | $1471471.58   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                   | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5455 | NS      | $3337969.05   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                         | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170012.70    | 0.03%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53013.78     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                               | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163838.40    | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |    125000 | PA      | $124582.50    | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    266000 | PA      | $270117.68    | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Trinseo Materials Operating SCA                      | Trinseo Materials Operating SCA 2021 Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |    155745 | PA      | $22237.32     | 0.00%             | 2028-05-03      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157064.37    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                           | Avis Budget Car Rental LLC 2025 Term Loan B                                      | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    109175 | PA      | $108583.27    | 0.02%             | 2032-07-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MTAR Technologies Ltd                                | MTAR Technologies Ltd                                                            | CUSIP: 000000000<br>LEI: 335800UNMDTJY4S5SP37 | Long             | EC               | CORP              | IN        |     28620 | NS      | $2025349.13   | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alstom SA                                            | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     37029 | NS      | $744071.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                    | SK Telecom Co Ltd                                                                | CUSIP: 78440P306<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |     42340 | NS      | $1583939.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SKY Perfect JSAT Corp                                | SKY Perfect JSAT Corp                                                            | CUSIP: 000000000<br>LEI: 5299009SAF34W9TVEF26 | Long             | EC               | CORP              | JP        |      8800 | NS      | $192127.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd                             | China Hongqiao Group Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |    182000 | NS      | $770414.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Impro Precision Industries Ltd                       | Impro Precision Industries Ltd                                                   | CUSIP: 000000000<br>LEI: 2549009NAG20HWV31U35 | Long             | EC               | CORP              | KY        |    591000 | NS      | $787197.44    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    435000 | PA      | $387002.10    | 0.06%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    157000 | PA      | $160614.14    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Samsung SDI Co Ltd                                   | Samsung SDI Co Ltd                                                               | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |       650 | NS      | $307844.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                                      | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       345 | NS      | $345.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Group Ltd                                        | MTN Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     81416 | NS      | $1024871.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                       | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      8595 | NS      | $9312338.70   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Holdings SA                                   | Ardagh Holdings SA                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      2113 | NS      | $15127.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan EM Local Currency Bond ETF       | iShares J.P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 464286517<br>LEI: 549300ZZ765YKMMG3526 | Long             | EC               | RF                | US        |    186760 | NS      | $7800965.20   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Bell Inc                                  | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     98496 | PA      | $98601.97     | 0.02%             | 2028-11-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                  | Cardinal Health Inc                                                              | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     18400 | NS      | $3548992.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                                     | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    265000 | PA      | $279272.90    | 0.05%             | 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        |     74492 | PA      | $74800.15     | 0.01%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57923.40     | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                           | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $167079.00    | 0.03%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    233000 | PA      | $225749.04    | 0.04%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                  | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     84800 | NS      | $2896666.74   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                             | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208891.20    | 0.03%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                               | Iberdrola Finanzas SA                                                            | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |   7700000 | PA      | $10498673.19  | 1.74%             | 2030-03-27      | Fixed         | 1.50%                 | Yes           |                  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        |    320000 | PA      | $324268.80    | 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        |    155000 | PA      | $157236.65    | 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        |    210000 | PA      | $212286.90    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                             | Mitsubishi Electric Corp                                                         | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    121300 | NS      | $4867887.30   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd                                          | Plus500 Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300X8NGW9C5OJZU13 | Long             | EC               | CORP              | IL        |      3440 | NS      | $208958.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co Ltd                                 | Weichai Power Co Ltd                                                             | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |    343800 | NS      | $1581245.61   | 0.26%             |  |  |  | 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        |    152675 | PA      | $147856.58    | 0.02%             | 2029-10-10      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100136.30    | 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        |    150000 | PA      | $152773.50    | 0.03%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                               | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     25950 | NS      | $1889484.23   | 0.31%             |  |  |  | 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        |    215000 | PA      | $195239.35    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEM Holdings Ltd                                     | AEM Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     63000 | NS      | $365537.01    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                             | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195537.30    | 0.03%             | 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        |    219000 | PA      | $211952.58    | 0.04%             | 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        |    140000 | PA      | $146238.40    | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109990.65    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82256.25     | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Americana Restaurants International PLC - Foreign Co | Americana Restaurants International PLC - Foreign Co                             | CUSIP: 000000000<br>LEI: 549300EYHRPEZ6UVAM64 | Long             | EC               | CORP              | AE        |    315000 | NS      | $171848.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                 | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    223000 | PA      | $223876.39    | 0.04%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Samsung C&T Corp                                     | Samsung C&T Corp                                                                 | CUSIP: 000000000<br>LEI: 988400GFRE4IDFPE9E64 | Long             | EC               | CORP              | KR        |      5200 | NS      | $1062383.15   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SinoPac Financial Holdings Co Ltd                    | SinoPac Financial Holdings Co Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    865322 | NS      | $847895.37    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    392000 | PA      | $387738.96    | 0.06%             | 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        |    210000 | PA      | $217969.50    | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                      | PPL Corp                                                                         | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |    115000 | NS      | $5800600.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                             | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191834.00    | 0.03%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53665.04     | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                 | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4311997.00   | 0.72%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    126000 | PA      | $135492.84    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123722.10    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | 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        |     36834 | PA      | $36306.40     | 0.01%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Stack Capital Group Inc                              | Stack Capital Group Inc                                                          | CUSIP: 85236X104<br>LEI: 549300NFTBCUS53LHD40 | Long             | EC               | CORP              | CA        |      7000 | NS      | $137799.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $55364.33     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                 | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3193229.61   | 0.53%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                 | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199186.00    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                | Life Time Fitness Inc 2025 Term Loan                                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    207383 | PA      | $208258.02    | 0.03%             | 2031-11-05      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    162000 | PA      | $152390.16    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SK Square Co Ltd                                     | SK Square Co Ltd                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3995 | NS      | $2325092.76   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                  | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    205800 | PA      | $206566.61    | 0.03%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| QVC INC                                              | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    110000 | PA      | $53199.30     | 0.01%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                             | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    265000 | PA      | $264878.10    | 0.04%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201650.80    | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sieyuan Electric Co Ltd                              | Sieyuan Electric Co Ltd                                                          | CUSIP: 000000000<br>LEI: 836800H6UQQUWN4PSZ32 | Long             | EC               | CORP              | CN        |     17200 | NS      | $492560.67    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113292.30    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                               | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212526.00    | 0.04%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213450.30    | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                            | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    137300 | NS      | $2262842.55   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                   | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105567.00    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1                             | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $331159.50    | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    190606 | PA      | $129072.67    | 0.02%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                      | Grupo Cibest SA                                                                  | CUSIP: 40090E106<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EC               | CORP              | CO        |      7130 | NS      | $486194.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings Inc                                | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    212850 | PA      | $213269.31    | 0.04%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                         | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      7370 | NS      | $6572330.12   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $104225.49    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $361993.20    | 0.06%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54682.10     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                      | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     84000 | NS      | $4088280.00   | 0.68%             |  |  |  | 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        |     46667 | PA      | $46722.20     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                        | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |    213300 | NS      | $856021.83    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                             | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114381.30    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    167000 | PA      | $162796.61    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                    | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323769.60    | 0.05%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                             | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    105000 | PA      | $110047.35    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | 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        |    287000 | PA      | $280766.36    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Indra Sistemas SA                                    | Indra Sistemas SA                                                                | CUSIP: 000000000<br>LEI: 95980020140005308793 | Long             | EC               | CORP              | ES        |     56670 | NS      | $3259338.46   | 0.54%             |  |  |  | No            |                  2 | On Loan: —       |
| FIRST CITIZENS BANCSHARE                             | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160971.20    | 0.03%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                           | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4860 | NS      | $1149098.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     33100 | NS      | $2603977.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     91224 | PA      | $75806.23     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Westwing Group SE                                    | Westwing Group SE                                                                | CUSIP: 000000000<br>LEI: 529900BN8B4KAHILIX84 | Long             | EC               | CORP              | DE        |     14570 | NS      | $227260.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I                             | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $5284490.04   | 0.88%             | 2030-10-01      | Fixed         | 0.75%                 | 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        |    210000 | PA      | $212003.40    | 0.04%             | 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        |    260000 | PA      | $232434.80    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232103.25    | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110573.10    | 0.02%             | 2056-10-17      | Fixed         | 6.13%                 | 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        |    138000 | PA      | $144701.28    | 0.02%             | 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      | $83100.80     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Shanghai International Airport Co Ltd                | Shanghai International Airport Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003000CIJ7O6AOQF345 | Long             | EC               | CORP              | CN        |     54502 | NS      | $217689.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                           | Mizuho Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     29400 | NS      | $1264278.81   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $71594.48     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI EAFE ETF                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      4000 | NC      | $1898000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $134933.05    | 0.02%             | 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        |    236000 | PA      | $245163.88    | 0.04%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $80551.56     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                 | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    150000 | PA      | $146455.50    | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                             | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  62000000 | PA      | $3678956.43   | 0.61%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PriceSmart Inc                                       | PriceSmart Inc                                                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      8680 | NS      | $1362065.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $207272.10    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                  | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     37965 | NS      | $4194980.58   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| HUATAI SECURITIES CO LTD                             | Huatai Securities Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | DBT              | CORP              | CN        |  10000000 | PA      | $1269454.20   | 0.21%             | 2027-02-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LandMark Optoelectronics Corp                        | LandMark Optoelectronics Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     16300 | NS      | $1413911.09   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167377.60    | 0.03%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                  | Guardant Health Inc                                                              | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2383147.20   | 0.40%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173892.55    | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd            | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    714400 | NS      | $49594968.60  | 8.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                    | Par Petroleum LLC 2025 Term Loan B                                               | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    301469 | PA      | $302646.11    | 0.05%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83606.40     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $243510.39    | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                               | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    192000 | PA      | $188736.00    | 0.03%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    118000 | PA      | $114285.36    | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Saudi National Bank/The                              | Saudi National Bank/The                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     24653 | NS      | $258197.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                   | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1176545 | NS      | $1872053.77   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                        | Credicorp Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |      2020 | NS      | $654823.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KRN Heat Exchanger And Refrigeration Ltd             | KRN Heat Exchanger And Refrigeration Ltd                                         | CUSIP: 000000000<br>LEI: 3358007L1G6EOZQYBZ22 | Long             | EC               | CORP              | IN        |     57800 | NS      | $796737.28    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                     | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $97613.25     | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | 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        |    153851 | PA      | $154042.91    | 0.03%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                                   | Liberty Energy Inc                                                               | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $4194813.60   | 0.70%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REVOLUTION MEDICINES INC                             | Revolution Medicines Inc                                                         | CUSIP: 76155XAA8<br>LEI: 549300JU3X0LBCQ65892 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2214780.00   | 0.37%             | 2033-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                       | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    190000 | PA      | $189557.30    | 0.03%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                  | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209214.60    | 0.03%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                    | Dragon Buyer Inc Term Loan B                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    271562 | PA      | $260428.44    | 0.04%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128212.80    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                      | Xcel Energy Inc                                                                  | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54425.80     | 0.01%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Daewoo Engineering & Construction Co Ltd             | Daewoo Engineering & Construction Co Ltd                                         | CUSIP: 000000000<br>LEI: 988400P76EU13V47BI82 | Long             | EC               | CORP              | KR        |     13800 | NS      | $330727.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                      | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |    236800 | NS      | $496842.62    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SOUTHERN COPPER CORP JUN26 180 CALL                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       144 | NC      | $125280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP                      | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      5810 | NS      | $224847.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214620.00    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | 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        |    105000 | PA      | $110267.85    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                             | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $213752.70    | 0.04%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25517.97     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54096.64     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                      | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |    143201 | NS      | $5713913.35   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102913.65    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    182000 | PA      | $163248.54    | 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        |    175000 | PA      | $169512.00    | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $201196.70    | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                      | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    337710 | PA      | $338238.67    | 0.06%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                      | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     95000 | PA      | $47834.40     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | APPLE INC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       547 | NC      | $1248527.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shengyi Technology Co Ltd                            | Shengyi Technology Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     59400 | NS      | $673360.09    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105155.40    | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Tower Semiconductor Ltd                              | Tower Semiconductor Ltd                                                          | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     20780 | NS      | $4593419.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                             | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55394.35     | 0.01%             | 2027-01-04      | Variable      | 7.91%                 | 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        |    108000 | PA      | $96751.80     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105106.05    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ESC CB AMYRIS INC                                    | ESC CB AMYRIS INC                                                                | CUSIP: 032ESCAA3<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |    214000 | PA      | $915.92       | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $104616.75    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIO Inc                                              | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |     44620 | NS      | $285121.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch & Lomb Corporation                            | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    238987 | PA      | $240668.30    | 0.04%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562M209<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    125000 | NS      | $2653750.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIENT CORP                                          | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213114.30    | 0.04%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                              | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  69900000 | PA      | $4004008.73   | 0.66%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Phison Electronics Corp                              | Phison Electronics Corp                                                          | CUSIP: 000000000<br>LEI: 984500BA9RE56493C972 | Long             | EC               | CORP              | TW        |      1600 | NS      | $100121.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Optex Group Co Ltd                                   | Optex Group Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9700 | NS      | $180437.45    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322115.85    | 0.05%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                             | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   4461000 | PA      | $4844289.12   | 0.80%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FASTLY INC                                           | Fastly Inc                                                                       | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $3118524.60   | 0.52%             | 2030-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $105843.15    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208620.30    | 0.03%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                         | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163591.62    | 0.03%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc        | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |     74900 | NS      | $868065.54    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OLIN CORP                                            | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208504.80    | 0.03%             | 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        |     13401 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT                                | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220010.70    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                      | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |     54515 | NS      | $670534.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CINC BELL TEL                                        | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $198502.20    | 0.03%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120874.20    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                           | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109175.85    | 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        |    135000 | PA      | $129298.95    | 0.02%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $161959.68    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co                                       | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7500 | NS      | $7009500.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                                 | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      1770 | NS      | $44161.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276243.95    | 0.05%             | 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        |    128000 | PA      | $126677.76    | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    232000 | PA      | $222483.36    | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                    | Siemens Energy AG                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     14375 | NS      | $3046375.37   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     14575 | NS      | $4565327.25   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                       | Halliburton Co                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     83900 | NS      | $3548970.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                       | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     40710 | NS      | $10790592.60  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                              | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    148273 | PA      | $149292.84    | 0.02%             | 2029-05-30      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SEA LTD                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       147 | NC      | $37485.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                   | NextEra Energy Inc                                                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    108400 | NS      | $5693168.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                              | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $270896.40    | 0.04%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Samsung Life Insurance Co Ltd                        | Samsung Life Insurance Co Ltd                                                    | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |      7040 | NS      | $1197357.55   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                  | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    207000 | PA      | $207310.50    | 0.03%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                   | Royalty Pharma PLC                                                               | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |    115940 | NS      | $5807434.60   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Optimum Communications Inc                           | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      4575 | NS      | $7228.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201202.00    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                              | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $177772.60    | 0.03%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Seikoh Giken Co Ltd                                  | Seikoh Giken Co Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       700 | NS      | $130172.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd                                  | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | EC               | CORP              | IN        |    106000 | NS      | $1055527.07   | 0.18%             |  |  |  | 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        |    210000 | PA      | $204852.90    | 0.03%             | 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        |    270000 | PA      | $270135.00    | 0.04%             | 2026-05-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                    | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       188 | NC      | $80260.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LLC                                 | Emera US Finance LLC                                                             | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105376.95    | 0.02%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                        | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49589.10     | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                          | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     12061 | NS      | $1.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                                 | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    315000 | PA      | $305439.75    | 0.05%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109326.00    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155384.47    | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                  | AST SpaceMobile Inc                                                              | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    924000 | PA      | $1289395.80   | 0.21%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162424.35    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                    | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    291656 | PA      | $292392.28    | 0.05%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                   | Industrial F&B Investments III Inc                                               | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106202.25    | 0.02%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77871.88     | 0.01%             | 2067-03-30      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $111645.45    | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                  | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     14200 | NS      | $1857928.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108334.60    | 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        |    210000 | PA      | $214370.10    | 0.04%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | PETROLEO BRASILEIRO SA - PETRO                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BR        |       654 | NC      | $164154.00    | 0.03%             |  |  |  | No            |                  1 | 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        |    228387 | PA      | $213256.06    | 0.04%             | 2030-02-18      | Floating      | 6.90%                 | 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        |    195000 | PA      | $182512.20    | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                             | Goldman Sachs Finance Corp International Ltd                                     | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   1100000 | PA      | $1095534.00   | 0.18%             | 2030-03-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                                          | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148500.85    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    218446 | PA      | $221956.43    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      6580 | NC      | $2141790.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Opal Bidco SAS                                       | Opal Bidco SAS USD Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    213925 | PA      | $215039.55    | 0.04%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer