# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001752724-23-041105
**Filing Date:** 2023-2
**Character Count:** 115694
**Document Hash:** 75f2dc51e5dcf3a762a4ecd0968a3b23
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041105.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041105

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 23670928

**BUSINESS ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297
- **BUSINESS PHONE:** 763-765-6551

**MAIL ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 19990721

## Series and Classes Contracts Data

### AZL T. Rowe Price Capital Appreciation Fund (Series ID: S000009963)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000027546 | AZL T. Rowe Price Capital Appreciation Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Allianz Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-09491

- **c. CIK number of Registrant:** 0001091439

- **d. LEI of Registrant:** 549300446YVO0C3VKW34

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

  - **Street Address 1:** 5701 Golden Hills Drive

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

  - **Telephone number:** 800-624-0197

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

- **a. Name of Series:** AZL T Rowe Price Capital Appreciation Fund

- **b. EDGAR series identifier (if any):** S000009963

- **c. LEI of Series:** 5493009WBBH8JQV6NC73

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1084522486.49

**Total Liabilities:** $7590306.92

**Net Assets:** $1076932179.57

**Cash Not Reported:** $80890.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -28.18054321 | **1-Year:** -842.31978955 | **5-Year:** -1724.04070435 | **10-Year:** -2460.90294002 | **30-Year:** -4352.17285568

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

- **3-Month:** -253.65279618 | **1-Year:** -14106.79954913 | **5-Year:** -25001.60867291 | **10-Year:** -6463.22873142 | **30-Year:** -889.41407502

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027546 | 3.92%                | 4.88%                | -2.98%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2864552.69             | $42413705.81                               |
| Month 2  | $11133296.26             | $39163124.58                               |
| Month 3  | $1617367.21              | $-37813374.79                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC THE CALL OPTION | CUSIP: N/A<br>LEI: CFGNEKW0P8842LEUIA51       | N/A              | DE               |  | US        |       -49 | NC      | $-104.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -60 | NC      | $-0.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                        | MILEAGE PLUS HLDINGS LLC                         | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1187500 | PA      | $1174140.63   | 0.11%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING CO INC                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    910000 | PA      | $729137.50    | 0.07%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    521000 | PA      | $431778.75    | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                  | DOMINOS PIZZA MASTER ISSUER LLC                  | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627262 | PA      | $528863.01    | 0.05%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                            | CLARIVATE SCIENCE HOLDINGS CORP                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $186450.00    | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    261066 | NS      | $21929544.00  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                                      | LINDE PLC                                        | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     32183 | NS      | $10497450.94  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                                             | AURORA INNOVATION INC                            | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    825132 | NS      | $998409.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC CALL OPTION                       | CUSIP: N/A<br>LEI: 549300JE8XHZZ7OHN517       | N/A              | DE               |  | US        |       -55 | NC      | $-75.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL, LLC                                             | HEARTLAND DENTAL LLC TERM LOAN B                 | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |    571018 | PA      | $529619.55    | 0.05%             | 2025-04-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                     | HOLOGIC INC                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    574000 | PA      | $493640.00    | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    140568 | NS      | $6076754.64   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                              | TE CONNECTIVITY LTD CALL OPTION                  | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | N/A              | DE               |  | CH        |      -137 | NC      | $-13945.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                                    | HILTON WORLDWIDE HOLDINGS CALL OPTION            | CUSIP: N/A<br>LEI: 549300HVGPK36ICB0B89       | N/A              | DE               |  | US        |       -72 | NC      | $-75283.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP, LLC                                         | RYAN SPECIALTY GROUP LLC                         | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69500.00     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                                         | LENNOX INTERNATIONAL INC                         | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274664.04    | 0.03%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLARIVATE TL B 1L BANKDEBT                                        | CLARIVATE TL B 1L BANKDEBT                       | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703502 | PA      | $692069.70    | 0.06%             | 2026-10-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                   | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1252450.00   | 0.12%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                             | SKYMILES IP LTD                                  | CUSIP: 24736CBS2<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |   1642982 | PA      | $1672555.68   | 0.16%             | 2027-09-16      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                    | CONOCOPHILLIPS                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     18125 | NS      | $2138750.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |      -223 | NC      | $-280823.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EYECARE PARTNERS, LLC                                             | EYECARE PARTNERS LLC                             | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | DBT              | CORP              | US        |    272229 | PA      | $216876.85    | 0.02%             | 2027-02-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                               | STRYKER CORP                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     18875 | NS      | $4614748.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR, INC.                                                     | AVANTOR INC                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    601421 | NS      | $12683968.89  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC.                                              | SIRIUS XM RADIO INC                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    370000 | PA      | $341787.50    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                               | FORTIVE CORPORATION                              | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    321484 | NS      | $20655347.00  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                  | SALESFORCE INC                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     71605 | NS      | $9494106.95   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| REALPAGE, INC.                                                    | REALPAGE INC                                     | CUSIP: 75605VAG7<br>LEI: 5493001RSFZX4122A604 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191500.00    | 0.02%             | 2029-04-22      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC CALL OPTION               | CUSIP: N/A<br>LEI: 549300GHBMY8T5GXDE41       | N/A              | DE               |  | US        |       -47 | NC      | $-39314.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES, INC.                                        | SENSATA TECHNOLOGIES BV                          | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    208000 | PA      | $181740.00    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                 | LAMAR MEDIA CORP                                 | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $98400.00     | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                     | GARTNER INC                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    341000 | PA      | $293686.25    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                             | KEURIG DR PEPPER INC CALL OPTION                 | CUSIP: N/A<br>LEI: DYTQ8KRTKO7Y2BVU5K74       | N/A              | DE               |  | US        |      -184 | NC      | $-73.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                          | BOOZ ALLEN HAMILTON INC                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    291000 | PA      | $257898.75    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LGC GROUP TL B 1L BANKDEBT                                        | LGC GROUP TL B 1L BANKDEBT                       | CUSIP: 5039999C0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    158964 | PA      | $148101.60    | 0.01%             | 2027-04-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |      -120 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                           | ATHENAHEALTH TL B                                | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   5089098 | PA      | $4582020.12   | 0.43%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | INTERCONTINENTAL EXCHANGE INC                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $968040.18    | 0.09%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $-0.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    202292 | NS      | $26283799.56  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC                 | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    196716 | NS      | $31069325.04  | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                   | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1134000.00   | 0.11%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR, L.P.                                                  | CEDAR FAIR CAN MAGNUM MI                         | CUSIP: 150190AF3<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1281485.00   | 0.12%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                                         | SBA SENIOR FINANCE II LLC                        | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | DBT              | CORP              | US        |    249896 | PA      | $248786.46    | 0.02%             | 2025-04-11      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                         | VISA INC CLASS A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     32800 | NS      | $6814528.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |      -191 | NC      | $-5.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP, LLC                                         | RYAN SPECIALTY GROUP LLC                         | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1126212 | PA      | $1116830.41   | 0.10%             | 2027-09-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -80 | NC      | $-0.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC THE CALL OPTION | CUSIP: N/A<br>LEI: CFGNEKW0P8842LEUIA51       | N/A              | DE               |  | US        |       -88 | NC      | $-7.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC.                                                      | EQUIFAX INC                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     73574 | NS      | $14299842.64  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                          | BOOZ ALLEN HAMILTON INC                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33487.50     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                 | CLARIOS GLOBAL LP                                | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    467000 | PA      | $468751.25    | 0.04%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                      | MATTEL INC                                       | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    136000 | PA      | $132940.00    | 0.01%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                                      | SUNSHINE LUXEMBOURG VII SARL TL B 1L BANKDEBT    | CUSIP: L8908YAE8<br>LEI: 254900CHQOBZNYV4DY60 | Long             | DBT              | CORP              | LU        |   3631212 | PA      | $3471837.87   | 0.32%             | 2026-10-01      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC.                                               | INGERSOLL RAND INC                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    324243 | NS      | $16941696.75  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| US Airways Pass Through Trusts                                    | US AIRWAYS 2010 1A PTT                           | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138057 | PA      | $135295.81    | 0.01%             | 2024-10-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Life Time Inc.                                                    | LIFE TIME INC                                    | CUSIP: 53190FAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1177525.00   | 0.11%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC CALL OPTION                            | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | N/A              | DE               |  | US        |      -128 | NC      | $-17.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |      -120 | NC      | $-0.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG INC.                                                          | UKG INC                                          | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |  16370745 | PA      | $15552207.50  | 1.44%             | 2026-05-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP.                                                 | IRB HOLDING CORP                                 | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |   1977933 | PA      | $1917111.27   | 0.18%             | 2027-12-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC                                      | HILTON WORLDWIDE FINANCE LLC                     | CUSIP: 43289DAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494102 | PA      | $492135.13    | 0.05%             | 2026-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                  | DOMINO S PIZZA MASTER ISSUER LLC                 | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405890 | PA      | $1286030.22   | 0.12%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADMI CORP.                                                        | ADMI CORP                                        | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | DBT              | CORP              | US        |   1691417 | PA      | $1529886.82   | 0.14%             | 2027-12-23      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATIN                         | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    188000 | PA      | $181890.00    | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                   | GE HEALTHCARE TECHNOLOGIES INC                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     24335 | NS      | $1420677.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AZALEA TOPCO, INC.                                                | PRESS GANEY TL B 1L BANKDEBT                     | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | DBT              | CORP              | US        |    662513 | PA      | $606199.75    | 0.06%             | 2026-07-25      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                            | CLARIVATE SCIENCE HOLDINGS CORP                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $260865.00    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC                                     | CUSIP: 00488PAN5<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    722700 | PA      | $684982.29    | 0.06%             | 2027-02-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    809000 | PA      | $793831.25    | 0.07%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                 | CLARIOS GLOBAL LP US FIN                         | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    643000 | PA      | $628532.50    | 0.06%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    235616 | NS      | $56505429.12  | 5.25%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                   | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1718600.00   | 0.16%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC.                                                    | KKR CO INC A                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    189407 | NS      | $8792272.94   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PETVET CARE CENTERS, LLC                                          | PETVET CARE CENTERES LLC                         | CUSIP: 70476XAC9<br>LEI: 549300V0HK8MSXZNOM91 | Long             | DBT              | CORP              | US        |    357825 | PA      | $333002.98    | 0.03%             | 2025-02-14      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                    | CHARLES RIVER LABORATORI                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    546000 | PA      | $480480.00    | 0.04%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC.                                                       | TWILIO INC                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28393.75     | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                              | MOZART BORROWER LP                               | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   8597157 | PA      | $8158530.04   | 0.76%             | 2028-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                  | MARSH MCLENNAN COS INC                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     48476 | NS      | $8021808.48   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                   | LIVE NATION ENTERTAINMENT INC                    | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96875.00     | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HLDGS LLC CAP CORP                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7001500.00   | 0.65%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -60 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CALL OPTION                         | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | N/A              | DE               |  | US        |       -60 | NC      | $-0.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                             | HOWMET AEROSPACE INC                             | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76000.00     | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                   | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1553175.00   | 0.14%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CALL OPTION                         | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | N/A              | DE               |  | US        |      -276 | NC      | $-113792.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING, INC.                                             | AVANTOR FUNDING INC                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1259802.50   | 0.12%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGC GROUP TL                                                      | LGC GROUP TL                                     | CUSIP: 5039999B2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3621059 | PA      | $3372111.03   | 0.31%             | 2027-01-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC CALL OPTION               | CUSIP: N/A<br>LEI: 549300GHBMY8T5GXDE41       | N/A              | DE               |  | US        |       -26 | NC      | $-6693.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                   | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    664000 | PA      | $607560.00    | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   4297495 | PA      | $4236255.90   | 0.39%             | 2025-05-10      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                                    | HILTON WORLDWIDE HOLDINGS INC                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     36900 | NS      | $4662684.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO CALL OPTION                  | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | N/A              | DE               |  | US        |      -181 | NC      | $-8765.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY CO                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     18500 | NS      | $6768040.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |      -120 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155800.00    | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING, LLC                                              | ASCEND LEARNING LLC                              | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | DBT              | CORP              | US        |   4656442 | PA      | $4394516.67   | 0.41%             | 2028-11-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AZALEA TOPCO, INC.                                                | PRESS GANEY TL B                                 | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | DBT              | CORP              | US        |   1107148 | PA      | $1014889.63   | 0.09%             | 2026-07-25      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                            | CMS ENERGY CORP PFD                              | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     89375 | NS      | $2002000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING CO INC                 | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    269000 | PA      | $265637.50    | 0.02%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | INTERCONTINENTAL EXCHANGE INC                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    512000 | PA      | $496332.39    | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                               | EOG RESOURCES INC                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     76853 | NS      | $9954000.56   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED SYSTEMS, INC.                                             | APPLIED SYSTEMS INC                              | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | DBT              | CORP              | US        |   5458352 | PA      | $5434498.69   | 0.50%             | 2024-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS, LLC                                          | PETVET CARE CENTERS LLC                          | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105704.55    | 0.01%             | 2026-02-15      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CALL OPTION                         | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | N/A              | DE               |  | US        |       -60 | NC      | $-0.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors N.V.                                           | NXP SEMICONDUCTORS NV                            | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |    121980 | NS      | $19276499.40  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |       -44 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERKINELMER, INC.                                                 | PERKINELMER INC                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    139052 | NS      | $19497871.44  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC CALL OPTION                       | CUSIP: N/A<br>LEI: 549300JE8XHZZ7OHN517       | N/A              | DE               |  | US        |       -53 | NC      | $-40725.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |      -129 | NC      | $-0.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                               | SIX FLAGS ENTERTAINMENT                          | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   4419000 | PA      | $4264335.00   | 0.40%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                    | SBA COMMUNICATIONS CORP                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $968406.25    | 0.09%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CALL OPTION                         | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | N/A              | DE               |  | US        |       -60 | NC      | $-1.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                     | BECTON DICKINSON CO                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     54161 | NS      | $13773142.30  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                               | DANAHER CORP                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     64135 | NS      | $17022711.70  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS ESCROW CORPORATION                                       | ENTEGRIS ESCROW CORP                             | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $376093.75    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                             | HOWMET AEROSPACE INC                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    570000 | PA      | $491625.00    | 0.05%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT      | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  53405105 | NS      | $53405104.80  | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                      | FILTERATION GROUP CORP                           | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | DBT              | CORP              | US        |   1987662 | PA      | $1963651.50   | 0.18%             | 2025-03-29      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                | CUSIP: 01881UAF2<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   2096314 | PA      | $2066734.63   | 0.19%             | 2025-05-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CORELOGIC, INC.                                                   | CORELOGIC TL 2L BANKDEBT                         | CUSIP: 3185229A9<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140100.00    | 0.01%             | 2029-04-13      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CLASS A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    187160 | NS      | $16513126.80  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   5419965 | PA      | $5290265.05   | 0.49%             | 2027-11-06      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                 | ARCHES BUYER INC                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3900.00      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                          | MATERCARD INC CLASS A                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     22800 | NS      | $7928244.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMI CORP.                                                        | ADMI CORP                                        | CUSIP: 00709LAF4<br>LEI: 5493008U1LYGMQWO7N12 | Long             | DBT              | CORP              | US        |    401169 | PA      | $376785.93    | 0.03%             | 2025-04-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON WORLDWIDE FIN LLC                         | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    349000 | PA      | $331986.25    | 0.03%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING, INC.                                             | AVANTOR FUNDING INC                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2016516.25   | 0.19%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TELEFLEX INCORPORATED                                             | TELEFLEX INC                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    745000 | PA      | $705887.50    | 0.07%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                | VAIL RESORTS INC                                 | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    253000 | PA      | $253000.00    | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CAP CORP                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6136000 | PA      | $5522400.00   | 0.51%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                         | HUB INTERNATIONAL LTD                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    484000 | PA      | $423500.00    | 0.04%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TELEFLEX INCORPORATED                                             | TELEFLEX INC                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     49122 | NS      | $12262324.86  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                           | WASTE CONNECTIONS INC                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |    105062 | NS      | $13927018.72  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED SYSTEMS, INC.                                             | APPLIED SYSTEMS INC                              | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | DBT              | CORP              | US        |   1046961 | PA      | $1035182.67   | 0.10%             | 2025-09-19      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC CALL OPTION               | CUSIP: N/A<br>LEI: 549300GHBMY8T5GXDE41       | N/A              | DE               |  | US        |       -75 | NC      | $-211270.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WOOF HOLDINGS, INC.                                               | WELLPET TL B 1L BANKDEBT                         | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530550 | PA      | $497830.98    | 0.05%             | 2027-12-16      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC COMMON                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      4275 | NS      | $1988601.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                        | KORN FERRY INTERNATIONAL                         | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    405000 | PA      | $371587.50    | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC THE CALL OPTION | CUSIP: N/A<br>LEI: CFGNEKW0P8842LEUIA51       | N/A              | DE               |  | US        |       -88 | NC      | $-3.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                    | CHARLES RIVER LABORATORI                         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    340000 | PA      | $294950.00    | 0.03%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT, INC.                              | SEAWORLD PARKS ENTERTAINMENT INC                 | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    165925 | PA      | $162724.32    | 0.02%             | 2028-08-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                    | CHARLES SCHWAB CORP PREFERRED                    | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      3600 | NS      | $84924.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA CORPORATION                                                | NVIDIA CORP                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     52000 | NS      | $7599280.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| USIS MERGER SUB, INC.                                             | USIS MERGER SUB INC                              | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3463000 | PA      | $3389411.25   | 0.31%             | 2025-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                             | KEURIG DR PEPPER INC CALL OPTION                 | CUSIP: N/A<br>LEI: DYTQ8KRTKO7Y2BVU5K74       | N/A              | DE               |  | US        |      -184 | NC      | $-258.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    218394 | NS      | $18299233.26  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING CO INC                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    660000 | PA      | $596475.00    | 0.06%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                             | KEURIG DR PEPPER INC                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    101584 | NS      | $3622485.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                | TELEDYNE TECHNOLOGIES INC                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     31338 | NS      | $12532379.58  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                              | TE CONNECTIVITY LTD                              | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |    138086 | NS      | $15852272.80  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     43000 | NS      | $6949230.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |       -64 | NC      | $-0.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                     | THERMO FISHER SCIENTIFIC INC CALL OPTION         | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | N/A              | DE               |  | US        |       -25 | NC      | $-705.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP.                                                 | INSPIRE BRANDS                                   | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |   1983382 | PA      | $1963231.20   | 0.18%             | 2025-02-05      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV, LLC                                        | BLACK KNIGHT INFOSERV LLC                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    228000 | PA      | $197790.00    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    471000 | PA      | $390930.00    | 0.04%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                         | HUB INTERNATIONAL LTD                            | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  13548190 | PA      | $13409592.01  | 1.25%             | 2025-04-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                      | PUBLIC SERVICE ENTERPRISE GROUP INC              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     68800 | NS      | $4215376.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                 | SERVICE CORP INTERNATIONAL US                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    605000 | PA      | $491562.50    | 0.05%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    421000 | PA      | $325222.50    | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                  | DELTA AIR LINES SKYMILES                         | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1150000 | PA      | $1081179.40   | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                                   | S P GLOBAL INC                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10683 | NS      | $3578164.02   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED SYSTEMS, INC.                                             | APPLIED SYSTEMS INC TL B 1L BANKDEBT             | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | DBT              | CORP              | US        |    860988 | PA      | $856037.32    | 0.08%             | 2026-09-19      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    772000 | PA      | $673570.00    | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                  | XCEL ENERGY INC                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    123700 | NS      | $8672607.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                          | U S TREASURY NOTE                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105732000 | PA      | $96546532.50  | 8.96%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSUNION                                                        | TRANSUNION                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    241487 | NS      | $13704387.25  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                         | BAXTER INTERNATIONAL INC                         | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    105600 | NS      | $5382432.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | Charter Communications Operating LLC             | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    544528 | PA      | $540868.47    | 0.05%             | 2025-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                             | STARBUCKS CORPORATION                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     60600 | NS      | $6011520.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATIN                         | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    670000 | PA      | $562800.00    | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC.                                                  | SPOTIFY USA INC                                  | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144000 | PA      | $921080.16    | 0.09%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | INTERCONTINENTAL EXCHANGE INC                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    152000 | PA      | $146765.12    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INCORPORATED                                             | TELEFLEX INC                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119600.00    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | INTERCONTINENTAL EXCHANGE INC                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    196538 | NS      | $20162833.42  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP.                                | MADISON SQ GARDEN SPORTS                         | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4927 | NS      | $903266.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                 | CLARIOS GLOBAL LP US FIN                         | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |   1735000 | PA      | $1695962.50   | 0.16%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                  | DOMINOS PIZZA MASTER                             | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334400 | PA      | $1257463.29   | 0.12%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                                         | USI INC NY                                       | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5344045 | PA      | $5297284.68   | 0.49%             | 2026-12-02      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                     | GARTNER INC                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167400.00    | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |      -126 | NC      | $-8.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                 | PIONEER NATURAL RESOURCES CO                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     21000 | NS      | $4796190.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     33686 | NS      | $4053773.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Inc.                                                    | LIFE TIME INC                                    | CUSIP: 50218KAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    604972 | PA      | $601003.24    | 0.06%             | 2024-12-22      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                                    | HILTON WORLDWIDE HOLDINGS CALL OPTION            | CUSIP: N/A<br>LEI: 549300HVGPK36ICB0B89       | N/A              | DE               |  | US        |       -71 | NC      | $-86159.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                            | CMS ENERGY CORP PFD                              | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     72399 | NS      | $1605809.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC CALL OPTION                       | CUSIP: N/A<br>LEI: 549300JE8XHZZ7OHN517       | N/A              | DE               |  | US        |       -53 | NC      | $-32636.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                         | SENSATA TECHNOLOGIES BV                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1006000 | PA      | $867675.00    | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FAIR, L.P.                                                  | CEDAR FAIR LP                                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1649605.00   | 0.15%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                             | STARBUCKS CORP CALL OPTION                       | CUSIP: N/A<br>LEI: OQSJ1DU9TAOC51A47K68       | N/A              | DE               |  | US        |      -231 | NC      | $-107184.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $938730.00    | 0.09%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |      -220 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL, LLC                                             | HEARTLAND DENTAL LLC                             | CUSIP: 42239PAA7<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1544250.00   | 0.14%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES, INC.                                        | SENSATA TECHNOLOGIES INC                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    491000 | PA      | $403847.50    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                     | GARTNER INC                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    724000 | PA      | $634405.00    | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS, INC.                                     | SURGERY CENTER HOLDINGS INC                      | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1228160.00   | 0.11%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                        | MILEAGE PLUS HOLDINGS LLC                        | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5296035 | PA      | $5440351.69   | 0.51%             | 2027-06-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CALL OPTION                         | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | N/A              | DE               |  | US        |       -80 | NC      | $-0.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                     | NISOURCE INC                                     | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     16780 | NS      | $407586.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO CALL OPTION                  | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | N/A              | DE               |  | US        |      -251 | NC      | $-74.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIG FINANCE 2 LIMITED                                             | HOWDEN GROUP HOLDINGS LTD                        | CUSIP: G4712JAR3<br>LEI: 213800OOZO37Y7YL2O58 | Long             | DBT              | CORP              | GB        |   4604023 | PA      | $4476583.23   | 0.42%             | 2027-11-12      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                         | HUB INTERNATIONAL LIMITED                        | CUSIP: 44332EAV8<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1050612 | PA      | $1038067.69   | 0.10%             | 2029-11-10      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR, L.P.                                                  | CEDAR FAIR CAN MAGNUM MI                         | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $1986210.00   | 0.18%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Four Seasons Holdings Inc.                                        | FOUR SEASONS HOTELS LTD                          | CUSIP: 35100DAR7<br>LEI: 549300KN76IMZYPMJC43 | Long             | DBT              | CORP              | CA        |        39 | PA      | $38.53        | 0.00%             | 2023-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| REALPAGE, INC.                                                    | REALPAGE INC                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | DBT              | CORP              | US        |   4452565 | PA      | $4225484.16   | 0.39%             | 2028-02-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                        | ALTICE FRANCE HOLDINGS SA                        | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1325000 | PA      | $1007000.00   | 0.09%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO CALL OPTION                  | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | N/A              | DE               |  | US        |      -181 | NC      | $-35390.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMWINS GROUP, INC.                                                | AMWINS GROUP INC                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    510000 | PA      | $436687.50    | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EYECARE PARTNERS, LLC                                             | EYECARE PARTNERS LLC                             | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | DBT              | CORP              | US        |    125760 | PA      | $105449.76    | 0.01%             | 2028-11-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                          | UKG                                              | CUSIP: 90385KAJ0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    885000 | PA      | $810217.50    | 0.08%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                            | TK ELEVATOR MIDCO GMBH                           | CUSIP: D9000BAD4<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |   1727729 | PA      | $1659707.93   | 0.15%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                          | ALCON INC                                        | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |    162777 | NS      | $11183277.28  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                         | HUB INTERNATIONAL LTD                            | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  20272186 | PA      | $20027298.38  | 1.86%             | 2025-04-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                      | MATTEL INC                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    379000 | PA      | $331625.00    | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                         | HUB INTERNATIONAL LTD                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   8120000 | PA      | $7947450.00   | 0.74%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK LIQ FDS FEDFUND-IN                                      | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3186955 | NS      | $3186954.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                             | STARBUCKS CORP CALL OPTION                       | CUSIP: N/A<br>LEI: OQSJ1DU9TAOC51A47K68       | N/A              | DE               |  | US        |      -231 | NC      | $-151835.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                             | STARBUCKS CORP CALL OPTION                       | CUSIP: N/A<br>LEI: OQSJ1DU9TAOC51A47K68       | N/A              | DE               |  | US        |      -144 | NC      | $-53655.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC THE CALL OPTION | CUSIP: N/A<br>LEI: CFGNEKW0P8842LEUIA51       | N/A              | DE               |  | US        |       -49 | NC      | $-57.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                      | FILTRATION GROUP CORPORATION                     | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | DBT              | CORP              | US        |   1571767 | PA      | $1540331.63   | 0.14%             | 2028-10-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING, INC.                                             | AVANTOR FUNDING INC                              | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    943307 | PA      | $937543.57    | 0.09%             | 2027-11-06      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                                        | CROWDSTRIKE HOLDINGS INC                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50550.00     | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC.                                                        | IQVIA INC                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330750.00    | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADMI CORP.                                                        | ADMI CORP                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | DBT              | CORP              | US        |   3802617 | PA      | $3453270.18   | 0.32%             | 2027-12-23      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT, INC.                                                | BLACK KNIGHT INC                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     90895 | NS      | $5612766.25   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63199.91     | 0.01%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |       -40 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZALEA TOPCO, INC.                                                | EMERALD TOPCO INC                                | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | DBT              | CORP              | US        |   4310667 | PA      | $3938872.37   | 0.37%             | 2026-07-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| STORABLE, INC.                                                    | STORABLE INC                                     | CUSIP: 86210LAC2<br>LEI: 2549000AWFN27KOH3F59 | Long             | DBT              | CORP              | US        |    272938 | PA      | $259290.63    | 0.02%             | 2028-04-16      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |      -255 | NC      | $-3.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                     | NISOURCE INC                                     | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    768000 | PA      | $716530.13    | 0.07%             | 2199-12-31      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     40244 | NS      | $21336563.92  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS, LLC                                                 | CCO HOLDINGS LLC CAPITAL CORPORATION             | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $338625.00    | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                                      | SOPHIA LP                                        | CUSIP: 83578BAP8<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    412002 | PA      | $399642.43    | 0.04%             | 2027-10-07      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                         | SENSATA TECHNOLOGIES BV                          | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    565000 | PA      | $548050.00    | 0.05%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC CALL OPTION                            | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | N/A              | DE               |  | US        |      -128 | NC      | $-41.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                    | TEXAS INSTRUMENTS INC                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     93146 | NS      | $15389582.12  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                   | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    858000 | PA      | $716430.00    | 0.07%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO.                                                   | KFC HLD PIZZA HUT TACO BELL                      | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $3106560.00   | 0.29%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |       -65 | NC      | $-9.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                    | CHARLES RIVER LABORATORI                         | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141825.00    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP CALL OPTION                       | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | N/A              | DE               |  | US        |      -106 | NC      | $-10.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                    | SBA COMMUNICATIONS CORP                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    885000 | PA      | $803137.50    | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC CALL OPTION                       | CUSIP: N/A<br>LEI: 549300JE8XHZZ7OHN517       | N/A              | DE               |  | US        |      -211 | NC      | $-200865.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLD CO ISSUER                           | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1634826.25   | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                 | LAMAR MEDIA CORP                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $624750.00    | 0.06%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                     | THERMO FISHER SCIENTIFIC INC                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     36639 | NS      | $20176730.91  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                            | HILTON DOMESTIC OPERATING CO INC                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    491000 | PA      | $424715.00    | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLD CO ISSUER                           | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $345537.50    | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HEARTLAND DENTAL, LLC                                             | HEARTLAND DENTAL LLC                             | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |   4068408 | PA      | $3751072.59   | 0.35%             | 2025-04-30      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                                         | USI INC NY TL B 1L BANKDEBT 7 8109 20291116      | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3895426 | PA      | $3850628.60   | 0.36%             | 2029-11-16      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC.                                        | SIX FLAGS THEME PARKS                            | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    737000 | PA      | $740685.00    | 0.07%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCE TRUST IV                                                      | SCE TRUST IV PREFERRED STOCK                     | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     66030 | NS      | $1195143.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO                              | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3586689.48   | 0.33%             | 2049-12-31      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR, L.P.                                                  | CEDAR FAIR LP CANADA S WONDERLAND CO MAGNUM      | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1518660.00   | 0.14%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO CALL OPTION                  | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | N/A              | DE               |  | US        |      -181 | NC      | $-1852.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    626000 | PA      | $513320.00    | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                          | ROPER TECHNOLOGIES INC                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     30521 | NS      | $13187818.89  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                                      | MATTEL INC                                       | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    178000 | PA      | $163092.50    | 0.02%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC CALL OPTION                       | CUSIP: N/A<br>LEI: 549300JE8XHZZ7OHN517       | N/A              | DE               |  | US        |       -55 | NC      | $-20.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC CALL OPTION               | CUSIP: N/A<br>LEI: 549300GHBMY8T5GXDE41       | N/A              | DE               |  | US        |       -52 | NC      | $-182402.84   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                         | SENSATA TECHNOLOGIES BV                          | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $256750.00    | 0.02%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mobileye Global Inc                                               | MOBILEYE GLOBAL INC                              | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18097 | NS      | $634480.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SOPHIA, L.P.                                                      | SOPHIA LP                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    987465 | PA      | $951057.42    | 0.09%             | 2027-10-07      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                | AMEREN CORP                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    177836 | NS      | $15813177.12  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM UK HOLDINGS PLC                                         | TRANSDIGM UK HOLDINGS                            | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245625.00    | 0.02%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                    | TRANSDIGM INC                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    610000 | PA      | $567300.00    | 0.05%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC CALL OPTION                            | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | N/A              | DE               |  | US        |      -128 | NC      | $-8.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CATALENT, INC.                                                    | CATALENT INC                                     | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74376 | NS      | $3347663.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FILTRATION GROUP CORPORATION                                      | FILTRATION GROUP CORP                            | CUSIP: 31732FAN6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | DBT              | CORP              | US        |   1514598 | PA      | $1460330.01   | 0.14%             | 2025-03-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                     | ACRISURE LLC FIN INC                             | CUSIP: 00489LAA1<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1605625.00   | 0.15%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS, LLC                                          | PETVET CARE CENTERS LLC                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | DBT              | CORP              | US        |   2162472 | PA      | $2026343.98   | 0.19%             | 2025-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS, LLC                                          | PETVET CARE CENTERS LLC                          | CUSIP: 70476XAH8<br>LEI: 549300V0HK8MSXZNOM91 | Long             | DBT              | CORP              | US        |   1418700 | PA      | $1323378.00   | 0.12%             | 2025-02-14      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC CALL OPTION                       | CUSIP: N/A<br>LEI: ZXTILKJKG63JELOEG630       | N/A              | DE               |  | US        |      -120 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                 | YUM BRANDS INC                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    168735 | NS      | $21611578.80  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                               | SIX FLAGS ENTERTAINMENT                          | CUSIP: 83001AAC6<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2454625.00   | 0.23%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC THE CALL OPTION | CUSIP: N/A<br>LEI: CFGNEKW0P8842LEUIA51       | N/A              | DE               |  | US        |       -49 | NC      | $-33.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS, INC.                                        | BROADSTREET PARTNERS INC                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    174000 | PA      | $148770.00    | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Allianz Variable Insurance Products Trust

**Signature:** Bashir C. Asad

**Name of Signer:** Bashir C. Asad

**Title:** Treasurer