# EDGAR Filing Document

**Accession Number:** 0001219120
**File Stem:** 0001752724-25-160278
**Filing Date:** 2025-6
**Character Count:** 172512
**Document Hash:** 48966ebabef014bc646fec26e42582ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160278.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160278

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21309
- **FILM NUMBER:** 251080267

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $866224384.02

**Total Liabilities:** $354519628.90

**Net Assets:** $511704755.12

**Cash Not Reported:** $50105.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 349.35352871 | **5-Year:** 24622.49952720 | **10-Year:** 3099.42088280 | **30-Year:** 8210.31120718

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

- **3-Month:** 178.80611399 | **1-Year:** 1272.88517885 | **5-Year:** 106149.72063211 | **10-Year:** 30875.48335090 | **30-Year:** 3704.51502993

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.52%               | -3.85%               | -0.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4518673.09              | $-9056180.92                               |
| Month 2  | $-281299.14              | $-20579898.73                              |
| Month 3  | $-4514039.67             | $4741620.59                                |

**Designated Index Information**

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

- **Index Identifier:** VXA0

### Schedule of Portfolio Investments

| Name                                                                              | Title                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CIVITAS RESOURCES INC                                                             | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2448000 | PA      | $2329205.05   | 0.46%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                           | Jane Street Group / JSG Finance, Inc.                                                      | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      533000 | PA      | $536084.23    | 0.10%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG Energy, Inc.                                                                           | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3170635.73   | 0.62%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | Barclays Bank plc                                                                          | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     4411000 | PA      | $4442582.76   | 0.87%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                                                 | H World Group Ltd.                                                                         | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |     1468000 | PA      | $1576406.44   | 0.31%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                         | Baidu, Inc.                                                                                | CUSIP: YQ2199616<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1552000.00   | 0.30%             | 2032-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                      | Organon & Co.                                                                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      200000 | NS      | $2586000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                          | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1037000 | PA      | $1461133.00   | 0.29%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                             | Playtika Holding Corp.                                                                     | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     3388000 | PA      | $2980041.26   | 0.58%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                      | Alphabet, Inc.                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       20000 | NS      | $3217800.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                                                          | Cheesecake Factory, Inc.                                                                   | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |     3041000 | PA      | $2987218.49   | 0.58%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                  | Welltower OP LLC                                                                           | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4902000 | PA      | $6541719.00   | 1.28%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                           | PPL Capital Funding, Inc.                                                                  | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     3209000 | PA      | $3663073.50   | 0.72%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      150900 | NC      | $7188.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      263600 | NC      | $11020.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIS SA                                                                           | Elis S.A.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |      800000 | PA      | $1348919.11   | 0.26%             | 2029-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | Barclays Bank plc                                                                          | CUSIP: 06748N111<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |        9307 | PA      | $899614.62    | 0.18%             | 2027-05-07      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                               | Coinbase Global, Inc.                                                                      | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     5569000 | PA      | $5560646.50   | 1.09%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -815800 | NC      | $-35027.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                            | Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.            | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1856000 | PA      | $1662873.92   | 0.32%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                      | OT Midco, Inc.                                                                             | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1598000 | PA      | $1304199.42   | 0.25%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                           | Digital Realty Trust, LP                                                                   | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     4456000 | PA      | $4641369.60   | 0.91%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                              | Western Digital Corp.                                                                      | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     3188000 | PA      | $4334086.00   | 0.85%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAIFUKU CO                                                                        | Daifuku Company Ltd.                                                                       | CUSIP: ZI6411188<br>LEI: 3538006FG1W4X3MYHL36 | Long             | DBT              | CORP              | JP        |   120000000 | PA      | $1073682.00   | 0.21%             | 2030-09-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                                         | Itron, Inc.                                                                                | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1821242.84   | 0.36%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                       | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1496000 | PA      | $1421200.00   | 0.28%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                               | AST SpaceMobile, Inc.                                                                      | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      731000 | PA      | $859473.25    | 0.17%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR 1.8825% 12/15/25                                                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -56002928 | PA      | $-56002928.34 | -10.94%           |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                     | CommScope LLC                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     2131000 | PA      | $1887394.95   | 0.37%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                   | Invesco US CLO Ltd.                                                                        | CUSIP: 46147KAD4<br>LEI: 2549000VWIHWVWECHQ22 | Long             | ABS-O            | CORP              | JE        |     2750000 | PA      | $2750000.00   | 0.54%             | 2036-04-21      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                          | Prime Healthcare Services, Inc.                                                            | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1487123.05   | 0.29%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                                                       | B2Gold Corp.                                                                               | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $741351.88    | 0.14%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                | Seagate HDD Cayman                                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     3536000 | PA      | $4479670.01   | 0.88%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                        | DaVita, Inc.                                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2661000 | PA      | $2472060.22   | 0.48%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                              | Veritiv Operating Co.                                                                      | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     2084000 | PA      | $2178969.96   | 0.43%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                           | Akamai Technologies, Inc.                                                                  | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     3473000 | PA      | $3372283.00   | 0.66%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BKFHGC                                                                            | MTU Aero Engines AG                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2293746.56   | 0.45%             | 2027-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                               | Xerox Holdings Corp.                                                                       | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     2651000 | PA      | $1703623.79   | 0.33%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/ THE                                                                | GEO Group, Inc.                                                                            | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |     3591000 | PA      | $3778531.97   | 0.74%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                                               | MKS Instruments, Inc.                                                                      | CUSIP: 55306NAA2<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     3209000 | PA      | $2767542.58   | 0.54%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                                    | Pikes Peak CLO 15 2023 Ltd.                                                                | CUSIP: 720922AJ2<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-O            | CORP              | JE        |     3000000 | PA      | $3015777.00   | 0.59%             | 2036-10-20      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                            | CCO Holdings LLC / CCO Holdings Capital Corp.                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4215000 | PA      | $3978617.32   | 0.78%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LITHIUM ARGENTINA AG                                                              | Lithium Argentina AG                                                                       | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CH        |      787000 | PA      | $649117.60    | 0.13%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | Wells Fargo & Co.                                                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        2233 | NS      | $2594746.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VM CONSOLIDATED INC                                                               | VM Consolidated, Inc.                                                                      | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2152849.81   | 0.42%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -350850 | NC      | $220.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      734000 | NC      | $25773.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                          | Apollo Global Management, Inc.                                                             | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       42893 | NS      | $3115747.52   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                          | CHS/Community Health Systems, Inc.                                                         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2591000 | PA      | $2211832.80   | 0.43%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                        | Ciena Corp.                                                                                | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     3680000 | PA      | $3407072.06   | 0.67%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                | NextEra Energy, Inc.                                                                       | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       99014 | NS      | $4593259.46   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                                 | Post Holdings, Inc.                                                                        | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2778000 | PA      | $2618237.50   | 0.51%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                | NextEra Energy, Inc.                                                                       | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       54640 | NS      | $2126042.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                                                 | Bloom Energy Corp.                                                                         | CUSIP: 093712AL1<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2996750.00   | 0.59%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                         | Chubb Ltd.                                                                                 | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |        8000 | NS      | $2288640.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                              | Parker-Hannifin Corp.                                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        3000 | NS      | $1815180.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                           | Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.             | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3156000 | PA      | $3147255.04   | 0.62%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                          | Citigroup Global Markets Holdings Incorporated/United States                               | CUSIP: 17333JDV9<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $2610014.40   | 0.51%             | 2028-03-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                          | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2404000 | PA      | $2303503.91   | 0.45%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                           | Teva Pharmaceutical Finance Netherlands III BV                                             | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2410000 | PA      | $2467786.98   | 0.48%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                                           | American Airlines Group, Inc.                                                              | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5044000 | PA      | $5048297.79   | 0.99%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                          | Snap, Inc.                                                                                 | CUSIP: 83304AAJ5<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1641000 | PA      | $1349722.50   | 0.26%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                            | Vmed O2 UK Financing I plc                                                                 | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2257000 | PA      | $2279260.79   | 0.45%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR FLOAT 175 DY ROL                                                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -52007670 | PA      | $-52007670.00 | -10.16%           |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                               | Exact Sciences Corp.                                                                       | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     5431000 | PA      | $5175743.00   | 1.01%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                                          | Viking Baked Goods Acquisition Corp.                                                       | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     3356000 | PA      | $3190164.27   | 0.62%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                          | Lyft, Inc.                                                                                 | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |     3302000 | PA      | $3227705.00   | 0.63%             | 2029-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                    | Open Text Corp.                                                                            | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     3536000 | PA      | $3264031.39   | 0.64%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                                       | Nutanix, Inc.                                                                              | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     2144000 | PA      | $2856880.00   | 0.56%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TransDigm, Inc.                                                                            | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     2877349 | PA      | $2870156.05   | 0.56%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                               | Viavi Solutions, Inc.                                                                      | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      853000 | PA      | $896554.74    | 0.18%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                                           | WE Soda Investments Holding plc                                                            | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     2122000 | PA      | $2154068.73   | 0.42%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                         | PG&E Corp.                                                                                 | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2897000 | PA      | $3016935.80   | 0.59%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                                                               | Peabody Energy Corp.                                                                       | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1995000.00   | 0.39%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WUXI APPTEC HONGKONG LTD                                                          | Wuxi Apptec Hongkong Ltd.                                                                  | CUSIP: YU3705321<br>LEI: 3003003PC38D5FJAU003 | Long             | DBT              | CORP              | HK        |     1500000 | PA      | $1505250.00   | 0.29%             | 2025-10-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAG-STIFTUNG                                                                      | RAG-Stiftung                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2527367.86   | 0.49%             | 2029-11-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                                                   | Q2 Holdings, Inc.                                                                          | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |      705000 | PA      | $781704.00    | 0.15%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                                            | MACOM Technology Solutions Holdings, Inc.                                                  | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1060016.84   | 0.21%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Saipem SpA                                                                        | Saipem SpA                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |     1800000 | PA      | $2591614.35   | 0.51%             | 2029-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                             | Freedom Mortgage Corp.                                                                     | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     3912000 | PA      | $4307863.10   | 0.84%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                                          | Anywhere Real Estate Group LLC / Anywhere Company-Issuer Corp.                             | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1407424.12   | 0.28%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                            | Array Technologies, Inc.                                                                   | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     4482000 | PA      | $3098182.50   | 0.61%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                            | Penn Entertainment, Inc.                                                                   | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1439612.25   | 0.28%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                                           | Central Parent LLC / CDK Global II LLC / CDK Financing Company, Inc.                       | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2263868.58   | 0.44%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                      | Broadcom, Inc.                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       20000 | NS      | $3849400.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                           | Stagwell Global LLC                                                                        | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     2086000 | PA      | $1966995.16   | 0.38%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    24362000 | NC      | $5129.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                                  | Armor Holdco, Inc.                                                                         | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     2801000 | PA      | $2581771.61   | 0.50%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                              | Excelerate Energy, LP                                                                      | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      266000 | PA      | $270851.03    | 0.05%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                                    | Tetra Tech, Inc.                                                                           | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     2228000 | PA      | $2373377.00   | 0.46%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                               | Sound Point CLO XXVII Ltd.                                                                 | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2500000 | PA      | $2396835.00   | 0.47%             | 2034-10-25      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver JPY                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -73850000 | NC      | $-7155.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                                                    | WisdomTree, Inc.                                                                           | CUSIP: 97717PAG9<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      786000 | PA      | $780105.00    | 0.15%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -34163251 | NC      | $-1480427.90  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD                                                             | Anllian Capital 2 Ltd.                                                                     | CUSIP: YT5815691<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |     3000000 | PA      | $3676253.27   | 0.72%             | 2029-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                   | Sands China Ltd.                                                                           | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1817000 | PA      | $1788807.06   | 0.35%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -1138800 | NC      | $-51428.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                                                 | BILL Holdings, Inc.                                                                        | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     3206000 | PA      | $2734718.00   | 0.53%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                           | Uniti Group Limited Partnership / Uniti Group Finance Incorporated / CSL Capital LLC       | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2739000 | PA      | $2910460.85   | 0.57%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                          | Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC                   | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2277000 | PA      | $2192578.18   | 0.43%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                             | Burlington Stores, Inc.                                                                    | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |     3136000 | PA      | $4032896.00   | 0.79%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                              | Ares Management Corp.                                                                      | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       24228 | NS      | $1184022.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                                        | Phinia, Inc.                                                                               | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2334789.82   | 0.46%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                             | AG TTMT Escrow Issuer LLC                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2854969.75   | 0.56%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ROHTO PHARMACEUTICAL CO                                                           | Rohto Pharmaceutical Company Ltd.                                                          | CUSIP: YR9069463<br>LEI: 353800Q1CW5OS81OUM12 | Long             | DBT              | CORP              | JP        |   230000000 | PA      | $1775711.58   | 0.35%             | 2032-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                                            | Planet Financial Group LLC                                                                 | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2377272.20   | 0.46%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                       | NVIDIA Corp.                                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       15000 | NS      | $1633800.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Credit BSL Limited                                                       | Fortress Credit BSL Ltd.                                                                   | CUSIP: 34965DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     3000000 | PA      | $3005094.00   | 0.59%             | 2036-04-23      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                                                          | Tandem Diabetes Care, Inc.                                                                 | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |     3446000 | PA      | $3155891.64   | 0.62%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP INC                                                             | TransMedics Group, Inc.                                                                    | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |      601000 | PA      | $760355.15    | 0.15%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                                   | Rivian Automotive, Inc.                                                                    | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2177354.38   | 0.43%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR FLOAT 175 DY ROL                                                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -84012390 | PA      | $-84012390.00 | -16.42%           |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                          | First Quantum Minerals Ltd.                                                                | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     3201000 | PA      | $3164945.22   | 0.62%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                         | Amgen, Inc.                                                                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       10000 | NS      | $2909200.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                                                                       | Xometry, Inc.                                                                              | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |      825000 | PA      | $793607.31    | 0.16%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                          | Northern Oil and Gas, Inc.                                                                 | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2764743.75   | 0.54%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                                              | Winnebago Industries, Inc.                                                                 | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     3358000 | PA      | $2901312.00   | 0.57%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                                       | Enovis Corp.                                                                               | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     3735000 | PA      | $3721927.50   | 0.73%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                                                        | Vertex, Inc.                                                                               | CUSIP: 92538JAA4<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |      813000 | PA      | $1062509.24   | 0.21%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                          | Adtalem Global Education, Inc.                                                             | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $2966236.22   | 0.58%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | Carnival Corp.                                                                             | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     5999000 | PA      | $9607398.50   | 1.88%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    35373000 | NC      | $6241.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                             | McGraw-Hill Education, Inc.                                                                | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2491000 | PA      | $2544501.70   | 0.50%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOX INC                                                                           | Box, Inc.                                                                                  | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      651000 | PA      | $814726.50    | 0.16%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                          | Jefferson Capital Holdings LLC                                                             | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      533000 | PA      | $537065.00    | 0.10%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                  | MGM Resorts International                                                                  | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     3992000 | PA      | $3982855.92   | 0.78%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                           | DraftKings Holdings, Inc.                                                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     1814000 | PA      | $1600565.30   | 0.31%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                                | Kohl's Corp.                                                                               | CUSIP: 500255AU8<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1646624.18   | 0.32%             | 2025-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                                                  | BMC Software, Inc.                                                                         | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     2250000 | PA      | $2202187.50   | 0.43%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                      | Crane NXT Co.                                                                              | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     1687000 | PA      | $995185.42    | 0.19%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                           | Central Garden & Pet Co.                                                                   | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     2463000 | PA      | $2219234.85   | 0.43%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                           | Enova International, Inc.                                                                  | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1248573.79   | 0.24%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS                                                             | Mirum Pharmaceuticals, Inc.                                                                | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |      269000 | PA      | $426835.75    | 0.08%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                     | Ingevity Corp.                                                                             | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     2378000 | PA      | $2195881.35   | 0.43%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                             | Encompass Health Corp.                                                                     | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     2158000 | PA      | $2055926.82   | 0.40%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                                   | Spotify USA, Inc.                                                                          | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     5033000 | PA      | $6493073.30   | 1.27%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                           | Howard Midstream Energy Partners LLC                                                       | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2378000 | PA      | $2423874.00   | 0.47%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                  | Aretec Group, Inc.                                                                         | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     1126000 | PA      | $1213602.80   | 0.24%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DAIWA HOUSE IND CO LTD                                                            | Daiwa House Industry Company Ltd.                                                          | CUSIP: ZF2943743<br>LEI: 353800K9WXR9XRZJZI46 | Long             | DBT              | CORP              | JP        |   230000000 | PA      | $1736408.09   | 0.34%             | 2030-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                             | Manitowoc Company, Inc.                                                                    | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     1574000 | PA      | $1597610.00   | 0.31%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                             | Ahead DB Holdings LLC                                                                      | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     2632000 | PA      | $2546789.53   | 0.50%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -1809544 | NC      | $-80948.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                             | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     8143000 | PA      | $10712116.50  | 2.09%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | Sirius XM Radio LLC                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2156000 | PA      | $2023109.98   | 0.40%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                    | Lowe's Companies, Inc.                                                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       10000 | NS      | $2235600.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -705508 | NC      | $555.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                  | Aretec Group, Inc.                                                                         | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1387414.32   | 0.27%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                                      | Parsons Corp.                                                                              | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      701000 | PA      | $742359.00    | 0.15%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                 | MicroStrategy, Inc.                                                                        | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     4663000 | PA      | $5240279.40   | 1.02%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                       | Deluxe Corp.                                                                               | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1499671.18   | 0.29%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                | Valero Energy Corp.                                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       30000 | NS      | $3482700.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     -527939 | NC      | $-24021.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                          | Hilton Domestic Operating Company, Inc.                                                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     3712000 | PA      | $3752549.89   | 0.73%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                        | Dexcom, Inc.                                                                               | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     2889000 | PA      | $2624586.53   | 0.51%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                     | Synaptics, Inc.                                                                            | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $1337492.00   | 0.26%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                                | Kontoor Brands, Inc.                                                                       | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2074577.90   | 0.41%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEG PROPERTIES BV                                                                 | LEG Properties BV                                                                          | CUSIP: YV4532888<br>LEI: 529900AYYCXMYYCTIT93 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2990167.99   | 0.58%             | 2030-09-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                            | HAT Holdings I LLC / HAT Holdings II LLC                                                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1390610.00   | 0.27%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                 | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3291383.92   | 0.64%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | OneMain Finance Corp.                                                                      | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3374000 | PA      | $3400600.62   | 0.66%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                                                          | China Hongqiao Group Ltd.                                                                  | CUSIP: YQ5136805<br>LEI: 3003009Q4IBFSDE24571 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $995950.00    | 0.19%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                          | Citigroup Global Markets Holdings Incorporated/United States                               | CUSIP: YR2256661<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1954848.88   | 0.38%             | 2030-02-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                          | Rexford Industrial Realty, LP                                                              | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1004870.00   | 0.20%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRBTWS                                                                            | National Storage                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     2500000 | PA      | $1623727.50   | 0.32%             | 2029-09-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLGYBX                                                                            | Accor                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |       45700 | PA      | $2832260.43   | 0.55%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                              | Chart Industries, Inc.                                                                     | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |      113681 | NS      | $5995939.01   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Telix Pharmaceuticals Ltd.                                                        | Telix Pharmaceuticals Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     1900000 | PA      | $1624495.32   | 0.32%             | 2029-07-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                                                           | Ping An Insurance Group Company of China Ltd.                                              | CUSIP: YW4260876<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |     3900000 | PA      | $4730700.00   | 0.92%             | 2029-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                                                          | Martin Midstream Partners Limited Partnership / Martin Midstream Finance Corp.             | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2511400.75   | 0.49%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                               | Insulet Corp.                                                                              | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     3194000 | PA      | $3260757.79   | 0.64%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                            | Match Group Holdings II LLC                                                                | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     4391000 | PA      | $3975439.71   | 0.78%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                               | Affirm Holdings, Inc.                                                                      | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4232000 | PA      | $3827290.54   | 0.75%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                            | Jazz Investments I Ltd.                                                                    | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     4087000 | PA      | $4458778.25   | 0.87%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                            | C&W Senior Finance Ltd.                                                                    | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      530000 | PA      | $533283.88    | 0.10%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                             | SoFi Technologies, Inc.                                                                    | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      716000 | PA      | $1088320.00   | 0.21%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | Carnival Corp.                                                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3186000 | PA      | $3178251.17   | 0.62%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                               | Global Payments, Inc.                                                                      | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1266000 | PA      | $1128006.00   | 0.22%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                                | Cellnex Telecom S.A.                                                                       | CUSIP: AZ3212430<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2346807.75   | 0.46%             | 2028-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                             | Alibaba Group Holding Ltd.                                                                 | CUSIP: 01609WBF8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1161000 | PA      | $1527005.25   | 0.30%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                             | Nabors Industries, Inc.                                                                    | CUSIP: 62957HAL9<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $604072.00    | 0.12%             | 2029-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                                             | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                        | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2558469.32   | 0.50%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LAND O LAKES CAP TRST I                                                           | Land O'Lakes Capital Trust I                                                               | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3437000 | PA      | $3430297.85   | 0.67%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                 | Nexstar Media, Inc.                                                                        | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2607351.04   | 0.51%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                             | ON Semiconductor Corp.                                                                     | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $4016812.50   | 0.78%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                             | Bath & Body Works, Inc.                                                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     3448000 | PA      | $3454702.91   | 0.68%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                                                     | PennyMac Corp.                                                                             | CUSIP: 70932AAG8<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1044576.00   | 0.20%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                                          | Goldman Sachs Finance Corporation International Ltd.                                       | CUSIP: ZD4389940<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     1000000 | PA      | $1363500.00   | 0.27%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                             | Directv Financing LLC                                                                      | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1593000 | PA      | $1521426.51   | 0.30%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                           | Enova International, Inc.                                                                  | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1684000 | PA      | $1724988.56   | 0.34%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                               | JPMorgan Chase & Co.                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       10000 | NS      | $2446200.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                                          | Halozyme Therapeutics, Inc.                                                                | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     2106000 | PA      | $2636226.51   | 0.52%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                                       | Wayfair, Inc.                                                                              | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     5612000 | PA      | $5600776.00   | 1.09%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                    | ServiceNow, Inc.                                                                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        1238 | NS      | $1182302.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                                           | Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp. | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2783000 | PA      | $2875787.22   | 0.56%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| XERO INVESTMENTS LTD                                                              | Xero Investments Ltd.                                                                      | CUSIP: YX5553186<br>LEI: 25490002CIY32NFE4689 | Long             | DBT              | CORP              | NZ        |     1100000 | PA      | $1274418.39   | 0.25%             | 2031-06-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                 | Rakuten Group, Inc.                                                                        | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     3685000 | PA      | $3898173.23   | 0.76%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                              | Chart Industries, Inc.                                                                     | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1332000 | PA      | $1383599.63   | 0.27%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                  | TriNet Group, Inc.                                                                         | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     3457000 | PA      | $3155835.49   | 0.62%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                          | Citigroup Global Markets Holdings Incorporated/United States                               | CUSIP: 17332MSU9<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2770770.00   | 0.54%             | 2027-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                   | AdaptHealth LLC                                                                            | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2103170.81   | 0.41%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                                           | SPIE S.A.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $2546311.07   | 0.50%             | 2028-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RH                                                                                | RH                                                                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       15000 | NS      | $2760450.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                           | Jane Street Group / JSG Finance, Inc.                                                      | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2137000 | PA      | $2205354.34   | 0.43%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                             | Directv Financing LLC / Directv Financing Company-Obligor, Inc.                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3372248.40   | 0.66%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                       | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     3196000 | PA      | $3184205.48   | 0.62%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                                     | Snowflake, Inc.                                                                            | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     8117000 | PA      | $10084357.89  | 1.97%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                            | Diamondback Energy, Inc.                                                                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       15000 | NS      | $1980150.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                              | JetBlue Airways Corp.                                                                      | CUSIP: 477143AQ4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     1126000 | PA      | $1012167.46   | 0.20%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | Axon Enterprise, Inc.                                                                      | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      290000 | PA      | $787045.28    | 0.15%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                               | Star Leasing Company LLC                                                                   | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1673483.52   | 0.33%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     1696400 | NC      | $58839.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                          | Compass Minerals International, Inc.                                                       | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2097359.04   | 0.41%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                                           | Pediatrix Medical Group, Inc.                                                              | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3502000 | PA      | $3380850.41   | 0.66%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                                                           | Peloton Interactive, Inc.                                                                  | CUSIP: 70614WAC4<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      207000 | PA      | $371482.86    | 0.07%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                          | Fortress Transportation and Infrastructure Investors LLC                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     3603000 | PA      | $3655670.78   | 0.71%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                            | Energizer Holdings, Inc.                                                                   | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     3277000 | PA      | $3060972.95   | 0.60%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                            | Acrisure LLC / Acrisure Finance, Inc.                                                      | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1596000 | PA      | $1493176.58   | 0.29%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLD POLE CAPITAL CO LTD                                                          | Gold Pole Capital Company Ltd.                                                             | CUSIP: YX8327950<br>LEI: 254900UYUS22SGHTR751 | Long             | DBT              | CORP              | HK        |     2700000 | PA      | $2908575.00   | 0.57%             | 2029-06-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | Level 3 Financing, Inc.                                                                    | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2649000 | PA      | $2324497.50   | 0.45%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                       | Chemours Co.                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1649000 | PA      | $1379430.05   | 0.27%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     2182000 | NC      | $68252.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                            | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2891000 | PA      | $2797811.74   | 0.55%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                             | Level 3 Financing, Inc.                                                                    | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1687000 | PA      | $1876118.54   | 0.37%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                                | AMN Healthcare, Inc.                                                                       | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2162064.69   | 0.42%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                     | PRA Group, Inc.                                                                            | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $1955760.40   | 0.38%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2267739.89   | 0.44%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPDYYD                                                                            | BrightSpring Health Services, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       16582 | NS      | $1039691.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                    | Eaton Corporation plc                                                                      | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |        3000 | NS      | $883110.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                   | CMS Energy Corp.                                                                           | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     2039000 | PA      | $2258192.50   | 0.44%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                       | Datadog, Inc.                                                                              | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     2793000 | PA      | $3158647.83   | 0.62%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                                                          | Galaxy Digital Holdings, LP                                                                | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1883000 | PA      | $1832159.00   | 0.36%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                          | Hilcorp Energy I Limited Partnership / Hilcorp Finance Co.                                 | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2030250.39   | 0.40%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                                                   | Katayma CLO I Ltd.                                                                         | CUSIP: 48585JAJ9<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-O            | CORP              | JE        |     2000000 | PA      | $2007498.00   | 0.39%             | 2036-10-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                  | AMC Networks, Inc.                                                                         | CUSIP: 00164VAH6<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      563000 | PA      | $469110.44    | 0.09%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                        | Zoetis, Inc.                                                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       10000 | NS      | $1564000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKLAND CORP                                                                     | Parkland Corp.                                                                             | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     2822000 | PA      | $2659696.34   | 0.52%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                          | Primo Water Holdings Incorporated / Triton Water Holdings Inc                              | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2664000 | PA      | $2531152.05   | 0.49%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                            | Edgewell Personal Care Co.                                                                 | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     3669000 | PA      | $3432423.61   | 0.67%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                               | General Electric Co.                                                                       | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       16000 | NS      | $3224640.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                                                               | Meritage Homes Corp.                                                                       | CUSIP: 59001ABE1<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     3663000 | PA      | $3565930.50   | 0.70%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                          | Charles River Laboratories International, Inc.                                             | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     2131000 | PA      | $1952394.56   | 0.38%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                    | Rheinmetall AG                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |      200000 | PA      | $1092984.84   | 0.21%             | 2030-02-07      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                                                          | Varex Imaging Corp.                                                                        | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1876408.11   | 0.37%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                              | Cleveland-Cliffs, Inc.                                                                     | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2384000 | PA      | $2308530.90   | 0.45%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                        | JD.com, Inc.                                                                               | CUSIP: 47215PAH9<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     2076000 | PA      | $2185716.60   | 0.43%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                                                          | iRhythm Technologies, Inc.                                                                 | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |     1013000 | PA      | $1060364.81   | 0.21%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                                             | Alkami Technology, Inc.                                                                    | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     1676000 | PA      | $1829193.45   | 0.36%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | Viasat, Inc.                                                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     1698000 | PA      | $1665239.47   | 0.33%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                                              | Upstart Holdings, Inc.                                                                     | CUSIP: 91680MAC1<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      248000 | PA      | $324880.00    | 0.06%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                     | Boeing Co.                                                                                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      184687 | NS      | $11336088.06  | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                                      | Semtech Corp.                                                                              | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |      617000 | PA      | $727751.50    | 0.14%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                         | QIAGEN N.V.                                                                                | CUSIP: YV5575746<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1424715.33   | 0.28%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                               | Shift4 Payments, Inc.                                                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1907000 | PA      | $1939419.00   | 0.38%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUST                                                          | Hon Hai Precision Industry Company Ltd.                                                    | CUSIP: BQ8045560<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |     3000000 | PA      | $2911500.00   | 0.57%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                                                     | Herbalife Ltd.                                                                             | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |     2312000 | PA      | $1906012.80   | 0.37%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |     1414000 | NC      | $50215.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                                        | Fluor Corp.                                                                                | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     3230000 | PA      | $3401997.50   | 0.66%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                             | Mineral Resources Ltd.                                                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     2314000 | PA      | $2190622.15   | 0.43%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver AUD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -5050904 | NC      | $-55552.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN GREETINGS CORP                                                           | American Greetings Corp.                                                                   | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |     1099771 | PA      | $1097365.13   | 0.21%             | 2029-10-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      745000 | NC      | $32945.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver JPY                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |  -240888000 | NC      | $-61459.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                                             | Integer Holdings Corp.                                                                     | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     2588000 | PA      | $2745868.00   | 0.54%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | Axon Enterprise, Inc.                                                                      | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1085502.32   | 0.21%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                                                          | Sarepta Therapeutics, Inc.                                                                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       30000 | NS      | $1872000.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA                                                                    | Rocket Lab USA, Inc.                                                                       | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |      115000 | PA      | $501215.64    | 0.10%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                | Seagate HDD Cayman                                                                         | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     2201000 | PA      | $2128806.76   | 0.42%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                            | XPLR Infrastructure, LP                                                                    | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     2381000 | PA      | $2244092.50   | 0.44%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                                                  | United States Cellular Corp.                                                               | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     1757000 | PA      | $1904096.04   | 0.37%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                | CNX Resources Corp.                                                                        | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2711000 | PA      | $2716061.44   | 0.53%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                             | Cablevision Lightpath LLC                                                                  | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     2149000 | PA      | $1995378.95   | 0.39%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                            | Tyler Technologies, Inc.                                                                   | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |     2411000 | PA      | $2848596.50   | 0.56%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                                                      | Zscaler, Inc.                                                                              | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     2066000 | PA      | $3110312.22   | 0.61%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                          | Organon & Company / Organon Foreign Debt Co-Issuer BV                                      | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     2885000 | PA      | $2423471.17   | 0.47%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                     | Cable One, Inc.                                                                            | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $1783437.92   | 0.35%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                           | Dryden 49 Senior Loan Fund                                                                 | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |     4000000 | PA      | $3989716.00   | 0.78%             | 2030-07-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                          | Connect Finco SARL / Connect US Finco LLC                                                  | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2218000 | PA      | $2077268.12   | 0.41%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | Bank of America Corp.                                                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        4875 | NS      | $5706309.75   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                            | Sable International Finance Ltd.                                                           | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     1997000 | PA      | $1965137.87   | 0.38%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                            | Harvest Midstream I, LP                                                                    | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     2432000 | PA      | $2462579.97   | 0.48%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                                                    | Cleanspark, Inc.                                                                           | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |     2009000 | PA      | $1569029.00   | 0.31%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                                | Riot Platforms, Inc.                                                                       | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     2258000 | PA      | $1731660.20   | 0.34%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      148000 | NC      | $5973.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                    | 1261229 BC Ltd.                                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1332000 | PA      | $1304192.37   | 0.25%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                                          | Ionis Pharmaceuticals, Inc.                                                                | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1126374.19   | 0.22%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                      | KKR & Company, Inc.                                                                        | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       91960 | NS      | $4451238.40   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                                                       | HubSpot, Inc.                                                                              | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |      286000 | PA      | $611325.00    | 0.12%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                                                                    | Astronics Corp.                                                                            | CUSIP: 046433AC2<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2615000.00   | 0.51%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                            | Champ Acquisition Corp.                                                                    | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3239000 | PA      | $3420309.50   | 0.67%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                        | Dexcom, Inc.                                                                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       50000 | NS      | $3569000.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                              | Neptune Bidco US, Inc.                                                                     | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2467000 | PA      | $2198652.08   | 0.43%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                          | Charter Communications Operating LLC / Charter Communications Operating Capital            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1145583.53   | 0.22%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                             | Lumentum Holdings, Inc.                                                                    | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     3854000 | PA      | $4393612.87   | 0.86%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                           | Akamai Technologies, Inc.                                                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      750000 | PA      | $742312.50    | 0.15%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                                                                      | Freshpet, Inc.                                                                             | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |      696000 | PA      | $915936.00    | 0.18%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                             | Schneider Electric SE                                                                      | CUSIP: ZG2586276<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2781124.22   | 0.54%             | 2030-11-27      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                           | Latam Airlines Group S.A.                                                                  | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     2943000 | PA      | $2888436.78   | 0.56%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                       | Kedrion SpA                                                                                | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |     4072000 | PA      | $3903112.05   | 0.76%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                                             | Intelsat Jackson Holdings S.A.                                                             | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     1060000 | PA      | $1045364.05   | 0.20%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                                                                 | Mobius Merger Sub, Inc.                                                                    | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2068000 | PA      | $1821439.39   | 0.36%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ANA HOLDINGS INC                                                                  | ANA Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |   190000000 | PA      | $1442749.23   | 0.28%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                  | Empower CLO Ltd.                                                                           | CUSIP: 29247BAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1500000 | PA      | $1505413.50   | 0.29%             | 2036-07-15      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                             | Quikrete Holdings, Inc.                                                                    | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2126000 | PA      | $2141770.37   | 0.42%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBI HOLDINGS INC                                                                  | SBI Holdings, Inc.                                                                         | CUSIP: YW3234849<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | DBT              | CORP              | JP        |   530000000 | PA      | $4017544.17   | 0.79%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                               | Axon Enterprise, Inc.                                                                      | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1088423.61   | 0.21%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                                                | Trip.com Group Ltd.                                                                        | CUSIP: 89677QAA5<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |     2124000 | PA      | $2401182.00   | 0.47%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                                                   | Pirelli & C SpA                                                                            | CUSIP: BN0747038<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |     1400000 | PA      | $1646321.19   | 0.32%             | 2025-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                                                | Palo Alto Networks, Inc.                                                                   | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |      133000 | PA      | $496928.07    | 0.10%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                       | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     4082000 | PA      | $4328393.19   | 0.85%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      318450 | NC      | $17182.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                               | United Airlines, Inc.                                                                      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3902000 | PA      | $3847426.75   | 0.75%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                         | Olin Corp.                                                                                 | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     2652000 | PA      | $2575710.71   | 0.50%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                            | TUI AG                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     1900000 | PA      | $2316285.10   | 0.45%             | 2031-07-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                          | SeaWorld Parks & Entertainment, Inc.                                                       | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     3022000 | PA      | $2871844.07   | 0.56%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                                   | Rivian Automotive, Inc.                                                                    | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      838000 | PA      | $857902.50    | 0.17%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                                             | Alphatec Holdings, Inc.                                                                    | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2328596.74   | 0.46%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                            | Marvell Technology, Inc.                                                                   | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30000 | NS      | $1751100.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                             | Genesis Energy Limited Partnership / Genesis Energy Finance Corp.                          | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2238000 | PA      | $2183232.78   | 0.43%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                         | PG&E Corp.                                                                                 | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       72466 | NS      | $3151546.34   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                       | Southern Co.                                                                               | CUSIP: 842587DY0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      734000 | PA      | $816024.50    | 0.16%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                               | Core Scientific, Inc.                                                                      | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1235874.90   | 0.24%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEM INC                                                                | Varonis Systems, Inc.                                                                      | CUSIP: 922280AC6<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1110477.14   | 0.22%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                 | ASGN, Inc.                                                                                 | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     3013000 | PA      | $2870899.69   | 0.56%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class | Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    37569879 | NS      | $37569878.74  | 7.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                                                  | Hewlett Packard Enterprise Co.                                                             | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       56532 | NS      | $2837906.40   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                            | CCO Holdings LLC / CCO Holdings Capital Corp.                                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1663146.90   | 0.33%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                               | Centrus Energy Corp.                                                                       | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |     1022000 | PA      | $1013313.00   | 0.20%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                        | Viasat, Inc.                                                                               | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1219117.26   | 0.24%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                               | Global Payments, Inc.                                                                      | CUSIP: 37940XAT9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      996000 | PA      | $886340.40    | 0.17%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                                    | Brink's Co.                                                                                | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     3563000 | PA      | $3650970.47   | 0.71%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                                             | Lantheus Holdings, Inc.                                                                    | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $2021731.58   | 0.40%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                                 | MicroStrategy, Inc.                                                                        | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      226000 | PA      | $398551.00    | 0.08%             | 2031-03-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      604110 | NC      | $32264.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                          | Ferrellgas Limited Partnership / Ferrellgas Finance Corp.                                  | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2811000 | PA      | $2455033.48   | 0.48%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                              | Vermilion Energy, Inc.                                                                     | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |     2197000 | PA      | $1931065.45   | 0.38%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                             | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     3180000 | PA      | $3032107.74   | 0.59%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC Holdings LLC                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2933000 | PA      | $2025055.45   | 0.40%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                          | OZLM XXIV Ltd.                                                                             | CUSIP: 67113DBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2500000 | PA      | $2483102.50   | 0.49%             | 2032-07-20      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                               | Diebold Nixdorf, Inc.                                                                      | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     3449000 | PA      | $3600155.87   | 0.70%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                          | Microchip Technology, Inc.                                                                 | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      104060 | NS      | $4938687.60   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                          | Vinci SA                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2443534.73   | 0.48%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                            | FMG Resources August 2006 Pty Ltd.                                                         | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2650000 | PA      | $2621686.87   | 0.51%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphawave IP Group plc                                                            | Alphawave IP Group plc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      600000 | PA      | $728839.02    | 0.14%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec JPY / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    36108000 | NC      | $4730.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                                                               | International Business Machines Corp.                                                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       14000 | NS      | $3385480.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                                                    | Wynn Macau Ltd.                                                                            | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2044000 | PA      | $1960032.48   | 0.38%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                  | Ventas Realty, LP                                                                          | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     3241000 | PA      | $4273258.50   | 0.84%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                                                      | Parallel Ltd.                                                                              | CUSIP: 69915NAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2500000 | PA      | $2511250.00   | 0.49%             | 2036-07-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                                 | Park Blue CLO Ltd.                                                                         | CUSIP: 70019AAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3400000 | PA      | $3405361.80   | 0.67%             | 2036-04-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                          | Acuris Finance US Incorporated / Acuris Finance SARL                                       | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2989000 | PA      | $2820868.75   | 0.55%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -1046000 | NC      | $-58068.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                                 | Service Corporation International                                                          | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     3089000 | PA      | $2768193.14   | 0.54%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                               | Shift4 Payments, Inc.                                                                      | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1306944.00   | 0.26%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                  | Duke Energy Corp.                                                                          | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3382875.00   | 0.66%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver JPY                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        | -1222151900 | NC      | $-266173.79   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                                          | International Consolidated Airlines Group S.A.                                             | CUSIP: BP4865856<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1168302.57   | 0.23%             | 2028-05-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                | Meta Platforms, Inc.                                                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        6000 | NS      | $3294000.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                                                       | McAfee Corp.                                                                               | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2137478.97   | 0.42%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                           | New Fortress Energy, Inc.                                                                  | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1091556.79   | 0.21%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                    | Albemarle Corp.                                                                            | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       21799 | NS      | $665305.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                          | Alterra Mountain Co.                                                                       | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |     2714775 | PA      | $2714774.86   | 0.53%             | 2028-08-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                                   | Alumina Pty Ltd.                                                                           | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     2129000 | PA      | $2113610.10   | 0.41%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | Sirius XM Radio LLC                                                                        | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $2849228.80   | 0.56%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |      462650 | NC      | $15012.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                    | Galaxy 31 CLO Ltd.                                                                         | CUSIP: 36320HAJ8<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-O            | CORP              | KY        |     3400000 | PA      | $3411305.00   | 0.67%             | 2036-04-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Robert White

**Name of Signer:** Robert White

**Title:** Treasurer and CFO