# EDGAR Filing Document

**Accession Number:** 0001219120
**File Stem:** 0001752724-23-068543
**Filing Date:** 2023-3
**Character Count:** 264086
**Document Hash:** 9d8ffee543cf9d2878a8005467efe079
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068543.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068543

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVENT CONVERTIBLE & INCOME FUND
- **CENTRAL INDEX KEY:** 0001219120
- **IRS NUMBER:** 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:** 23767008

**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

## Nport-Ex

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 19.1%** | **COMMON STOCKS<sup>†</sup> - 19.1%** | **COMMON STOCKS<sup>†</sup> - 19.1%** |
| **Energy - 4.1%** | **Energy - 4.1%** | **Energy - 4.1%** |
| Halliburton Co.<sup>1</sup> | 100000 | $4122000 |
| Pioneer Natural Resources Co.<sup>1</sup> | 15000 | 3455250 |
| Occidental Petroleum Corp.<sup>1</sup> | 50000 | 3239500 |
| Enphase Energy, Inc.<sup>\*,1</sup> | 14000 | 3099320 |
| Valero Energy Corp.<sup>5</sup> | 20000 | 2800600 |
| Equities Corp.<sup>1</sup> | 60000 | 1960200 |
| **Total Energy** |  | 18676870 |
| **Consumer, Cyclical - 2.9%** | **Consumer, Cyclical - 2.9%** | **Consumer, Cyclical - 2.9%** |
| Lowe's Companies, Inc.<sup>1</sup> | 20000 | 4165000 |
| RH<sup>\*,1</sup> | 10000 | 3119900 |
| MGM Resorts International<sup>1</sup> | 60000 | 2484600 |
| LGI Homes, Inc.<sup>\*,1</sup> | 15000 | 1707750 |
| Aptiv plc<sup>\*,5</sup> | 15000 | 1696350 |
| **Total Consumer, Cyclical** |  | 13173600 |
| **Communications - 2.5%** | **Communications - 2.5%** | **Communications - 2.5%** |
| Verizon Communications, Inc.<sup>1</sup> | 75000 | 3117750 |
| Alphabet, Inc. — Class C<sup>\*,1</sup> | 30000 | 2996100 |
| Match Group, Inc.<sup>\*</sup> | 40000 | 2164800 |
| Snap, Inc. — Class A<sup>\*</sup> | 150000 | 1734000 |
| Expedia Group, Inc.<sup>\*,1</sup> | 15000 | 1714500 |
| **Total Communications** |  | 11727150 |
| **Consumer, Non-cyclical - 2.5%** | **Consumer, Non-cyclical - 2.5%** | **Consumer, Non-cyclical - 2.5%** |
| AbbVie, Inc.<sup>1</sup> | 20000 | 2955000 |
| GE HealthCare Technologies, Inc.<sup>\*,1</sup> | 35000 | 2433200 |
| Eli Lilly & Co.<sup>1</sup> | 7000 | 2409050 |
| Pfizer, Inc.<sup>1</sup> | 50000 | 2208000 |
| Bristol-Myers Squibb Co.<sup>1</sup> | 20000 | 1453000 |
| **Total Consumer, Non-cyclical** |  | 11458250 |
| **Industrial - 2.5%** | **Industrial - 2.5%** | **Industrial - 2.5%** |
| Lockheed Martin Corp.<sup>1</sup> | 10000 | 4632600 |
| Parker-Hannifin Corp.<sup>5</sup> | 13000 | 4238000 |
| General Electric Co.<sup>1</sup> | 30000 | 2414400 |
| **Total Industrial** |  | 11285000 |
| **Technology - 2.0%** | **Technology - 2.0%** | **Technology - 2.0%** |
| International Business Machines Corp. | 25000 | 3368250 |
| ASML Holding N.V. — Class G | 4500 | 2973780 |
| Intuit, Inc.<sup>5</sup> | 7000 | 2958690 |
| **Total Technology** |  | 9300720 |
| **Financial - 1.9%** | **Financial - 1.9%** | **Financial - 1.9%** |
| SL Green Realty Corp. REIT | 75000 | 3086250 |
| Morgan Stanley<sup>1</sup> | 30000 | 2919900 |
| American Express Co.<sup>5</sup> | 15000 | 2623950 |
| **Total Financial** |  | 8630100 |
| **Basic Materials - 0.7%** | **Basic Materials - 0.7%** | **Basic Materials - 0.7%** |
| ArcelorMittal S.A.<sup>1</sup> | 100000 | 3094000 |
| **Total Common Stocks** | **Total Common Stocks** |  |
| &nbsp;&nbsp;&nbsp;(Cost $83,151,469) |  | 87345690 |
| **CONVERTIBLE PREFERRED STOCKS<sup>†</sup> - 8.0%** | **CONVERTIBLE PREFERRED STOCKS<sup>†</sup> - 8.0%** | **CONVERTIBLE PREFERRED STOCKS<sup>†</sup> - 8.0%** |
| **Financial - 3.8%** | **Financial - 3.8%** | **Financial - 3.8%** |
| Bank of America Corp. | Bank of America Corp. | Bank of America Corp. |
| &nbsp;&nbsp;&nbsp; 7.25%<sup>1</sup> | 7821 | 9730888 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |
| &nbsp;&nbsp;&nbsp; 7.50%<sup>1</sup> | 5054 | 6357882 |
| KKR & Company, Inc. | KKR & Company, Inc. | KKR & Company, Inc. |
| &nbsp;&nbsp;&nbsp; 6.00% due 09/15/23<sup>1</sup> | 18104 | &nbsp;&nbsp;&nbsp;&nbsp;1223106 |
| **Total Financial** |  | 17311876 |
| **Communications - 1.3%** | **Communications - 1.3%** | **Communications - 1.3%** |
| Paramount Global | Paramount Global | Paramount Global |
| &nbsp;&nbsp;&nbsp; 5.75% due 04/01/24<sup>1</sup> | 100000 | 3284000 |
| 2020 Cash Mandatory Exchangeable Trust | 2020 Cash Mandatory Exchangeable Trust | 2020 Cash Mandatory Exchangeable Trust |
| &nbsp;&nbsp;&nbsp; 5.25% due 06/01/23<sup>\*,1,2</sup> | 2270 | 2743613 |
| **Total Communications** |  | 6027613 |
| **Utilities - 1.2%** | **Utilities - 1.2%** | **Utilities - 1.2%** |
| NextEra Energy, Inc. | NextEra Energy, Inc. | NextEra Energy, Inc. |
| &nbsp;&nbsp;&nbsp; 6.22% due 09/01/23<sup>1</sup> | 57664 | 2761529 |
| &nbsp;&nbsp;&nbsp; 6.93% due 09/01/25<sup>1</sup> | 28736 | 1377891 |
| AES Corp. | AES Corp. | AES Corp. |
| &nbsp;&nbsp;&nbsp; 6.88% due 02/15/24<sup>1</sup> | 10249 | 1023260 |
| American Electric Power Company, Inc. | American Electric Power Company, Inc. | American Electric Power Company, Inc. |
| &nbsp;&nbsp;&nbsp; 6.13% due 08/15/23<sup>1</sup> | 10847 | 558078 |
| **Total Utilities** |  | 5720758 |
| **Industrial - 0.7%** | **Industrial - 0.7%** | **Industrial - 0.7%** |
| Chart Industries, Inc. | Chart Industries, Inc. | Chart Industries, Inc. |
| &nbsp;&nbsp;&nbsp; 6.75% due 12/15/25<sup>1</sup> | 57783 | 3287275 |
| **Consumer, Non-cyclical - 0.6%** | **Consumer, Non-cyclical - 0.6%** | **Consumer, Non-cyclical - 0.6%** |
| Danaher Corp. | Danaher Corp. | Danaher Corp. |
| &nbsp;&nbsp;&nbsp; 5.00% due 04/15/23<sup>1</sup> | 843 | 1131306 |
| Becton Dickinson and Co. | Becton Dickinson and Co. | Becton Dickinson and Co. |
| &nbsp;&nbsp;&nbsp; 6.00% due 06/01/23<sup>1</sup> | 20181 | 1016315 |
| Boston Scientific Corp. | Boston Scientific Corp. | Boston Scientific Corp. |
| &nbsp;&nbsp;&nbsp; 5.50% due 06/01/23<sup>1</sup> | 5057 | 577156 |
| **Total Consumer, Non-cyclical** |  | 2724777 |
| **Consumer, Cyclical - 0.4%** | **Consumer, Cyclical - 0.4%** | **Consumer, Cyclical - 0.4%** |
| Aptiv plc | Aptiv plc | Aptiv plc |
| &nbsp;&nbsp;&nbsp; 5.50% due 06/15/23<sup>1</sup> | 13528 | 1703716 |
| **Total Convertible Preferred Stocks** | **Total Convertible Preferred Stocks** |  |
| &nbsp;&nbsp;&nbsp;(Cost $35,090,812) |  | 36776015 |
| **CLOSED-END FUNDS**<sup>†</sup> **- 1.0%** | **CLOSED-END FUNDS**<sup>†</sup> **- 1.0%** | **CLOSED-END FUNDS**<sup>†</sup> **- 1.0%** |
| PGIM Global High Yield Fund, Inc.<sup>1</sup> | 200000 | 2370000 |
| First Trust High Yield Opportunities 2027 Term Fund<sup>1</sup> | 150000 | 2206500 |
| **Total Closed-End Funds** | **Total Closed-End Funds** |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,444,640) |  | 4576500 |
| **MONEY MARKET FUND<sup>†</sup> - 4.9%** | **MONEY MARKET FUND<sup>†</sup> - 4.9%** | **MONEY MARKET FUND<sup>†</sup> - 4.9%** |
| Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class, 4.14%<sup>1,3</sup> | 22376306 | 22376306 |
| **Total Money Market Fund** | **Total Money Market Fund** |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,376,306) |  | 22376306 |
|  | **Face<br> Amount<sup>~</sup>** |  |
| **CONVERTIBLE BONDS<sup>††</sup> - 77.1%** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1%** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1%** |
| **Technology - 16.8%** |  |  |
| Bill.com Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/01/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6283000 | 6622282 |
| Wolfspeed, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.88% due 12/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3624000 | 3537466 |
| &nbsp;&nbsp;&nbsp;0.25% due 02/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2279000 | 2085285 |
| Five9, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.50% due 06/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5337000 | 5054139 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<sup>~</sup>** | **Value** |
| **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** |
| **Technology - 16.8% (continued)** |  |  |
| Tyler Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 03/15/26<sup>1</sup> | 4990000 | $4762955 |
| CyberArk Software Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 11/15/24<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4059000 | 4482760 |
| RingCentral, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/01/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4550000 | 4001156 |
| Zscaler, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.13% due 07/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3160000 | 3468100 |
| Health Catalyst, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50% due 04/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3657000 | 3453671 |
| Lumentum Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.50% due 06/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2656000 | 2146314 |
| &nbsp;&nbsp;&nbsp;0.50% due 12/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1405000 | 1282062 |
| Splunk, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13% due 09/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3350000 | 3271275 |
| PagerDuty, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25% due 07/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | 3180000 |
| Dropbox, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/01/28<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3414000 | 3116982 |
| MongoDB, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 01/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2389000 | 2935484 |
| DigitalOcean Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/01/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2876000 | 2221710 |
| Silicon Laboratories, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.63% due 06/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1552000 | 2160229 |
| Akamai Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.38% due 09/01/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2120000 | 2109400 |
| Blackline, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/15/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2085000 | 1817859 |
| Bentley Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.13% due 01/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1772000 | 1646188 |
| Cloudflare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 08/15/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1765000 | 1475981 |
| STMicroelectronics N.V. |  |  |
| &nbsp;&nbsp;&nbsp; due 08/04/27<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | 1448328 |
| Rohm Company Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/05/24<sup>1,4</sup> | JPY 170,000,000 | 1367700 |
| Datadog, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.13% due 06/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1198000 | 1317800 |
| Xero Investments Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/02/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1359000 | 1137483 |
| HubSpot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.38% due 06/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;784000 | 1085840 |
| Unity Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 11/15/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1378000 | 1069328 |
| Envestnet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63% due 12/01/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;918000 | 1030455 |
| Lenovo |  |  |
| &nbsp;&nbsp;&nbsp;2.50% due 08/26/29<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1031000 | 1024556 |
| Nutanix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 10/01/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1119000 | 976611 |
| Evolent Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50% due 10/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;731000 | 858194 |
| MACOM Technology Solutions Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 03/15/26<sup>1</sup> | 779000 | 807823 |
| **Total Technology** |  | 76955416 |
| **Consumer, Cyclical - 16.2%** |  |  |
| NCL Corporation Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.38% due 08/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4935000 | 5670315 |
| &nbsp;&nbsp;&nbsp;1.13% due 02/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5541000 | 4252717 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/15/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9061000 | 9242220 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp;1.25% due 05/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6521000 | 7843133 |
| Marriott Vacations Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.25% due 12/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5648000 | 6099840 |
| &nbsp;&nbsp;&nbsp; due 01/15/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1379000 | 1487941 |
| Live Nation Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.13% due 01/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5352000 | 5753400 |
| Pirelli & C SpA |  |  |
| &nbsp;&nbsp;&nbsp; due 12/22/25<sup>1,4</sup> | EUR 4,300,000 | 4564290 |
| IMAX Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.50% due 04/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | 3176250 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;6.00% due 08/15/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1898000 | 2906787 |
| Zhongsheng Group Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 05/21/25<sup>1,4</sup> | HKD 14,000,000 | 2123607 |
| ANLLIAN Capital Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 02/05/25<sup>1,4</sup> | EUR 1,500,000 | 2077066 |
| Burlington Stores, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25% due 04/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | 1865625 |
| Sail Vantage Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 01/13/27<sup>1,4</sup> | HKD 16,000,000 | 1857486 |
| Cinemark Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50% due 08/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1636000 | 1846717 |
| Spirit Airlines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00% due 05/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | 1647000 |
| American Airlines Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.50% due 07/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1295000 | 1592850 |
| ANA Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/10/31<sup>1,4</sup> | JPY 180,000,000 | 1509574 |
| DraftKings Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/15/28<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2091000 | 1442790 |
| H World Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.00% due 05/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;896000 | 1205120 |
| JetBlue Airways Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.50% due 04/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1357000 | 1079493 |
| WH Smith plc |  |  |
| &nbsp;&nbsp;&nbsp;1.63% due 05/07/26<sup>1</sup> | GBP 900,000 | 1028559 |
| Vinpearl JSC |  |  |
| &nbsp;&nbsp;&nbsp;3.25% due 09/21/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | 888000 |
| Penn Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75% due 05/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;518000 | 868168 |
| Dufry One BV |  |  |
| &nbsp;&nbsp;&nbsp;0.75% due 03/30/26<sup>1</sup> | CHF 800,000 | 779010 |
| Topgolf Callaway Brands Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.75% due 05/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;493000 | 753982 |
| Singapore Airlines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.63% due 12/03/25<sup>1</sup> | SGD 500,000 | 425400 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<sup>~</sup>** | **Value** |
| **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** |
| **Consumer, Cyclical - 16.2% (continued)** |  |  |
| Peloton Interactive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 02/15/26<sup>4</sup> | 291000 | $225533 |
| **Total Consumer, Cyclical** |  | 74212873 |
| **Consumer, Non-cyclical - 12.7%** |  |  |
| Shift4 Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/15/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5958000 | 6389955 |
| Sarepta Therapeutics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25% due 09/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4741000 | 5399999 |
| QIAGEN N.V. |  |  |
| &nbsp;&nbsp;&nbsp;1.00% due 11/13/24<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4400000 | 5121050 |
| Dexcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 11/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2592000 | 2742336 |
| &nbsp;&nbsp;&nbsp;0.75% due 12/01/23<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;321000 | 837008 |
| Jazz Investments I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.00% due 06/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2980000 | 3512675 |
| Block, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.13% due 03/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2774000 | 2829480 |
| Exact Sciences Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.38% due 03/01/28<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1594000 | 1430615 |
| &nbsp;&nbsp;&nbsp;0.38% due 03/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1381000 | 1308497 |
| Chegg, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.13% due 03/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | 2653500 |
| Omnicell, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 09/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2708000 | 2473758 |
| Lantheus Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.63% due 12/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2007000 | 2151303 |
| Carrefour S.A. |  |  |
| &nbsp;&nbsp;&nbsp; due 06/14/23<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | 1963940 |
| Amadeus IT Group S.A. |  |  |
| &nbsp;&nbsp;&nbsp;1.50% due 04/09/25<sup>1</sup> | EUR 1,500,000 | 1952711 |
| Halozyme Therapeutics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00% due 08/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1745000 | 1946766 |
| Tandem Diabetes Care, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50% due 05/01/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | 1837000 |
| Haemonetics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/01/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1682000 | 1443324 |
| Nexi SpA |  |  |
| &nbsp;&nbsp;&nbsp;1.75% due 04/24/27<sup>1</sup> | EUR 1,500,000 | 1428665 |
| Post Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50% due 08/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1293000 | 1413637 |
| Insulet Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.38% due 09/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;999000 | 1384115 |
| CONMED Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25% due 06/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1444000 | 1381186 |
| Chefs' Warehouse, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.38% due 12/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;988000 | 1090554 |
| Elis S.A. |  |  |
| &nbsp;&nbsp;&nbsp;2.25% due 09/22/29<sup>1</sup> | EUR 700,000 | 886441 |
| NeoGenomics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25% due 05/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;938000 | 830716 |
| Cerevel Therapeutics Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.50% due 08/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;770000 | 805420 |
| Herbalife Nutrition Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.63% due 03/15/24<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;810000 | 760590 |
| Cutera, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 06/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;806000 | 723869 |
| Livongo Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.88% due 06/01/25<sup>1</sup> | 790000 | 706102 |
| BioMarin Pharmaceutical, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.25% due 05/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;299000 | 337870 |
| WuXi AppTec Company Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 09/17/24<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;200000 | 306000 |
| **Total Consumer, Non-cyclical** |  | 58049082 |
| **Communications - 12.5%** |  |  |
| Zillow Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.38% due 09/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4974000 | 5983722 |
| Liberty Media Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.38% due 10/15/23<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2290000 | 3005625 |
| &nbsp;&nbsp;&nbsp;0.50% due 12/01/50<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2398000 | 2522456 |
| Palo Alto Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.38% due 06/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3112000 | 5116128 |
| Match Group Financeco 3, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.00% due 01/15/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4971000 | 4881522 |
| Wayfair, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25% due 09/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3661000 | 4411505 |
| Lyft, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50% due 05/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4416000 | 4067136 |
| Snap, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75% due 08/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | 3703000 |
| Liberty Broadband Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.25% due 09/30/50<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1660000 | 1608125 |
| &nbsp;&nbsp;&nbsp;2.75% due 09/30/50<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1365000 | 1341069 |
| Etsy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.13% due 09/01/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1963000 | 2027975 |
| Meituan |  |  |
| &nbsp;&nbsp;&nbsp; due 04/27/28<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2300000 | 1994675 |
| America Movil BV |  |  |
| &nbsp;&nbsp;&nbsp; due 03/02/24<sup>1,4</sup> | EUR 1,600,000 | 1812327 |
| Farfetch Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;3.75% due 05/01/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1835000 | 1615718 |
| Sea Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 09/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1348000 | 1046048 |
| &nbsp;&nbsp;&nbsp;2.38% due 12/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;525000 | 558810 |
| Bharti Airtel Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;1.50% due 02/17/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1050000 | 1345050 |
| DISH Network Corp. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/15/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1817000 | 1207396 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 12/15/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1335000 | 1179801 |
| Upwork, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 08/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1474000 | 1164534 |
| Okta, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.13% due 09/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1218000 | 1082193 |
| MakeMyTrip Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 02/15/28<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;973000 | 1001217 |
| Booking Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75% due 05/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;660000 | 943008 |
| Airbnb, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/15/26<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1091000 | 939351 |
| Cable One, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.13% due 03/15/28<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1114000 | 861679 |
| Q2 Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.75% due 06/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;782000 | 673693 |
| Nice Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 09/15/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;670000 | 644205 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<sup>~</sup>** | **Value** |
| **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** | **CONVERTIBLE BONDS<sup>††</sup> - 77.1% (continued)** |
| **Communications - 12.5% (continued)** |  |  |
| Liberty Interactive LLC |  |  |
| &nbsp;&nbsp;&nbsp;1.75% due 09/30/46<sup>1,2</sup> | 317000 | $348938 |
| Magnite, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 03/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;164000 | 133348 |
| **Total Communications** |  | 57220254 |
| **Financial - 7.0%** |  |  |
| Pebblebrook Hotel Trust |  |  |
| &nbsp;&nbsp;&nbsp;1.75% due 12/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5596000 | 5142724 |
| Realogy Group LLC / Realogy Company-Issuer Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 06/15/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5415000 | 4134352 |
| JPMorgan Chase Financial Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.50% due 06/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3112000 | 3992696 |
| SoFi Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 10/15/26<sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | 3016000 |
| Citigroup Global Markets Holdings Incorporated/United States |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 01/13/28<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2708000 | 2967183 |
| Morgan Stanley Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 01/27/28<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2882000 | 2954050 |
| JPMorgan Chase Bank North America |  |  |
| &nbsp;&nbsp;&nbsp; due 06/10/24<sup>1,4</sup> | EUR 1,500,000 | 1835800 |
| &nbsp;&nbsp;&nbsp; due 02/18/24<sup>1,4</sup> | EUR 800,000 | 907241 |
| Barclays Bank plc |  |  |
| &nbsp;&nbsp;&nbsp; due 01/24/25<sup>1,4</sup> | EUR 1,600,000 | 1775465 |
| &nbsp;&nbsp;&nbsp; due 02/04/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;624000 | 820966 |
| Eve Battery Investment Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;0.75% due 11/22/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1451000 | 1257291 |
| SBI Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 07/25/25<sup>1,4</sup> | JPY 130,000,000 | 1074628 |
| Vingroup JSC |  |  |
| &nbsp;&nbsp;&nbsp;3.00% due 04/20/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | 1073800 |
| Blackstone Mortgage Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.50% due 03/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;781000 | 713151 |
| LEG Immobilien AG |  |  |
| &nbsp;&nbsp;&nbsp;0.88% due 09/01/25<sup>1</sup> | EUR 600,000 | 616101 |
| **Total Financial** |  | 32281448 |
| **Industrial - 4.8%** |  |  |
| Cellnex Telecom S.A. |  |  |
| &nbsp;&nbsp;&nbsp;0.50% due 07/05/28<sup>1</sup> | EUR 1,500,000 | 1789674 |
| &nbsp;&nbsp;&nbsp;1.50% due 01/16/26<sup>1</sup> | EUR 1,000,000 | 1419931 |
| &nbsp;&nbsp;&nbsp;0.75% due 11/20/31<sup>1</sup> | EUR 700,000 | 639624 |
| Rheinmetall AG |  |  |
| &nbsp;&nbsp;&nbsp;2.25% due 02/07/30 | EUR 1,700,000 | 1846281 |
| &nbsp;&nbsp;&nbsp;1.88% due 02/07/28 | EUR 1,500,000 | 1629071 |
| ZTO Express Cayman, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.50% due 09/01/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2164000 | 2403122 |
| Safran S.A. |  |  |
| &nbsp;&nbsp;&nbsp;0.88% due 05/15/27<sup>1</sup> | 13679<sup>\*\*</sup> | 2100451 |
| Vishay Intertechnology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.25% due 06/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | 1997600 |
| Sika A.G. |  |  |
| &nbsp;&nbsp;&nbsp;0.15% due 06/05/25<sup>1</sup> | CHF 1,300,000 | 1971826 |
| Deutsche Post AG |  |  |
| &nbsp;&nbsp;&nbsp;0.05% due 06/30/25<sup>1</sup> | EUR 1,500,000 | 1569798 |
| Itron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/15/26<sup>1,4</sup> | 1329000 | 1130447 |
| Bloom Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.50% due 08/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;648000 | 1069200 |
| Prysmian SpA |  |  |
| &nbsp;&nbsp;&nbsp; due 02/02/26<sup>1,4</sup> | EUR 700,000 | 811686 |
| SPIE SA |  |  |
| &nbsp;&nbsp;&nbsp;2.00% due 01/17/28<sup>1</sup> | EUR 700,000 | 769836 |
| Schneider Electric SE |  |  |
| &nbsp;&nbsp;&nbsp; due 06/15/26<sup>4</sup> | 3103<sup>\*\*</sup> | 638984 |
| **Total Industrial** |  | 21787531 |
| **Energy - 4.4%** |  |  |
| Enphase Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 03/01/28<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4398000 | 4751098 |
| Equities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75% due 05/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1191000 | 2677963 |
| RAG-Stiftung |  |  |
| &nbsp;&nbsp;&nbsp;1.88% due 11/16/29<sup>1</sup> | EUR 1,300,000 | 1525941 |
| &nbsp;&nbsp;&nbsp; due 06/17/26<sup>1,4</sup> | EUR 800,000 | 828654 |
| Northern Oil and Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.63% due 04/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1915000 | 2182143 |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 05/15/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;860000 | 2027450 |
| NextEra Energy Partners, LP |  |  |
| &nbsp;&nbsp;&nbsp; due 11/15/25<sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1925000 | 1978900 |
| CIMC Enric Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; due 11/30/26<sup>1,4</sup> | HKD 10,000,000 | 1303813 |
| SolarEdge Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; due 09/15/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;881000 | 1187147 |
| BP Capital Markets plc |  |  |
| &nbsp;&nbsp;&nbsp;1.00% due 04/28/23<sup>1</sup> | GBP 600,000 | 792255 |
| CNX Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;2.25% due 05/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;515000 | 749840 |
| **Total Energy** |  | 20005204 |
| **Basic Materials - 1.9%** |  |  |
| Nippon Steel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; due 10/04/24<sup>1,4</sup> | JPY 170,000,000 | 1508228 |
| &nbsp;&nbsp;&nbsp; due 10/05/26<sup>1,4</sup> | JPY 130,000,000 | 1178342 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; due 03/27/25<sup>1,4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | 2094156 |
| &nbsp;&nbsp;&nbsp; due 03/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | 232684 |
| Ivanhoe Mines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;2.50% due 04/15/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1187000 | 1664174 |
| MP Materials Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.25% due 04/01/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1359000 | 1365795 |
| Lithium Americas Corp. |  |  |
| &nbsp;&nbsp;&nbsp;1.75% due 01/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;905000 | 788255 |
| **Total Basic Materials** |  | 8831634 |
| **Utilities - 0.8%** |  |  |
| Veolia Environnement S.A. |  |  |
| &nbsp;&nbsp;&nbsp; due 01/01/25<sup>1,4</sup> | 58552<sup>\*\*</sup> | 2030437 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.75% due 06/01/48<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;737000 | 756530 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.37% due 09/15/29<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17881<sup>\*\*</sup> | 748767 |
| **Total Utilities** |  | 3535734 |
| **Total Convertible Bonds** | **Total Convertible Bonds** |  |
| &nbsp;&nbsp;&nbsp;(Cost $352,469,747) | &nbsp;&nbsp;&nbsp;(Cost $352,469,747) | 352879176 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<sup>~</sup>** | **Value** |
| **CORPORATE BONDS<sup>††</sup> - 65.0%** | **CORPORATE BONDS<sup>††</sup> - 65.0%** | **CORPORATE BONDS<sup>††</sup> - 65.0%** |
| **Consumer, Cyclical - 18.8%** |  |  |
| Ford Motor Credit Company LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.58% due 03/18/24<sup>1</sup> | 5362000 | $5329902 |
| &nbsp;&nbsp;&nbsp;2.30% due 02/10/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3062000 | 2843001 |
| Victoria's Secret & Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.63% due 07/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6029000 | 5010461 |
| Macy's Retail Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.13% due 03/15/32<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | 2689635 |
| &nbsp;&nbsp;&nbsp;5.88% due 04/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2046000 | 1903645 |
| International Game Technology plc |  |  |
| &nbsp;&nbsp;&nbsp;6.50% due 02/15/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | 4044560 |
| Scientific Games International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;8.63% due 07/01/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3362000 | 3429375 |
| Spirit Loyalty Cayman Limited / Spirit IP Cayman Ltd |  |  |
| &nbsp;&nbsp;&nbsp;8.00% due 09/20/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3150000 | 3211425 |
| Caesars Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.25% due 07/01/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3142000 | 3130713 |
| LSF9 Atlantis Holdings LLC / Victra Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.75% due 02/15/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3373000 | 3073628 |
| Hilton Domestic Operating Company, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88% due 01/15/30<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3161000 | 2984208 |
| Dave & Buster's, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.63% due 11/01/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2873000 | 2923421 |
| Evergreen Acqco 1 Limited Partnership / TVI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;9.75% due 04/26/28<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2793000 | 2752334 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;8.25% due 01/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1743000 | 1823361 |
| &nbsp;&nbsp;&nbsp;5.38% due 07/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1046000 | 911204 |
| American Airlines Incorporated/AAdvantage Loyalty IP Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.75% due 04/20/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2738000 | 2653590 |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.50% due 03/01/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2648000 | 2586408 |
| Abercrombie & Fitch Management Co. |  |  |
| &nbsp;&nbsp;&nbsp;8.75% due 07/15/25<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2235000 | 2260010 |
| MGM Resorts International |  |  |
| &nbsp;&nbsp;&nbsp;6.75% due 05/01/25<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2221000 | 2238815 |
| Bath & Body Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.63% due 10/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2098000 | 2041671 |
| Ferrellgas Limited Partnership / Ferrellgas Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.88% due 04/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2355000 | 1969369 |
| American Greetings Corp. |  |  |
| &nbsp;&nbsp;&nbsp;8.75% due 04/15/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1931000 | 1914229 |
| Staples, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;10.75% due 04/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2489000 | 1900675 |
| Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.63% due 03/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2082000 | 1862047 |
| Kontoor Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.13% due 11/15/29<sup>1,2</sup> | 2108000 | 1825918 |
| Michaels Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.88% due 05/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2348000 | 1787415 |
| Scotts Miracle-Gro Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.38% due 02/01/32<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2055000 | 1677517 |
| American Airlines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;11.75% due 07/15/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1476000 | 1644997 |
| Jacobs Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.75% due 02/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1762000 | 1624859 |
| Nordstrom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.30% due 04/08/24<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1708000 | 1623001 |
| Wolverine World Wide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 08/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1956000 | 1576291 |
| NCL Corporation Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;5.88% due 02/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;832000 | 779896 |
| &nbsp;&nbsp;&nbsp;7.75% due 02/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;855000 | 734629 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 08/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1751000 | 1512234 |
| Vista Outdoor, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50% due 03/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1763000 | 1428382 |
| Dealer Tire LLC / DT Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp;8.00% due 02/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1363000 | 1256973 |
| Michael Kors USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.25% due 11/01/24<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1117000 | 1087388 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.10% due 08/19/32<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;951000 | 933910 |
| Carnival Holdings Bermuda Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;10.38% due 05/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;835000 | 904075 |
| **Total Consumer, Cyclical** |  | 85885172 |
| **Communications - 13.1%** |  |  |
| CCO Holdings LLC / CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.00% due 02/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3129000 | 2923800 |
| &nbsp;&nbsp;&nbsp;4.25% due 01/15/34<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3172000 | 2481598 |
| Sirius XM Radio, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 07/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3677000 | 3277604 |
| &nbsp;&nbsp;&nbsp;3.13% due 09/01/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | 1802961 |
| Urban One, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.38% due 02/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5159000 | 4698998 |
| CSC Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.25% due 06/01/24<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2220000 | 2169839 |
| &nbsp;&nbsp;&nbsp;6.50% due 02/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2244000 | 1953312 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.50% due 05/15/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3463000 | 3517878 |
| Lumen Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 02/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3831000 | 3232349 |
| News Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.13% due 02/15/32<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3039000 | 2865154 |
| Ciena Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 01/31/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3246000 | 2844519 |
| Directv Financing LLC / Directv Financing Company-Obligor, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.88% due 08/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3103000 | 2815290 |
| Match Group Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.13% due 08/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3104000 | 2672792 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<sup>~</sup>** | **Value** |
| **CORPORATE BONDS<sup>††</sup> - 65.0% (continued)** | **CORPORATE BONDS<sup>††</sup> - 65.0% (continued)** | **CORPORATE BONDS<sup>††</sup> - 65.0% (continued)** |
| **Communications - 13.1% (continued)** |  |  |
| DISH DBS Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.88% due 11/15/24<sup>1</sup> | 1474000 | $1392819 |
| &nbsp;&nbsp;&nbsp;5.25% due 12/01/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1392000 | 1202236 |
| TripAdvisor, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.00% due 07/15/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2356000 | 2368240 |
| McGraw-Hill Education, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;8.00% due 08/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2492000 | 2128754 |
| &nbsp;&nbsp;&nbsp;5.75% due 08/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;271000 | 238510 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.88% due 11/15/28<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2083000 | 2230607 |
| Cable One, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 11/15/30<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2233000 | 1846412 |
| Stagwell Global LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.63% due 08/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2061000 | 1808661 |
| Rakuten Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;10.25% due 11/30/24<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1763000 | 1791598 |
| Acuris Finance US Incorporated / Acuris Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp;5.00% due 05/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2157000 | 1766579 |
| Cablevision Lightpath LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.63% due 09/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1991000 | 1530522 |
| Nexstar Media, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.75% due 11/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1711000 | 1529249 |
| DISH Network Corp. |  |  |
| &nbsp;&nbsp;&nbsp;11.75% due 11/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1392000 | 1448675 |
| Charter Communications Operating LLC / Charter Communications Operating Capital |  |  |
| &nbsp;&nbsp;&nbsp;3.50% due 06/01/41<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1106000 | 775562 |
| Telesat Canada / Telesat LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.88% due 06/01/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1134000 | 556958 |
| **Total Communications** |  | 59871476 |
| **Energy - 10.1%** |  |  |
| Nabors Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.38% due 05/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3852000 | 3849958 |
| Genesis Energy Limited Partnership / Genesis Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;8.00% due 01/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2467000 | 2426939 |
| &nbsp;&nbsp;&nbsp;8.88% due 04/15/30<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1113000 | 1133858 |
| Permian Resources Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.88% due 07/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3135000 | 2942597 |
| Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.00% due 03/01/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3062000 | 2906268 |
| Hilcorp Energy I Limited Partnership / Hilcorp Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp;6.25% due 04/15/32<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3036000 | 2805681 |
| New Fortress Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.50% due 09/30/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2887000 | 2660402 |
| Parkland Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.63% due 05/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3012000 | 2592320 |
| Harvest Midstream I, LP |  |  |
| &nbsp;&nbsp;&nbsp;7.50% due 09/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2522000 | 2485759 |
| Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.50% due 05/01/25<sup>1,2</sup> | 2331000 | 2310440 |
| CNX Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.38% due 01/15/31<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2278000 | 2218191 |
| Comstock Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.75% due 03/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2356000 | 2166083 |
| Aethon United BR Limited Partnership / Aethon United Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;8.25% due 02/15/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1956000 | 1948841 |
| Southwestern Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp;5.38% due 03/15/30<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2071000 | 1929188 |
| Vermilion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.88% due 05/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2047000 | 1891459 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.13% due 01/01/31<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1799000 | 1879393 |
| EnLink Midstream Partners, LP |  |  |
| &nbsp;&nbsp;&nbsp;5.60% due 04/01/44<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2218000 | 1860037 |
| Civitas Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00% due 10/15/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1967000 | 1843994 |
| Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;8.13% due 01/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1712000 | 1654239 |
| Martin Midstream Partners Limited Partnership / Martin Midstream Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;11.50% due 02/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1676000 | 1625720 |
| Transocean, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;8.75% due 02/15/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;557000 | 575868 |
| EnLink Midstream LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.50% due 09/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;345000 | 351933 |
| **Total Energy** |  | 46059168 |
| **Consumer, Non-cyclical - 8.7%** |  |  |
| Primo Water Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.38% due 04/30/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4294000 | 3751968 |
| Land O'Lakes Capital Trust I |  |  |
| &nbsp;&nbsp;&nbsp;7.45% due 03/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3682000 | 3635975 |
| Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.38% due 01/15/30<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2115000 | 1883217 |
| &nbsp;&nbsp;&nbsp;6.13% due 06/15/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1175000 | 1141413 |
| Central Garden & Pet Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13% due 04/30/31<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3585000 | 3011077 |
| Pediatrix Medical Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.38% due 02/15/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3101000 | 2744602 |
| Encompass Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.63% due 04/01/31<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2987000 | 2632419 |
| TriNet Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.50% due 03/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3029000 | 2547737 |
| Varex Imaging Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.88% due 10/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2503000 | 2492888 |
| DaVita, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63% due 06/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2869000 | 2418194 |
| ASGN, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.63% due 05/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2607000 | 2381586 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<sup>~</sup>** | **Value** |
| **CORPORATE BONDS<sup>††</sup> - 65.0% (continued)** | **CORPORATE BONDS<sup>††</sup> - 65.0% (continued)** | **CORPORATE BONDS<sup>††</sup> - 65.0% (continued)** |
| **Consumer, Non-cyclical - 8.7% (continued)** |  |  |
| Edgewell Personal Care Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.13% due 04/01/29<sup>1,2</sup> | 2687000 | $2358944 |
| Service Corporation International |  |  |
| &nbsp;&nbsp;&nbsp;3.38% due 08/15/30<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2271000 | 1911728 |
| Elanco Animal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.40% due 08/28/28<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1890000 | 1854468 |
| HLF Financing SARL LLC / Herbalife International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88% due 06/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2326000 | 1710336 |
| MPH Acquisition Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;5.50% due 09/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1759000 | 1462591 |
| Royalty Pharma plc |  |  |
| &nbsp;&nbsp;&nbsp;3.30% due 09/02/40<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1659000 | 1237427 |
| Bausch Health Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88% due 06/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;807000 | 519821 |
| **Total Consumer, Non-cyclical** |  | 39696391 |
| **Financial - 4.7%** |  |  |
| AG TTMT Escrow Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp;8.63% due 09/30/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3164000 | 3268602 |
| PRA Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.00% due 10/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3387000 | 2913112 |
| Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.50% due 02/15/31<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3029000 | 2599548 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;6.13% due 03/15/24<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2550000 | 2531385 |
| Cushman & Wakefield US Borrower LLC |  |  |
| &nbsp;&nbsp;&nbsp;6.75% due 05/15/28<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2234000 | 2159574 |
| VistaJet Malta Finance plc / XO Management Holding, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.38% due 02/01/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2032000 | 1795170 |
| NMI Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.38% due 06/01/25<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1546000 | 1571973 |
| Radian Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.88% due 03/15/27<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1647000 | 1568800 |
| Realogy Group LLC / Realogy Company-Issuer Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.75% due 01/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1955000 | 1534910 |
| Acrisure LLC / Acrisure Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;10.13% due 08/01/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1392000 | 1393695 |
| Aretec Escrow Issuer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.50% due 04/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;362000 | 318482 |
| **Total Financial** |  | 21655251 |
| **Technology - 4.2%** |  |  |
| Consensus Cloud Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.50% due 10/15/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3002000 | 2814795 |
| Synaptics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.00% due 06/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3076000 | 2668752 |
| Playtika Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.25% due 03/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2327000 | 1935180 |
| Open Text Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88% due 12/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2220000 | 1849272 |
| CA Magnum Holdings |  |  |
| &nbsp;&nbsp;&nbsp;5.38% due 10/31/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1817000 | 1694352 |
| McAfee Corp. |  |  |
| &nbsp;&nbsp;&nbsp;7.38% due 02/15/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1985000 | 1658099 |
| Seagate HDD Cayman |  |  |
| &nbsp;&nbsp;&nbsp;5.75% due 12/01/34<sup>1</sup> | 1644000 | 1510039 |
| NCR Corp. |  |  |
| &nbsp;&nbsp;&nbsp;5.13% due 04/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1704000 | 1486408 |
| Kyndryl Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.10% due 10/15/41<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1953000 | 1291051 |
| NXP BV / NXP Funding LLC / NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.25% due 05/11/41<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1106000 | 819015 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;3.37% due 11/01/41<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | 788030 |
| Alteryx, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;1.00% due 08/01/26<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;928000 | 785552 |
| **Total Technology** |  | 19300545 |
| **Basic Materials - 2.7%** |  |  |
| First Quantum Minerals Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;6.50% due 03/01/24<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3475000 | 3474288 |
| FMG Resources August 2006 Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.38% due 04/01/31<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2901000 | 2554969 |
| Ingevity Corp. |  |  |
| &nbsp;&nbsp;&nbsp;3.88% due 11/01/28<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2223000 | 1959019 |
| Chemours Co. |  |  |
| &nbsp;&nbsp;&nbsp;4.63% due 11/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2206000 | 1846212 |
| New Gold, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.50% due 07/15/27<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | 1581916 |
| Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.13% due 04/01/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1416000 | 1022203 |
| **Total Basic Materials** |  | 12438607 |
| **Industrial - 1.8%** |  |  |
| Bombardier, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.13% due 06/15/26<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2656000 | 2649599 |
| VM Consolidated, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.50% due 04/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2332000 | 2150205 |
| Clydesdale Acquisition Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;8.75% due 04/15/30<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2035000 | 1801845 |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp;3.50% due 03/01/39<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1113000 | 868457 |
| Carriage Purchaser, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.88% due 10/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1180000 | 859134 |
| **Total Industrial** |  | 8329240 |
| **Utilities - 0.9%** |  |  |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;5.25% due 06/15/29<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4424000 | 3999672 |
| **Total Corporate Bonds** | **Total Corporate Bonds** |  |
| &nbsp;&nbsp;&nbsp;(Cost $307,551,411) | &nbsp;&nbsp;&nbsp;(Cost $307,551,411) | 297235522 |
| **SENIOR FLOATING RATE INTERESTS<sup>††,◊</sup> - 2.0%** | **SENIOR FLOATING RATE INTERESTS<sup>††,◊</sup> - 2.0%** | **SENIOR FLOATING RATE INTERESTS<sup>††,◊</sup> - 2.0%** |
| **Consumer, Cyclical - 1.2%** |  |  |
| SeaWorld Parks & Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;7.57% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.50%) due 08/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;2985086 | 2973891 |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | | |
|:---|:---|:---|
|  | **Face<br> Amount<sup>~</sup>** | **Value** |
| **SENIOR FLOATING RATE INTERESTS<sup>††,◊</sup> - 2.0% (continued)** | **SENIOR FLOATING RATE INTERESTS<sup>††,◊</sup> - 2.0% (continued)** | **SENIOR FLOATING RATE INTERESTS<sup>††,◊</sup> - 2.0% (continued)** |
| **Consumer, Cyclical - 1.2% (continued)** |  |  |
| Alterra Mountain Co. |  |  |
| &nbsp;&nbsp;&nbsp;8.07% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 08/17/28 | 2666453 | $2655342 |
| **Total Consumer, Cyclical** |  | 5629233 |
| **Industrial - 0.8%** |  |  |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;6.82% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 12/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;3707539 | 3695697 |
| **Total Senior Floating Rate Interests** | **Total Senior Floating Rate Interests** |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,292,788) | &nbsp;&nbsp;&nbsp;(Cost $9,292,788) | 9324930 |
| **Total Investments - 177.1%** | **Total Investments - 177.1%** |  |
| &nbsp;&nbsp;&nbsp;(Cost $814,377,173) | &nbsp;&nbsp;&nbsp;(Cost $814,377,173) | &nbsp;&nbsp;&nbsp;&nbsp;810514139 |
|  | **Contracts** | **Value** |
| **LISTED OPTIONS WRITTEN<sup>†</sup> - (0.1)%** | **LISTED OPTIONS WRITTEN<sup>†</sup> - (0.1)%** | **LISTED OPTIONS WRITTEN<sup>†</sup> - (0.1)%** |
| Call Options on: |  |  |
| Equity Options |  |  |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; Expiring February 2023 with strike price of $180.00 (Notional Value $2,940,000) | 150 | &nbsp;&nbsp;&nbsp;&nbsp;(30750) |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Expiring February 2023 with strike price of $330.00 (Notional Value $3,015,000) | 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78000) |
| Aptiv plc |  |  |
| &nbsp;&nbsp;&nbsp; Expiring February 2023 with strike price of $110.00 (Notional Value $1,650,000) | 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89250) |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Expiring February 2023 with strike price of $140.00 (Notional Value $2,800,000) | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92000) |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Expiring February 2023 with strike price of $420.00 (Notional Value $4,290,000) | 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115850) |
| **Total Listed Options Written** | **Total Listed Options Written** |  |
| &nbsp;&nbsp;&nbsp;(Premiums received $226,649) |  | $(405850) |
| **Other Assets & Liabilities, net - (77.0)%** | **Other Assets & Liabilities, net - (77.0)%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(352495847) |
| **Total Net Assets - 100.0%** | **Total Net Assets - 100.0%** | $457612442 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts<sup>††</sup>** | **Forward Foreign Currency Exchange Contracts<sup>††</sup>** | **Forward Foreign Currency Exchange Contracts<sup>††</sup>** | **Forward Foreign Currency Exchange Contracts<sup>††</sup>** | **Forward Foreign Currency Exchange Contracts<sup>††</sup>** | | |
| **Counterparty** | **Currency** | **Type** | **Quantity** | **Contract Amount** | <br>**Settlement Date** | <br>**Unrealized Appreciation (Depreciation)** |
| Bank of New York Mellon | HKD | Sell | 41154700 | 5,282,930 USD | 03/13/23 | $21999 |
| Bank of New York Mellon | JPY | Buy | 130580400 | 989,763 USD | 03/13/23 | 19809 |
| Bank of New York Mellon | EUR | Buy | 1049878 | 1,127,756 USD | 03/13/23 | 15374 |
| Bank of New York Mellon | GBP | Sell | 1441595 | 1,771,395 USD | 03/13/23 | (4916) |
| Bank of New York Mellon | SGD | Sell | 522368 | 387,045 USD | 03/13/23 | (10719) |
| Bank of New York Mellon | CHF | Sell | 2482725 | 2,689,353 USD | 03/13/23 | (24557) |
| Bank of New York Mellon | JPY | Sell | 995580600 | 7,425,232 USD | 03/13/23 | (272015) |
| Bank of New York Mellon | EUR | Sell | 30407302 | 32,388,595 USD | 03/13/23 | (719521) |
|  |  |  |  |  |  | $(974546) |

---

---

| | |
|:---|:---|
| *~* | *The face amount is denominated in U.S. dollars unless otherwise indicated.* |
| *\** | *Non-income producing security.* |
| *\*\** | *Represents shares* |
| *†* | *Value determined based on Level 1 inputs — See Note 3.* |
| *††* | *Value determined based on Level 2 inputs — See Note 3.* |
| *◊* | *Variable rate security. Rate indicated is the rate effective at January 31, 2023. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.* |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Advent Convertible and Income Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | &nbsp;&nbsp;January 31, 2023 |

---

---

| | |
|:---|:---|
| *1* | *All or a portion of these securities have been physically segregated in connection with the borrowings and reverse repurchase agreements. As of January 31, 2023, the total value of securities segregated was $757,958,571.* |
| *2* | *Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $313,276,261 (cost $318,054,739), or 68.5% of total net assets.* |
| *3* | *Rate indicated is the 7-day yield as of January 31, 2023.* |
| *4* | *Zero coupon rate security.* |
| *5* | *Security represents cover for outstanding options written.* |

---

---

| | |
|:---|:---|
|  | *CHF — Swiss Franc* |
|  | *EUR — Euro* |
|  | *GBP — British Pound* |
|  | *HKD — Hong Kong Dollar* |
|  | *JPY — Japanese Yen* |
|  | *LIBOR — London Interbank Offered Rate* |
|  | *LLC — Limited Liability Company* |
|  | *plc — Public Limited Company* |
|  | *REIT — Real Estate Investment Trust* |
|  | *SARL — Société à Responsabilité Limitée* |
|  | *SGD — Singapore Dollar* |
| *See Sector Classification in Other Information section.* | *See Sector Classification in Other Information section.* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following table summarizes the inputs used to value the Fund's investments at January 31, 2023 (See Note 3 in the Notes to Schedule of Investments): | The following table summarizes the inputs used to value the Fund's investments at January 31, 2023 (See Note 3 in the Notes to Schedule of Investments): | The following table summarizes the inputs used to value the Fund's investments at January 31, 2023 (See Note 3 in the Notes to Schedule of Investments): | The following table summarizes the inputs used to value the Fund's investments at January 31, 2023 (See Note 3 in the Notes to Schedule of Investments): | The following table summarizes the inputs used to value the Fund's investments at January 31, 2023 (See Note 3 in the Notes to Schedule of Investments): |
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Common Stocks | $87345690 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | $87345690 |
| Convertible Preferred Stocks | 36776015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 36776015 |
| Closed-End Funds | 4576500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 4576500 |
| Money Market Fund | 22376306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 22376306 |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 352879176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 352879176 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 297235522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 297235522 |
| Senior Floating Rate Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 9324930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 9324930 |
| Forward Foreign Currency Exchange Contracts\*\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 57182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 57182 |
| Total Assets | $151074511 | $659496810 | &nbsp;&nbsp;&nbsp;&nbsp;$— | $810571321 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Liabilities)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Options Written | $405850 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | $405850 |
| Forward Foreign Currency Exchange Contracts\*\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1031728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1031728 |
| Total Liabilities | $405850 | $1031728 | &nbsp;&nbsp;&nbsp;&nbsp;$— | $1437578 |

---

---

| |
|:---|
| \*\* This derivative is reported as unrealized appreciation/depreciation at period end. |
| Please refer to the detailed portfolio for the breakdown of investment type by industry category. |
| The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $176,019,337 are categorized as Level 2 within the disclosure hierarchy — See Note 2. |

---

The Fund did not hold Level 3 securities during the period ended January 31, 2023.

**NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)** January 31, 2023

**Note 1 – Organization and Significant Accounting Policies**

**Organization**

Advent Convertible and Income Fund (the "Fund") was organized as a Delaware statutory trust on February 19, 2003. The Fund is registered as a diversified, closed-end management investment company under the Investment Company Act of 1940, as amended (the "1940 Act").

The Fund's investment objective is to provide total return through a combination of capital appreciation and current income. The Fund pursues its investment objective by investing at least 80% of its managed assets in a diversified portfolio of convertible securities and non-convertible income producing securities.

For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual shareholder report.

**Significant Accounting Policies**

The Fund operates as an investment company and, accordingly, follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946 Financial Services – Investment Companies.

The following significant accounting policies are in conformity with U.S. generally accepted accounting principles ("U.S. GAAP") and are consistently followed by the Fund. This requires management to make estimates and assumptions that affect the reported amount of assets and liabilities, contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from these estimates. All time references are based on Eastern Time.

**(a) Valuation of Investments** 

The Board of Trustees of the Fund (the "Board") adopted policies and procedures for the valuation of the Fund's investments (the "Valuation Procedures"). The U.S. Securities and Exchange Commission (the "SEC") adopted Rule 2a-5 under the 1940 Act ("Rule 2a-5") which establishes requirements for determining fair value in good faith and became effective September 8, 2022. Rule 2a-5 also defines "readily available market quotations" for purposes of the 1940 Act and establishes requirements for determining whether a fund must fair value a security in good faith.

Pursuant to Rule 2a-5, the Board has designated Advent Capital Management, LLC ("Advent" or the "Adviser") as the valuation designee to perform fair valuation determinations for the Fund with respect to all Fund investments and/or other assets. As the Fund's valuation designee pursuant to Rule 2a-5, the Adviser has adopted separate procedures (the "Valuation Designee Procedures") reasonably designed to prevent violations of the requirements of Rule 2a-5 and Rule 31a-4. The Adviser, in its role as valuation designee, utilizes the assistance of a valuation committee, consisting of representatives from Guggenheim's investment management, fund administration, legal and compliance departments (the "Valuation Committee"), in determining the fair value of the Fund's securities and/or other assets.

Valuations of the Fund's securities and other assets are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Adviser, with the assistance of the Valuation Committee, convenes monthly, or more frequently as needed, to review the valuation of all assets which have been fair valued for reasonableness. The Adviser, consistent with the monitoring and review responsibilities set forth in the Valuation Designee Procedures, regularly review the appropriateness of the inputs, methods, models and assumptions employed by the pricing service.

If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Adviser.

Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers

Automated Quotations ("NASDAQ") National Market System shall generally be valued on the basis of the last sale price on the primary U.S. exchange or market on which the security is listed or traded; provided, however, that securities listed on NASDAQ will be valued at the NASDAQ official closing price, which may not necessarily represent the last sale price.

Open-end investment companies are valued at their net asset value as of the close of business, on the valuation date. Closed-end investment companies are generally valued at the last quoted sale price.

**NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)** January 31, 2023

Generally, trading in foreign securities markets is substantially completed each day at various times prior to the close of the New York Stock Exchange ("NYSE"). The values of foreign securities are determined as of the close of such foreign markets or the close of the NYSE, if earlier. All investments quoted in foreign currencies are valued in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the close of U.S. business at 4:00 p.m. Investments in foreign securities may involve risks not present in domestic investments. The Adviser will determine the current value of such foreign securities by taking into consideration certain factors which may include those discussed above, as well as the following factors, among others: the value of the securities traded on other foreign markets, ADR trading, closed-end fund trading, foreign currency exchange activity, and the trading prices of financial products that are tied to foreign securities. In addition, under the Valuation Designee Procedures, the Adviser is authorized to use prices and other information supplied by a third party pricing vendor in valuing foreign securities.

Commercial paper and discount notes are valued based on prices provided by independent pricing services or, if not available or if the Adviser considers that price to not represent fair value, by dealers using the mean of the closing bid and asked prices for such securities or, if such prices are not available, at prices for securities of comparable maturity, quality and type. If sufficient market activity is limited or does not exist, the pricing services or dealers may utilize proprietary valuation models which may, for example, consider market characteristics such as benchmark yield curves, option adjusted spreads, credit spreads, estimated default rates, coupon rates, anticipated timing of principal repayments, underlying collateral, or other unique security features in order to estimate relevant cash flows, which are then discounted to calculate a security's fair value. Commercial paper and discount notes with remaining maturities of 60 days or less at the time of valuation are valued at amortized cost, unless the Adviser concludes that amortized cost does not represent the fair value of the applicable asset in which case it will be valued using an independent pricing service. Commercial paper and discount notes which have a term-to-maturity greater than 60 days from the date of purchase are valued at their current market quotations until maturity or disposition. Convertible securities are valued in the same manner as debt securities.

Typically, loans are valued using information provided by an independent third party pricing service which uses broker quotes, among other inputs. If the pricing service cannot or does not provide a valuation for a particular loan, or such valuation is deemed unreliable, such investment is valued based on a quote from a broker-dealer or is fair valued by the Adviser.

Exchange-traded options are valued at the mean of the bid and ask prices on the principal exchange on which they are traded.

Forward foreign currency exchange contracts are valued daily based on the applicable exchange rate of the underlying currency.

Investments for which market quotations are not readily available are fair-valued as determined in good faith by the Adviser. Valuations in accordance with these methods are intended to reflect each security's (or asset's or liability's) "fair value". Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. Examples of such factors may include, but are not limited to market prices; sale prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics, or based on inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information analysis.

**Note 2 – Financial Instruments and Derivatives**

As part of its investment strategy, the Fund utilizes derivative instruments. These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment of these instruments can be found under Significant Accounting Policies in Note 1 of these Notes to Schedule of Investments.

Derivatives are instruments whose values depend on, or are derived from, in whole or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may be used to increase investment flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for risk management (hedging) purposes, to facilitate trading, to reduce transaction costs and to pursue higher investment returns. Derivative instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses derivative instruments, how these derivative instruments are accounted for and their effects on the Fund's financial position and results of operations.

The Fund utilized derivatives for the following purposes:

**Hedge:** an investment made in order to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.

**Income:** the use of any instrument that distributes cash flows typically based upon some rate of interest.

**Options Purchased and Written**

**NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)** January 31, 2023

A call option on a security gives the purchaser of the option the right to buy, and the writer of a call option the obligation to sell, the underlying security. The purchaser of a put option has the right to sell, and the writer of the put option the obligation to buy, the underlying security at any time during the option period. The risk associated with purchasing options is limited to the premium originally paid.

The risk in writing a call option is that a Fund may incur a loss if the market price of the underlying security increases and the option is exercised. The risk in writing a put option is that a Fund may incur a loss if the market price of the underlying security decreases and the option is exercised. In addition, there may be an imperfect correlation between the movement in prices of options and the underlying securities where a Fund may not be able to enter into a closing transaction because of an illiquid secondary market; or, for OTC options, a Fund may be at risk because of the counterparty's inability to perform.

**Forward Foreign Currency Exchange Contracts** 

A forward foreign currency exchange contract is an agreement between two parties to exchange two designated currencies at a specific time in the future. Certain types of contracts may be cash settled, in an amount equal to the change in exchange rates during the term of the contract. The contracts can be used to hedge or manage exposure to foreign currency risks with portfolio investments or to gain exposure to foreign currencies.

The market value of a forward foreign currency exchange contract changes with fluctuations in foreign currency exchange rates. Furthermore, the Fund may be exposed to risk if the counterparties cannot meet the contract terms or if the currency value changes unfavorably as compared to the U.S. dollar.

In conjunction with the use of derivative instruments, the Fund is required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the Fund uses margin deposits at the broker, cash and/or securities segregated at the custodian bank, discount notes or repurchase agreements allocated to the Fund as collateral.

The Fund has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Fund monitors the counterparty credit risk.

**Reverse Repurchase Agreements**

The Fund may enter into reverse repurchase agreements as part of its financial leverage strategy. Under a reverse repurchase agreement, the Fund temporarily transfers possession of a portfolio instrument to another party, such as a bank or broker-dealer, in return for cash. At the same time, the Fund agrees to repurchase the instrument at an agreed upon time and price, which reflects an interest payment. Such agreements have the economic effect of borrowings. The Fund may enter into such agreements when it is able to invest the cash acquired at a rate higher than the cost of the agreement, which would increase earned income. When the Fund enters into a reverse repurchase agreement, any fluctuations in the market value of either the instruments transferred to another party or the instruments in which the proceeds may be invested would affect the market value of the Fund's assets. As a result, such transactions may increase fluctuations in the market value of the Fund's assets.

**Note 3 – Fair Value Measurement** 

In accordance with U.S. GAAP, fair value is defined as the price that the Fund would receive to sell an investment or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure. The hierarchy and the corresponding inputs are summarized below:

Level 1 — unadjusted quoted prices in active markets for identical assets or liabilities.

Level 2 — significant other observable inputs (for example quoted prices for securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).

Level 3 — significant unobservable inputs based on the best information available under the circumstances, to the extent observable inputs are not available, which may include assumptions.

Rule 2a-5 sets forth a definition of "readily available market quotations," which is consistent with the definition of a Level 1 input under U.S. GAAP. Rule 2a-5 provides that "a market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable."

**NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)** January 31, 2023

Securities for which market quotations are not readily available must be valued at fair value as determined in good faith. Accordingly, any security priced using inputs other than Level 1 inputs will be subject to fair value requirements. The types of inputs available depend on a variety of factors, such as the type of security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable inputs require greater judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.

The inputs or methodologies selected and applied for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability, appropriateness and accuracy of the techniques, methodologies and sources employed to determine fair valuation are periodically reviewed and subject to change.

**Note 4 – Federal Income Tax Information**

The Fund intends to continue to comply with the provisions of Subchapter M of the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies. Accordingly, no provision for U.S. federal income taxes is required. In addition, by distributing substantially all of its ordinary income and long-term capital gains, if any, during each calendar year, the Fund avoids a 4% federal excise tax that is assessed on the amount of the under distribution.

At January 31, 2023, the cost of investments for U.S. federal income tax purposes, the aggregate gross unrealized appreciation for all investments for which there was an excess of value over tax cost, and the aggregate gross unrealized depreciation for all investments for which there was an excess of tax cost over value, were as follows:

---

| | | | |
|:---|:---|:---|:---|
| **Tax Cost** | **Tax<br> Unrealized<br> Appreciation**  | **Tax<br> Unrealized<br> Depreciation**  | **Net Tax<br> Unrealized<br> Appreciation<br> (Depreciation)**  |
| $820524769 | $22643494 | $(34034520) | $(11391026) |

---

**Note 5 – Market Risks**

The value of, or income generated by, the investments held by the Fund are subject to the possibility of rapid and unpredictable fluctuation, and loss that may result from various factors. These factors include, among others, developments affecting individual companies, or from broader influences, including real or perceived changes in prevailing interest rates (which have since risen and may continue to rise), changes in inflation rates or expectations about inflation rates (which are currently elevated relative to normal conditions), adverse investor confidence or sentiment, changing economic, political (including geopolitical), social or financial market conditions, increased instability or general uncertainty, environmental disasters, governmental actions, public health emergencies (such as the spread of infectious diseases, pandemics and epidemics), debt crises, actual or threatened wars or other armed conflicts (such as the current Russia-Ukraine conflict and its risk of expansion or collateral economic and other effects) or ratings downgrades, and other similar events, each of which may be temporary or last for extended periods. Moreover, changing economic, political, geopolitical, social, financial market or other conditions in one country or geographic region could adversely affect the value, yield and return of the investments held by the Fund in a different country or geographic region, economy, and market because of the increasingly interconnected global economies and financial markets. The duration and extent of the foregoing types of factors or conditions are highly uncertain and difficult to predict and have in the past, and may in the future, cause volatility and distress in economies and financial markets or other adverse circumstances, which may negatively affect the value of the Fund's investments and performance of the Fund.

---

| | |
|:---|:---|
| **OTHER INFORMATION (Unaudited)** | &nbsp;&nbsp;January 31, 2023 |

---

**Sector Classification**

Information in the "Schedule of Investments" is categorized by sectors using sector-level classifications used by Bloomberg Industry Classification System, a widely recognized industry classification system provider. In the Fund's registration statement, the Fund has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Fund usually classifies industries based on industry-level classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.

## 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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $816540068.20

**Total Liabilities:** $358940183.10

**Net Assets:** $457599885.10

**Cash Not Reported:** $22764.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4.75431888 | **1-Year:** 393.23029692 | **5-Year:** 10722.35969983 | **10-Year:** 6321.80744691 | **30-Year:** 16531.55551399

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

- **3-Month:** 0.00000000 | **1-Year:** 278.71532618 | **5-Year:** 68884.17896436 | **10-Year:** 86471.46457091 | **30-Year:** 5400.09445936

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.65%                | -3.37%               | 8.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3449657.62             | $23353196.85                               |
| Month 2  | $901187.18               | $-15311313.20                              |
| Month 3  | $845624.67               | $34999873.94                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OMNICELL INC                                                                      | Omnicell, Inc.                                                                             | CUSIP: 68213NAD1<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2473758.00   | 0.54%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC Holdings LLC                                                                           | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2169839.10   | 0.47%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                      | Prysmian SpA                                                                               | CUSIP: BN7428004<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     700000 | PA      | $811685.87    | 0.18%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                                                            | VistaJet Malta Finance plc / XO Management Holding, Inc.                                   | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2032000 | PA      | $1795170.40   | 0.39%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                                                 | H World Group Ltd.                                                                         | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |     896000 | PA      | $1205120.00   | 0.26%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                                    | Cloudflare, Inc.                                                                           | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1475981.25   | 0.32%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL                                                          | JPMorgan Chase Financial Company LLC                                                       | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |    3112000 | PA      | $3992696.00   | 0.87%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                            | CCO Holdings LLC / CCO Holdings Capital Corp.                                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3129000 | PA      | $2923800.18   | 0.64%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                             | Playtika Holding Corp.                                                                     | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $1935179.74   | 0.42%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -558515 | NC      | $-353.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                          | Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.              | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2082000 | PA      | $1862047.11   | 0.41%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                          | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AZ2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    5082000 | PA      | $5463150.00   | 1.19%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                      | Alphabet, Inc.                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      30000 | NS      | $2996100.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                | Royalty Pharma plc                                                                         | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1659000 | PA      | $1237427.45   | 0.27%             | 2040-09-02      | Fixed         | 3.30%                 | 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        |  -25000000 | NC      | $585.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XERO INVESTMENTS LTD                                                              | Xero Investments Ltd.                                                                      | CUSIP: BM7530900<br>LEI: 25490002CIY32NFE4689 | Long             | DBT              | CORP              | NZ        |    1359000 | PA      | $1137483.00   | 0.25%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                         | Block, Inc.                                                                                | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2829480.00   | 0.62%             | 2025-03-01      | Fixed         | 0.12%                 | 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        |     150000 | NC      | $-371.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                  | Paramount Global                                                                           | CUSIP: 92556H305<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EP               | CORP              | US        |     100000 | NS      | $3284000.00   | 0.72%             |  |  |  | No            |                  1 | 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        |     112000 | NC      | $817.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                             | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3463000 | PA      | $3517878.16   | 0.77%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                                         | Itron, Inc.                                                                                | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1130447.40   | 0.25%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                | Liberty Media Corp.                                                                        | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $3005625.00   | 0.66%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                                                           | SolarEdge Technologies, Inc.                                                               | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |     881000 | PA      | $1187147.50   | 0.26%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                                           | Elis S.A.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     700000 | PA      | $886440.61    | 0.19%             | 2029-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                                               | Spirit Airlines, Inc.                                                                      | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1647000.00   | 0.36%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                                       | Wayfair, Inc.                                                                              | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    3661000 | PA      | $4411505.00   | 0.96%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG Energy, Inc.                                                                           | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     737000 | PA      | $756530.50    | 0.17%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                          | MPH Acquisition Holdings LLC                                                               | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1462590.91   | 0.32%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -1441595 | NC      | $-4915.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                                                                | Evolent Health, Inc.                                                                       | CUSIP: 30050BAD3<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |     731000 | PA      | $858194.00    | 0.19%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                                                     | Herbalife Nutrition Ltd.                                                                   | CUSIP: 42703MAD5<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |     810000 | PA      | $760590.00    | 0.17%             | 2024-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                           | Aethon United BR Limited Partnership / Aethon United Finance Corp.                         | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1948841.04   | 0.43%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                                                 | MP Materials Corp.                                                                         | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1365795.00   | 0.30%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL BV                                                                  | America Movil BV                                                                           | CUSIP: BO2399141<br>LEI: 724500AVF7ZU7L61BL70 | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1812326.64   | 0.40%             | 2024-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                | Ford Motor Co.                                                                             | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     951000 | PA      | $933909.55    | 0.20%             | 2032-08-19      | Fixed         | 6.10%                 | 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 | -12.24%           |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                           | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1898000 | PA      | $2906787.00   | 0.64%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                              | Booking Holdings, Inc.                                                                     | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     660000 | PA      | $943008.00    | 0.21%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                         | Aptiv plc                                                                                  | CUSIP: EP0589507<br>LEI: N/A                  | Long             | EP               | CORP              | JE        |      13528 | NS      | $1703716.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                        | DaVita, Inc.                                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2869000 | PA      | $2418194.03   | 0.53%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                                                           | Match Group Financeco 3, Inc.                                                              | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |    4971000 | PA      | $4881522.00   | 1.07%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                    | NRG Energy, Inc.                                                                           | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4424000 | PA      | $3999672.04   | 0.87%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                           | Macy's Retail Holdings LLC                                                                 | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2046000 | PA      | $1903645.05   | 0.42%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                      | NMI Holdings, Inc.                                                                         | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1571972.80   | 0.34%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                                           | Sea Ltd.                                                                                   | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    1348000 | PA      | $1046048.00   | 0.23%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                         | QIAGEN N.V.                                                                                | CUSIP: AV5355400<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |    4400000 | PA      | $5121050.31   | 1.12%             | 2024-11-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                             | American Airlines, Inc.                                                                    | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    1476000 | PA      | $1644997.20   | 0.36%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1141412.63   | 0.25%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHEFS' WAREHOUSE THE                                                              | Chefs' Warehouse, Inc.                                                                     | CUSIP: 163086AD3<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |     988000 | PA      | $1090554.40   | 0.24%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP                                                             | Lithium Americas Corp.                                                                     | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CA        |     905000 | PA      | $788255.00    | 0.17%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                              | Michaels Companies, Inc.                                                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    2348000 | PA      | $1787415.00   | 0.39%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                                                           | NextEra Energy Partners, LP                                                                | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1815448.00   | 0.40%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                             | Wells Fargo & Co.                                                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       5054 | NS      | $6357881.46   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                             | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1179801.38   | 0.26%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                             | Scotts Miracle-Gro Co.                                                                     | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1677517.05   | 0.37%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                                                             | Bill.com Holdings, Inc.                                                                    | CUSIP: 090043AB6<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    6283000 | PA      | $6622282.00   | 1.45%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                               | VM Consolidated, Inc.                                                                      | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    2332000 | PA      | $2150204.86   | 0.47%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                                                          | Lyft, Inc.                                                                                 | CUSIP: 55087PAB0<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |    4416000 | PA      | $4067136.00   | 0.89%             | 2025-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                        | Ciena Corp.                                                                                | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    3246000 | PA      | $2844518.50   | 0.62%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                | NextEra Energy, Inc.                                                                       | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      47451 | NS      | $2275275.45   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                          | Elanco Animal Health, Inc.                                                                 | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1854468.00   | 0.41%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                           | Realogy Group LLC / Realogy Company-Issuer Corp.                                           | CUSIP: 75606DAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5415000 | PA      | $4134352.50   | 0.90%             | 2026-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                        | Pfizer, Inc.                                                                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      50000 | NS      | $2208000.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                              | Parker-Hannifin Corp.                                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      13000 | NS      | $4238000.00   | 0.93%             |  |  |  | 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        |   -2825460 | NC      | $-72479.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                                       | Magnite, Inc.                                                                              | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |     164000 | PA      | $133348.40    | 0.03%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                           | Dealer Tire LLC / DT Issuer LLC                                                            | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1363000 | PA      | $1256973.27   | 0.27%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                                | Cellnex Telecom S.A.                                                                       | CUSIP: AQ6595039<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1419931.47   | 0.31%             | 2026-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                                                           | American Airlines Group, Inc.                                                              | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1592850.00   | 0.35%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                            | BP Capital Markets plc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     600000 | PA      | $792255.13    | 0.17%             | 2023-04-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                                | Liberty Media Corp.                                                                        | CUSIP: 531229AK8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |    2658000 | PA      | $2795950.20   | 0.61%             | 2050-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR FLOAT 175 DY ROL                                                                  | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -52008017 | PA      | $-52008016.67 | -11.37%           |  |  |  | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                                                          | Tandem Diabetes Care, Inc.                                                                 | CUSIP: 875372AA2<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1837000.00   | 0.40%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAIL VANTAGE LTD                                                                  | Sail Vantage Ltd.                                                                          | CUSIP: BT3565715<br>LEI: 254900G8GWH4KOG4MQ81 | Long             | DBT              | CORP              | VG        |   16000000 | PA      | $1857486.40   | 0.41%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                          | Citigroup Global Markets Holdings Incorporated/United States                               | CUSIP: 17330YUV0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2967182.68   | 0.65%             | 2028-01-13      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                    | Open Text Corp.                                                                            | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    2220000 | PA      | $1849271.77   | 0.40%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                                       | Nutanix, Inc.                                                                              | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $976610.71    | 0.21%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                          | Acuris Finance US Incorporated / Acuris Finance SARL                                       | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2157000 | PA      | $1766579.29   | 0.39%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                          | Nexi SpA                                                                                   | CUSIP: BH9546384<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    1500000 | PA      | $1428665.11   | 0.31%             | 2027-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                | CNX Resources Corp.                                                                        | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     515000 | PA      | $749840.00    | 0.16%             | 2026-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NICE LTD                                                                          | Nice Ltd.                                                                                  | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |     670000 | PA      | $644205.00    | 0.14%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAG-STIFTUNG                                                                      | RAG-Stiftung                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |    1300000 | PA      | $1525940.25   | 0.33%             | 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        |     782000 | PA      | $673693.00    | 0.15%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALTERYX INC                                                                       | Alteryx, Inc.                                                                              | CUSIP: 02156BAF0<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |     928000 | PA      | $785552.00    | 0.17%             | 2026-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SPLUNK INC                                                                        | Splunk, Inc.                                                                               | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3271275.00   | 0.71%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                                              | Wolverine World Wide, Inc.                                                                 | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1576290.54   | 0.34%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                   | RingCentral, Inc.                                                                          | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4001156.25   | 0.87%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                              | Glencore Funding LLC                                                                       | CUSIP: AR8389751<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $2094156.00   | 0.46%             | 2025-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                             | SoFi Technologies, Inc.                                                                    | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3016000.00   | 0.66%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                | Ford Motor Co.                                                                             | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    9061000 | PA      | $9242220.00   | 2.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |  -24433327 | NC      | $-626767.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                              | Lockheed Martin Corp.                                                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      10000 | NS      | $4632600.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                            | Penn Entertainment, Inc.                                                                   | CUSIP: 707569AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     518000 | PA      | $868168.00    | 0.19%             | 2026-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                           | Stagwell Global LLC                                                                        | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2061000 | PA      | $1808661.47   | 0.40%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Macro Risk Advisors, LLC                                                          | Intuit Inc                                                                                 | CUSIP: N/A<br>LEI: 254900MJHRL6XM3JXB53       | N/A              | DE               |  | US        |        -70 | NC      | $-115850.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                            | Liberty Broadband Corp.                                                                    | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1341069.12   | 0.29%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANLLIAN CAPITAL LTD                                                               | ANLLIAN Capital Ltd.                                                                       | CUSIP: ZP4808231<br>LEI: 529900WNC73E6N8L3G81 | Long             | DBT              | CORP              | VG        |    1500000 | PA      | $2077065.93   | 0.45%             | 2025-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver CHF                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -2482725 | NC      | $-24556.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                            | Acrisure LLC / Acrisure Finance, Inc.                                                      | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1393694.68   | 0.30%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| DROPBOX INC                                                                       | Dropbox, Inc.                                                                              | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |    3414000 | PA      | $3116982.00   | 0.68%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver JPY                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        | -931580600 | NC      | $-274878.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                     | Wolfspeed, Inc.                                                                            | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    3624000 | PA      | $3537466.27   | 0.77%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                          | SeaWorld Parks & Entertainment, Inc.                                                       | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    2985086 | PA      | $2973891.57   | 0.65%             | 2028-08-25      | Floating      | 7.62%                 | 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        |    -375000 | NC      | $-5869.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                                         | Safran S.A.                                                                                | CUSIP: BJ4442296<br>LEI: 969500UIC89GT3UL7L24 | Long             | DBT              | CORP              | FR        |      13679 | PA      | $2100451.19   | 0.46%             | 2027-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                           | Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.             | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3062000 | PA      | $2906268.58   | 0.64%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                               | Exact Sciences Corp.                                                                       | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1430615.00   | 0.31%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                             | Bausch Health Companies, Inc.                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1902000 | PA      | $1225154.28   | 0.27%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                             | Southwest Airlines Co.                                                                     | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    6521000 | PA      | $7843132.75   | 1.71%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                     | DISH DBS Corp.                                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1202235.60   | 0.26%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                                                            | Carriage Purchaser, Inc.                                                                   | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1180000 | PA      | $859134.46    | 0.19%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                             | AG TTMT Escrow Issuer LLC                                                                  | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3164000 | PA      | $3268601.84   | 0.71%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                           | Becton Dickinson and Co.                                                                   | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      20181 | NS      | $1016315.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                            | Boston Scientific Corp.                                                                    | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |       5057 | NS      | $577155.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                                                 | Post Holdings, Inc.                                                                        | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1293000 | PA      | $1413636.90   | 0.31%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                                           | Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp. | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2331000 | PA      | $2310440.58   | 0.50%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                 | Expedia Group, Inc.                                                                        | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      15000 | NS      | $1714500.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALL BRAN CORP                                                            | Topgolf Callaway Brands Corp.                                                              | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |     493000 | PA      | $753981.88    | 0.16%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                       | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     855000 | PA      | $734628.83    | 0.16%             | 2029-02-15      | 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        |  -49007554 | PA      | $-49007554.17 | -10.71%           |  |  |  | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                                          | Halozyme Therapeutics, Inc.                                                                | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1946765.63   | 0.43%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                          | Pioneer Natural Resources Co.                                                              | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     860000 | PA      | $2027450.00   | 0.44%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                                                              | 2020 Cash Mandatory Exchangeable Trust                                                     | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2270 | NS      | $2743612.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                                            | Morgan Stanley Finance LLC                                                                 | CUSIP: 61774TSJ2<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |    2882000 | PA      | $2954050.00   | 0.65%             | 2028-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONGODB INC                                                                       | MongoDB, Inc.                                                                              | CUSIP: 60937PAD8<br>LEI: 549300TPTG69WKWE1Z37 | Long             | DBT              | CORP              | US        |    2389000 | PA      | $2935483.75   | 0.64%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                              | Kyndryl Holdings, Inc.                                                                     | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1291051.18   | 0.28%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                 | DISH Network Corp.                                                                         | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1817000 | PA      | $1207396.50   | 0.26%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                            | CCO Holdings LLC / CCO Holdings Capital Corp.                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3172000 | PA      | $2481598.34   | 0.54%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                      | Danaher Corp.                                                                              | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |        843 | NS      | $1131306.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVONGO HEALTH                                                                    | Livongo Health, Inc.                                                                       | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |     790000 | PA      | $706102.00    | 0.15%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CATALYST INC                                                               | Health Catalyst, Inc.                                                                      | CUSIP: 42225TAB3<br>LEI: 549300223PL6GWKVJG92 | Long             | DBT              | CORP              | US        |    3657000 | PA      | $3453670.80   | 0.75%             | 2025-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEOGENOMICS INC                                                                   | NeoGenomics, Inc.                                                                          | CUSIP: 64049MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     938000 | PA      | $830716.25    | 0.18%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                             | Burlington Stores, Inc.                                                                    | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1865625.00   | 0.41%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                            | FMG Resources August 2006 Pty Ltd.                                                         | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    2901000 | PA      | $2554968.72   | 0.56%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |  -36606440 | NC      | $20928.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                                | CA Magnum Holdings                                                                         | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    1817000 | PA      | $1694352.50   | 0.37%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                      | Pioneer Natural Resources Co.                                                              | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      15000 | NS      | $3455250.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                           | DraftKings Holdings, Inc.                                                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $1442790.00   | 0.32%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                           | Central Garden & Pet Co.                                                                   | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3011077.35   | 0.66%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                                     | Ingevity Corp.                                                                             | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    2223000 | PA      | $1959018.75   | 0.43%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                                                          | Silicon Laboratories, Inc.                                                                 | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |    1552000 | PA      | $2160228.80   | 0.47%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                             | Encompass Health Corp.                                                                     | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    2987000 | PA      | $2632418.58   | 0.58%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                        | Verizon Communications, Inc.                                                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      75000 | NS      | $3117750.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | OneMain Finance Corp.                                                                      | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2531385.00   | 0.55%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -900000 | NC      | $-1648.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                             | McGraw-Hill Education, Inc.                                                                | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    2492000 | PA      | $2128753.62   | 0.47%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                               | Sirius XM Radio, Inc.                                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3677000 | PA      | $3277604.26   | 0.72%             | 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        |      20000 | NS      | $4165000.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                           | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      20000 | NS      | $1453000.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                                          | Aretec Escrow Issuer, Inc.                                                                 | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     362000 | PA      | $318481.61    | 0.07%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                           | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1046000 | PA      | $911204.07    | 0.20%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Macro Risk Advisors, LLC                                                          | Aptiv PLC                                                                                  | CUSIP: N/A<br>LEI: 254900MJHRL6XM3JXB53       | N/A              | DE               |  | JE        |       -150 | NC      | $-89250.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                                                            | Vishay Intertechnology, Inc.                                                               | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997600.00   | 0.44%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                | Valero Energy Corp.                                                                        | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      20000 | NS      | $2800600.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                                                                  | Zillow Group, Inc.                                                                         | CUSIP: 98954MAG6<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |    4974000 | PA      | $5983722.00   | 1.31%             | 2026-09-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                          | Jacobs Entertainment, Inc.                                                                 | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    1762000 | PA      | $1624859.19   | 0.36%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                  | CSC Holdings LLC                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $1953312.24   | 0.43%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                         | Boeing Co.                                                                                 | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $868456.64    | 0.19%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROHM COMPANY LTD                                                                  | Rohm Company Ltd.                                                                          | CUSIP: ZQ6794247<br>LEI: 5493009V2FGDEP7JFE59 | Long             | DBT              | CORP              | JP        |  170000000 | PA      | $1367699.64   | 0.30%             | 2024-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                                                                         | IMAX Corp.                                                                                 | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3176250.00   | 0.69%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                                | Kontoor Brands, Inc.                                                                       | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    2108000 | PA      | $1825917.98   | 0.40%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                 | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $2599548.38   | 0.57%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                                                 | Nippon Steel Corp.                                                                         | CUSIP: BR4845219<br>LEI: 35380065QWQ4U2V3PA33 | Long             | DBT              | CORP              | JP        |  130000000 | PA      | $1178342.11   | 0.26%             | 2026-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                    | Eli Lilly & Co.                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       7000 | NS      | $2409050.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                          | Permian Resources Operating LLC                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2942597.21   | 0.64%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                                                 | Vista Outdoor, Inc.                                                                        | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |    1763000 | PA      | $1428382.60   | 0.31%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                                                          | Etsy, Inc.                                                                                 | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    1963000 | PA      | $2027975.30   | 0.44%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                              | Chart Industries, Inc.                                                                     | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |      57783 | NS      | $3287274.87   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                          | Alterra Mountain Co.                                                                       | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    2666453 | PA      | $2655341.66   | 0.58%             | 2028-08-17      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                           | JPMorgan Chase Bank North America                                                          | CUSIP: BO0411732<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |     800000 | PA      | $907240.68    | 0.20%             | 2024-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                          | Northern Oil and Gas, Inc.                                                                 | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $2182142.50   | 0.48%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                           | JPMorgan Chase Bank North America                                                          | CUSIP: BP9257679<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1835800.47   | 0.40%             | 2024-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                             | Lumentum Holdings, Inc.                                                                    | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    2656000 | PA      | $2146313.60   | 0.47%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RAG-STIFTUNG                                                                      | RAG-Stiftung                                                                               | CUSIP: BJ9815504<br>LEI: 529900C4BQB2G2UM9E04 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $828654.28    | 0.18%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVE BATTERY INVESTMENT L                                                          | Eve Battery Investment Ltd.                                                                | CUSIP: BS4547102<br>LEI: 655600YHAC8Z3JTNW753 | Long             | DBT              | CORP              | VG        |    1451000 | PA      | $1257291.50   | 0.27%             | 2026-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                            | Match Group Holdings II LLC                                                                | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3104000 | PA      | $2672792.32   | 0.58%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                          | EnLink Midstream Partners, LP                                                              | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $1860036.98   | 0.41%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PGIM Global High Yield Fund In                                                    | PGIM Global High Yield Fund, Inc.                                                          | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             | EC               | RF                | US        |     200000 | NS      | $2370000.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITUAN                                                                           | Meituan                                                                                    | CUSIP: BP1721839<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    2300000 | PA      | $1994675.00   | 0.44%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -250000 | NC      | $-2419.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                                                      | Carrefour S.A.                                                                             | CUSIP: AN8852740<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1963940.00   | 0.43%             | 2023-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                    | Transocean, Inc.                                                                           | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     557000 | PA      | $575868.38    | 0.13%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UPWORK INC                                                                        | Upwork, Inc.                                                                               | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |    1474000 | PA      | $1164533.70   | 0.25%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                                | Cellnex Telecom S.A.                                                                       | CUSIP: AZ3212430<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    1500000 | PA      | $1789673.61   | 0.39%             | 2028-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                                                       | CONMED Corp.                                                                               | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |    1444000 | PA      | $1381186.00   | 0.30%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                          | Equities Corp.                                                                             | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      60000 | NS      | $1960200.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                            | Liberty Broadband Corp.                                                                    | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1608125.00   | 0.35%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN GREETINGS CORP                                                           | American Greetings Corp.                                                                   | CUSIP: 026375AR6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | DBT              | CORP              | US        |    1931000 | PA      | $1914229.27   | 0.42%             | 2025-04-15      | Fixed         | 8.75%                 | 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        |    3682000 | PA      | $3635975.00   | 0.79%             | 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        |    1711000 | PA      | $1529249.03   | 0.33%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                    | GE HealthCare Technologies, Inc.                                                           | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      35000 | NS      | $2433200.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                           | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.                                          | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2648000 | PA      | $2586407.52   | 0.57%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                                                           | Realogy Group LLC / Realogy Company-Issuer Corp.                                           | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1534909.60   | 0.34%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                            | CenterPoint Energy, Inc.                                                                   | CUSIP: 15189T206<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      17881 | PA      | $748766.88    | 0.16%             | 2029-09-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                          | Primo Water Holdings, Inc.                                                                 | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    4294000 | PA      | $3751968.38   | 0.82%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                              | Glencore Funding LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     200000 | PA      | $232684.00    | 0.05%             | 2025-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                 | Ivanhoe Mines Ltd.                                                                         | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    1187000 | PA      | $1664174.00   | 0.36%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                     | Nordstrom, Inc.                                                                            | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    1708000 | PA      | $1623001.38   | 0.35%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                           | Macy's Retail Holdings LLC                                                                 | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2689635.00   | 0.59%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                               | Exact Sciences Corp.                                                                       | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    1381000 | PA      | $1308497.50   | 0.29%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC                                                                   | TripAdvisor, Inc.                                                                          | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |    2356000 | PA      | $2368239.42   | 0.52%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien AG                                                                 | LEG Immobilien AG                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     600000 | PA      | $616100.60    | 0.13%             | 2025-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                             | Civitas Resources, Inc.                                                                    | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    1967000 | PA      | $1843993.66   | 0.40%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                           | BioMarin Pharmaceutical, Inc.                                                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     299000 | PA      | $337870.00    | 0.07%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CEREVEL THERAP HLDS INC                                                           | Cerevel Therapeutics Holdings, Inc.                                                        | CUSIP: 15678UAA0<br>LEI: 254900RJNIRS9COSQR41 | Long             | DBT              | CORP              | US        |     770000 | PA      | $805420.00    | 0.18%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                  | TriNet Group, Inc.                                                                         | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $2547737.34   | 0.56%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                                           | Liberty Interactive LLC                                                                    | CUSIP: 530610AD6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     317000 | PA      | $348937.75    | 0.08%             | 2046-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                     | Wolfspeed, Inc.                                                                            | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    2279000 | PA      | $2085285.00   | 0.46%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                                           | SPIE SA                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     700000 | PA      | $769836.23    | 0.17%             | 2028-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RH                                                                                | RH                                                                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      10000 | NS      | $3119900.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES INC                                                             | Nabors Industries, Inc.                                                                    | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    3852000 | PA      | $3849958.44   | 0.84%             | 2027-05-15      | Fixed         | 7.38%                 | 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        |    3103000 | PA      | $2815289.84   | 0.62%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                                                          | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.                          | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1416000 | PA      | $1022203.26   | 0.22%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                       | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     832000 | PA      | $779896.00    | 0.17%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                  | ArcelorMittal S.A.                                                                         | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | US        |     100000 | NS      | $3094000.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                                                                     | Blackline, Inc.                                                                            | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $1817859.38   | 0.40%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WUXI APPTEC CO LTD                                                                | WuXi AppTec Company Ltd.                                                                   | CUSIP: ZR4552470<br>LEI: 254900OEPQLZSPLN9175 | Long             | DBT              | CORP              | CN        |     200000 | PA      | $306000.00    | 0.07%             | 2024-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                                           | Pediatrix Medical Group, Inc.                                                              | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3101000 | PA      | $2744602.07   | 0.60%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                          | NCR Corp.                                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    1704000 | PA      | $1486408.15   | 0.32%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                     | Synaptics, Inc.                                                                            | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    3076000 | PA      | $2668752.00   | 0.58%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                       | Chemours Co.                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2206000 | PA      | $1846212.21   | 0.40%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                          | Spirit Loyalty Cayman Limited / Spirit IP Cayman Ltd                                       | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3150000 | PA      | $3211425.00   | 0.70%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                    | Halliburton Co.                                                                            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     100000 | NS      | $4122000.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MAKEMYTRIP LIMITED                                                                | MakeMyTrip Ltd.                                                                            | CUSIP: 56087FAB0<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     973000 | PA      | $1001217.00   | 0.22%             | 2028-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                     | PRA Group, Inc.                                                                            | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    3387000 | PA      | $2913111.49   | 0.64%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                          | Snap, Inc.                                                                                 | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3703000.00   | 0.81%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                        | Dexcom, Inc.                                                                               | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    2592000 | PA      | $2742336.00   | 0.60%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                             | Genesis Energy Limited Partnership / Genesis Energy Finance Corp.                          | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1133857.62   | 0.25%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                             | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1883217.15   | 0.41%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                             | Caesars Entertainment, Inc.                                                                | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3130713.12   | 0.68%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                         | News Corp.                                                                                 | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    3039000 | PA      | $2865154.01   | 0.63%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                            | Lumen Technologies, Inc.                                                                   | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    3831000 | PA      | $3232348.79   | 0.71%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                                               | Amadeus IT Group S.A.                                                                      | CUSIP: BH5506184<br>LEI: 9598004A3FTY3TEHHN09 | Long             | DBT              | CORP              | ES        |    1500000 | PA      | $1952710.77   | 0.43%             | 2025-04-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                                       | Datadog, Inc.                                                                              | CUSIP: 23804LAB9<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1317800.00   | 0.29%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CUTERA INC                                                                        | Cutera, Inc.                                                                               | CUSIP: 232109AF5<br>LEI: 529900NPKPEWJWR21Z42 | Long             | DBT              | CORP              | US        |     806000 | PA      | $723868.60    | 0.16%             | 2029-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                                             | Lantheus Holdings, Inc.                                                                    | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $2151303.30   | 0.47%             | 2027-12-15      | Fixed         | 2.62%                 | 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        |    3036000 | PA      | $2805681.45   | 0.61%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                             | CyberArk Software Ltd.                                                                     | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    4059000 | PA      | $4482759.60   | 0.98%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | Ford Motor Credit Company LLC                                                              | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5362000 | PA      | $5329902.00   | 1.16%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                     | Parkland Corp.                                                                             | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    3012000 | PA      | $2592319.51   | 0.57%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                                           | Sea Ltd.                                                                                   | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     525000 | PA      | $558810.00    | 0.12%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                         | Aptiv plc                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      15000 | NS      | $1696350.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -1500000 | NC      | $693.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                                                  | Zhongsheng Group Holdings Ltd.                                                             | CUSIP: BJ4661549<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |   14000000 | PA      | $2123607.05   | 0.46%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                            | Edgewell Personal Care Co.                                                                 | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    2687000 | PA      | $2358944.17   | 0.52%             | 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        |      30000 | NS      | $2414400.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                               | American Express Co.                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      15000 | NS      | $2623950.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                      | KKR & Company, Inc.                                                                        | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      18104 | NS      | $1223106.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATIO                                                          | Varex Imaging Corp.                                                                        | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    2503000 | PA      | $2492887.88   | 0.54%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                    | Morgan Stanley                                                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      30000 | NS      | $2919900.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                                                                  | Radian Group, Inc.                                                                         | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1568800.44   | 0.34%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                                                               | Dave & Buster's, Inc.                                                                      | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |    2873000 | PA      | $2923421.15   | 0.64%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                                          | Marriott Vacations Worldwide Corp.                                                         | CUSIP: 57164YAE7<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    5648000 | PA      | $6099840.00   | 1.33%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                                                         | Chegg, Inc.                                                                                | CUSIP: 163092AD1<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2653500.00   | 0.58%             | 2025-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Macro Risk Advisors, LLC                                                          | Parker-Hannifin Corp                                                                       | CUSIP: N/A<br>LEI: 254900MJHRL6XM3JXB53       | N/A              | DE               |  | US        |       -130 | NC      | $-78000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                        | AbbVie, Inc.                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      20000 | NS      | $2955000.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO                                                            | Victoria's Secret & Co.                                                                    | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    6029000 | PA      | $5010460.74   | 1.09%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                                                           | Evergreen Acqco 1 Limited Partnership / TVI, Inc.                                          | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2752333.92   | 0.60%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                                                | Enphase Energy, Inc.                                                                       | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    4398000 | PA      | $4751097.87   | 1.04%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                          | Occidental Petroleum Corp.                                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1799000 | PA      | $1879392.81   | 0.41%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macro Risk Advisors, LLC                                                          | ASML Holding NV                                                                            | CUSIP: N/A<br>LEI: 254900MJHRL6XM3JXB53       | N/A              | DE               |  | NL        |        -45 | NC      | $-75600.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                            | Jazz Investments I Ltd.                                                                    | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2980000 | PA      | $3512675.00   | 0.77%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                       | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    5541000 | PA      | $4252717.50   | 0.93%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sika AG                                                                           | Sika A.G.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CH        |    1300000 | PA      | $1971825.85   | 0.43%             | 2025-06-05      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                                     | LGI Homes, Inc.                                                                            | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      15000 | NS      | $1707750.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                                                 | Rakuten Group, Inc.                                                                        | CUSIP: 75102WAD0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    1763000 | PA      | $1791598.35   | 0.39%             | 2024-11-30      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                               | Insulet Corp.                                                                              | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     999000 | PA      | $1384114.50   | 0.30%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                     | Carnival Corp.                                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1751000 | PA      | $1512233.64   | 0.33%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                            | Clydesdale Acquisition Holdings, Inc.                                                      | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1801844.96   | 0.39%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| First Trust High Yield Opportu                                                    | First Trust High Yield Opportunities 2027 Term Fund                                        | CUSIP: 33741Q107<br>LEI: 549300VWTG40J7RZE994 | Long             | EC               | RF                | US        |     150000 | NS      | $2206500.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                           | Veolia Environnement S.A.                                                                  | CUSIP: ZR4789767<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      58552 | PA      | $2030436.87   | 0.44%             | 2025-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                     | DISH DBS Corp.                                                                             | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1474000 | PA      | $1392819.45   | 0.30%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver SGD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |    -522368 | NC      | $-10718.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                | Seagate HDD Cayman                                                                         | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    1644000 | PA      | $1510038.66   | 0.33%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                                            | MACOM Technology Solutions Holdings, Inc.                                                  | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     779000 | PA      | $807823.00    | 0.18%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                                                             | STMicroelectronics N.V.                                                                    | CUSIP: BK6867067<br>LEI: 213800Z8NOHIKRI42W10 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1448328.00   | 0.32%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                        | Intuit, Inc.                                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       7000 | NS      | $2958690.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                                                         | Occidental Petroleum Corp.                                                                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      50000 | NS      | $3239500.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                                   | ASML Holding N.V.                                                                          | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | US        |       4500 | NS      | $2973780.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                                                | CNX Resources Corp.                                                                        | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2218191.11   | 0.48%             | 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        |    1991000 | PA      | $1530521.52   | 0.33%             | 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        |    4990000 | PA      | $4762955.00   | 1.04%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | Barclays Bank plc                                                                          | CUSIP: BT5210856<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1775465.20   | 0.39%             | 2025-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                                                                      | Zscaler, Inc.                                                                              | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3468100.00   | 0.76%             | 2025-07-01      | Fixed         | 0.12%                 | 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        |   20580400 | NC      | $2255.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                                                               | Bentley Systems, Inc.                                                                      | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |    1772000 | PA      | $1646188.00   | 0.36%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                              | Bank of America Corp.                                                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       7821 | NS      | $9730888.20   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                            | Harvest Midstream I, LP                                                                    | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    2522000 | PA      | $2485758.86   | 0.54%             | 2028-09-01      | Fixed         | 7.50%                 | 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        |     133076 | NC      | $-621.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                         | MGM Resorts International                                                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      60000 | NS      | $2484600.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VINGROUP JSC                                                                      | Vingroup JSC                                                                               | CUSIP: BP0704034<br>LEI: 254900MJ9C15O3O1V757 | Long             | DBT              | CORP              | VN        |    1400000 | PA      | $1073800.00   | 0.23%             | 2026-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                                                                       | HubSpot, Inc.                                                                              | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |     784000 | PA      | $1085840.00   | 0.24%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                          | Equities Corp.                                                                             | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $2677963.50   | 0.59%             | 2026-05-01      | Fixed         | 1.75%                 | 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        |    1106000 | PA      | $775562.18    | 0.17%             | 2041-06-01      | Fixed         | 3.50%                 | 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        |     254802 | NC      | $7019.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIVE9 INC                                                                         | Five9, Inc.                                                                                | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |    5337000 | PA      | $5054139.00   | 1.10%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                            | NXP BV / NXP Funding LLC / NXP USA, Inc.                                                   | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1106000 | PA      | $819015.06    | 0.18%             | 2041-05-11      | 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        |    -315000 | NC      | $-9819.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                           | Akamai Technologies, Inc.                                                                  | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2109400.00   | 0.46%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                           | American Electric Power Company, Inc.                                                      | CUSIP: 02557T307<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EP               | CORP              | US        |      10847 | NS      | $558078.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                             | McGraw-Hill Education, Inc.                                                                | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     271000 | PA      | $238509.58    | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIMC ENRIC HOLDINGS LTD                                                           | CIMC Enric Holdings Ltd.                                                                   | CUSIP: BS5175416<br>LEI: 254900RKJGCDZN5ZOB09 | Long             | DBT              | CORP              | KY        |   10000000 | PA      | $1303812.57   | 0.28%             | 2026-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver JPY                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |  -22000000 | NC      | $2180.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                           | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1743000 | PA      | $1823361.02   | 0.40%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                  | Deutsche Post AG                                                                           | CUSIP: AQ3253046<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1569797.56   | 0.34%             | 2025-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                          | Ford Motor Credit Company LLC                                                              | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3062000 | PA      | $2843001.44   | 0.62%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANA HOLDINGS INC                                                                  | ANA Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |  180000000 | PA      | $1509573.60   | 0.33%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                             | Schneider Electric SE                                                                      | CUSIP: BM6028963<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       3103 | PA      | $638984.11    | 0.14%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                                                            | Singapore Airlines Ltd.                                                                    | CUSIP: BM4690772<br>LEI: 549300ZG62N2599PWR15 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $425400.39    | 0.09%             | 2025-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                                                                | Enphase Energy, Inc.                                                                       | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      14000 | NS      | $3099320.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                            | Southwestern Energy Co.                                                                    | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    2071000 | PA      | $1929188.28   | 0.42%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                                                  | Haemonetics Corp.                                                                          | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1443324.20   | 0.32%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIRELLI & C SPA                                                                   | Pirelli & C SpA                                                                            | CUSIP: BN0747038<br>LEI: 815600A0C9AFC1F2A709 | Long             | DBT              | CORP              | IT        |    4300000 | PA      | $4564289.46   | 1.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABERCROMBIE & FITCH MANA                                                          | Abercrombie & Fitch Management Co.                                                         | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2260009.65   | 0.49%             | 2025-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                                                | Palo Alto Networks, Inc.                                                                   | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |    3112000 | PA      | $5116128.00   | 1.12%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                                                          | LSF9 Atlantis Holdings LLC / Victra Finance Corp.                                          | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3373000 | PA      | $3073628.11   | 0.67%             | 2026-02-15      | Fixed         | 7.75%                 | 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        |  110000000 | NC      | $17552.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                     | Cable One, Inc.                                                                            | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $861679.00    | 0.19%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                               | NCL Corporation Ltd.                                                                       | CUSIP: 62886HAX9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    4935000 | PA      | $5670315.00   | 1.24%             | 2025-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                      | Dufry One BV                                                                               | CUSIP: BO7646199<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $779010.14    | 0.17%             | 2026-03-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                                             | DigitalOcean Holdings, Inc.                                                                | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    2876000 | PA      | $2221710.00   | 0.49%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                              | JetBlue Airways Corp.                                                                      | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1079493.50   | 0.24%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                               | Sprint Capital Corp.                                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $2230606.80   | 0.49%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                              | EnLink Midstream LLC                                                                       | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     345000 | PA      | $351932.78    | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZTO EXPRESS KY INC                                                                | ZTO Express Cayman, Inc.                                                                   | CUSIP: 98980AAA3<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |    2164000 | PA      | $2403122.00   | 0.53%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Macro Risk Advisors, LLC                                                          | American Express Co                                                                        | CUSIP: N/A<br>LEI: 254900MJHRL6XM3JXB53       | N/A              | DE               |  | US        |       -150 | NC      | $-30750.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                                          | Telesat Canada / Telesat LLC                                                               | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1134000 | PA      | $556958.43    | 0.12%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                          | First Quantum Minerals Ltd.                                                                | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    3475000 | PA      | $3474287.63   | 0.76%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WH SMITH PLC                                                                      | WH Smith plc                                                                               | CUSIP: BP3126219<br>LEI: 2138001KJNGUJ34G7X91 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1028558.93   | 0.22%             | 2026-05-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MICHAEL KORS USA INC                                                              | Michael Kors USA, Inc.                                                                     | CUSIP: 59408TAA8<br>LEI: 549300MIBZ1H6BCOET19 | Long             | DBT              | CORP              | US        |    1117000 | PA      | $1087388.33   | 0.24%             | 2024-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                          | Consensus Cloud Solutions, Inc.                                                            | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3002000 | PA      | $2814795.28   | 0.62%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                 | ASGN, Inc.                                                                                 | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    2607000 | PA      | $2381585.48   | 0.52%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                             | Lumentum Holdings, Inc.                                                                    | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1282062.50   | 0.28%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                      | AES Corp.                                                                                  | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |      10249 | NS      | $1023260.16   | 0.22%             |  |  |  | No            |                  1 | 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        |   22376306 | NS      | $22376305.56  | 4.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                                                          | Scientific Games International, Inc.                                                       | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    3362000 | PA      | $3429374.48   | 0.75%             | 2025-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                  | MGM Resorts International                                                                  | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2221000 | PA      | $2238814.64   | 0.49%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Macro Risk Advisors, LLC                                                          | Valero Energy Corp                                                                         | CUSIP: N/A<br>LEI: 254900MJHRL6XM3JXB53       | N/A              | DE               |  | US        |       -200 | NC      | $-92000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                 | Bharti Airtel Ltd.                                                                         | CUSIP: ZP4052509<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    1050000 | PA      | $1345050.00   | 0.29%             | 2025-02-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                                                                      | Farfetch Ltd.                                                                              | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |    1835000 | PA      | $1615717.50   | 0.35%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                                                                    | PagerDuty, Inc.                                                                            | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3180000.00   | 0.69%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                          | HLF Financing Sarl LLC / Herbalife International, Inc.                                     | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2326000 | PA      | $1710335.92   | 0.37%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                                          | Marriott Vacations Worldwide Corp.                                                         | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1487941.00   | 0.33%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                        | Airbnb, Inc.                                                                               | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    1091000 | PA      | $939351.00    | 0.21%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                | NextEra Energy, Inc.                                                                       | CUSIP: 65339F739<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      57664 | NS      | $2761528.96   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                  | SCGEN RR 1.535% 12/15/23                                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -19000810 | PA      | $-19000810.14 | -4.15%            |  |  |  | No            |                  2 | On Loan: No      |
| LENOVO                                                                            | Lenovo                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    1031000 | PA      | $1024556.25   | 0.22%             | 2029-08-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                 | Barclays Bank plc                                                                          | CUSIP: 06738G8A1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     624000 | PA      | $820965.60    | 0.18%             | 2025-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK HOLDINGS INC                                                             | Cinemark Holdings, Inc.                                                                    | CUSIP: 17243VAB8<br>LEI: 549300LL2QMPTYIE0K55 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1846716.80   | 0.40%             | 2025-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                          | Ferrellgas Limited Partnership / Ferrellgas Finance Corp.                                  | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1969368.75   | 0.43%             | 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        |    2047000 | PA      | $1891458.71   | 0.41%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SBI HOLDINGS INC                                                                  | SBI Holdings, Inc.                                                                         | CUSIP: BK4146019<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | DBT              | CORP              | JP        |  130000000 | PA      | $1074628.01   | 0.23%             | 2025-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                             | Micron Technology, Inc.                                                                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $788030.05    | 0.17%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                    | Bombardier, Inc.                                                                           | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2656000 | PA      | $2649599.04   | 0.58%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                                                              | SL Green Realty Corp.                                                                      | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      75000 | NS      | $3086250.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SA                                                                | Cellnex Telecom S.A.                                                                       | CUSIP: BM3171360<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     700000 | PA      | $639623.50    | 0.14%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                                     | Urban One, Inc.                                                                            | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    5159000 | PA      | $4698997.77   | 1.03%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                      | New Gold, Inc.                                                                             | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1581916.30   | 0.35%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                     | TransDigm, Inc.                                                                            | CUSIP: 89364MBW3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    3707539 | PA      | $3695697.10   | 0.81%             | 2025-12-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                          | Hilton Domestic Operating Company, Inc.                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $2984208.43   | 0.65%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                           | International Game Technology plc                                                          | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4044560.00   | 0.88%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM                                                                               | International Business Machines Corp.                                                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      25000 | NS      | $3368250.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                                                                 | Bloom Energy Corp.                                                                         | CUSIP: 093712AH0<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     648000 | PA      | $1069200.00   | 0.23%             | 2025-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                            | Comstock Resources, Inc.                                                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    2356000 | PA      | $2166082.84   | 0.47%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                                          | Sarepta Therapeutics, Inc.                                                                 | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |    4741000 | PA      | $5399999.00   | 1.18%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                                                 | Nippon Steel Corp.                                                                         | CUSIP: BR4844972<br>LEI: 35380065QWQ4U2V3PA33 | Long             | DBT              | CORP              | JP        |  170000000 | PA      | $1508227.92   | 0.33%             | 2024-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                           | Pebblebrook Hotel Trust                                                                    | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |    5596000 | PA      | $5142724.00   | 1.12%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                 | DISH Network Corp.                                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1448675.28   | 0.32%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                        | Dexcom, Inc.                                                                               | CUSIP: 252131AH0<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     321000 | PA      | $837007.50    | 0.18%             | 2023-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC                                                                     | Envestnet, Inc.                                                                            | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1316692.50   | 0.29%             | 2027-12-01      | Fixed         | 2.62%                 | 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        |    -750000 | NC      | $-164.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                          | American Airlines Incorporated/AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2653589.95   | 0.58%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                       | Staples, Inc.                                                                              | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    2489000 | PA      | $1900675.07   | 0.42%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                            | Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.            | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1712000 | PA      | $1654238.71   | 0.36%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HLDGS BM LTD                                                             | Carnival Holdings Bermuda Ltd.                                                             | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     835000 | PA      | $904075.38    | 0.20%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                             | Genesis Energy Limited Partnership / Genesis Energy Finance Corp.                          | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2467000 | PA      | $2426938.70   | 0.53%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                               | Sirius XM Radio, Inc.                                                                      | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1802960.52   | 0.39%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                                          | Okta, Inc.                                                                                 | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1082193.00   | 0.24%             | 2025-09-01      | Fixed         | 0.12%                 | 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        |  -17000000 | NC      | $96.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                             | Bath & Body Works, Inc.                                                                    | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $2041670.77   | 0.45%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                                 | Service Corporation International                                                          | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    2271000 | PA      | $1911727.80   | 0.42%             | 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        |    5958000 | PA      | $6389955.00   | 1.40%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VINPEARL JSC                                                                      | Vinpearl JSC                                                                               | CUSIP: BR4817572<br>LEI: 213800D8TU57ZQLBPB84 | Long             | DBT              | CORP              | VN        |    1200000 | PA      | $888000.00    | 0.19%             | 2026-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                       | McAfee Corp.                                                                               | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1658099.12   | 0.36%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                           | New Fortress Energy, Inc.                                                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2887000 | PA      | $2660402.20   | 0.58%             | 2026-09-30      | Fixed         | 6.50%                 | 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        |     400000 | NC      | $8529.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                                                | Unity Software, Inc.                                                                       | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1069328.00   | 0.23%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                            | Blackstone Mortgage Trust, Inc.                                                            | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     781000 | PA      | $713150.63    | 0.16%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                                       | CURRENCY CONTRACT - Rec USD / Deliver HKD                                                  | CUSIP: N/A<br>LEI: HPFHU0OQ28E4N0NFVK49       | N/A              | DFE              |  | US        |   -3048260 | NC      | $375.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Robert White

**Name of Signer:** Robert White

**Title:** Treasurer and CFO