# EDGAR Filing Document

**Accession Number:** 0001717457
**File Stem:** 0001752724-25-161578
**Filing Date:** 2025-6
**Character Count:** 287077
**Document Hash:** 3f30b89319eb370723836947a1c456a7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161578.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161578

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calamos Long/Short Equity & Dynamic Income Trust
- **CENTRAL INDEX KEY:** 0001717457

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23295
- **FILM NUMBER:** 251083899

**BUSINESS ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563
- **BUSINESS PHONE:** 630-245-7200

**MAIL ADDRESS:**
- **STREET 1:** 2020 CALAMOS COURT
- **CITY:** NAPERVILLE
- **STATE:** IL
- **ZIP:** 60563

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Calamos Long/Short Equity & Dynamic Income Term Trust
- **DATE OF NAME CHANGE:** 20190604

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Calamos Long/Short Equity & Income 2028 Term Trust
- **DATE OF NAME CHANGE:** 20171107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Calamos Long/Short Equity Income 2028 Term Trust
- **DATE OF NAME CHANGE:** 20170919

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Calamos Long/Short Equity & Dynamic Income Trust

- **b. Investment Company Act file number:** 811-23295

- **c. CIK number of Registrant:** 0001717457

- **d. LEI of Registrant:** 54930028TUOZZMUQBY94

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

  - **Street Address 1:** 2020 Calamos Court

  - **City:** Naperville

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

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

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

- **a. Name of Series:** Calamos Long/Short Equity & Dynamic Income Trust

- **c. LEI of Series:** 54930028TUOZZMUQBY94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $585301583.38

**Total Liabilities:** $254463183.53

**Net Assets:** $330838399.85

**Delayed Delivery Securities:** $414743.75

**Cash Not Reported:** $173798672.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -175.42000000 | **1-Year:** -1917.28000000 | **5-Year:** -5390.42000000 | **10-Year:** -8337.66000000 | **30-Year:** -9486.63000000

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

- **3-Month:** -355.36000000 | **1-Year:** -6600.04000000 | **5-Year:** -16430.00000000 | **10-Year:** -10351.92000000 | **30-Year:** -10324.14000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.06%               | 1.22%                | -1.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6392967.86             | $327012.85                                 |
| Month 2  | $749431.39               | $1118860.29                                |
| Month 3  | $15283436.36             | $-11631315.27                              |

**Designated Index Information**

- **Index Name:** Calamos Blended Benchmark

- **Index Identifier:** CI_Blend

### Schedule of Portfolio Investments

| Name                                       | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MATADOR RESOURCES CO                       | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216936.00    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALASKA AIR 2020-1 CL B                     | Alaska Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35490 | PA      | $35748.89     | 0.01%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                    | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    190000 | PA      | $71141.70     | 0.02%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                      | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143183.15    | 0.04%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                        | AssuredPartners Inc 2024 Incremental Term Loan B5                                | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    222750 | PA      | $223017.30    | 0.07%             | 2031-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                   | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $155122.96    | 0.05%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                   | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48221.28     | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                          | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    138250 | PA      | $137835.25    | 0.04%             | 2031-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                        | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183635.00    | 0.06%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                       | Telephone and Data Systems Inc                                                   | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16781 | NS      | $311623.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                         | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     18155 | NS      | $346034.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                               | Comerica Inc                                                                     | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    830000 | PA      | $825891.50    | 0.25%             | 2025-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                         | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205056.72    | 0.06%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                   | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     99002 | PA      | $98659.81     | 0.03%             | 2031-06-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                      | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $244830.60    | 0.07%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIME BROKER CA             | MORGAN STANLEY PRIME BROKER CA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | CA        |      -229 | NS      | $-166.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                     | SPDR S&P 500 ETF Trust                                                           | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |   -157500 | NS      | $-87340050.00 | -26.40%           |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                          | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    145000 | PA      | $142402.33    | 0.04%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     57000 | NS      | $12541140.00  | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc         | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    110330 | PA      | $107323.51    | 0.03%             | 2028-08-23      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                   | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103417.64    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                    | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186842.20    | 0.06%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                              | Nordstrom Inc                                                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63180.00     | 0.02%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                          | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195571.56    | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                     | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     95000 | PA      | $90105.60     | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| DELUXE CORP                                | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50088.50     | 0.02%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER INC                          | GUITAR CENTER INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3615 | NS      | $54225.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                   | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $172547.65    | 0.05%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                               | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46596.00     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                 | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    222600 | PA      | $220095.94    | 0.07%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                       | ONEOK Inc                                                                        | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    113000 | PA      | $119768.70    | 0.04%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                   | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    164000 | PA      | $150166.60    | 0.05%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1207 | NC      | $-111647.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                        | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    255000 | PA      | $233865.60    | 0.07%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                   | Brookfield Property Partners LP                                                  | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     10775 | NS      | $155267.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91628.10     | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                   | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95639.40     | 0.03%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $193126.40    | 0.06%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                           | United States Cellular Corp                                                      | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |     82000 | PA      | $88828.96     | 0.03%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       835 | NC      | $17117.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                       | Global Net Lease Inc                                                             | CUSIP: 379378508<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               |  | US        |     10091 | NS      | $232193.91    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                          | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90952.12     | 0.03%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | VANECK SEMICONDUCTOR ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       820 | NC      | $1281250.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | 3M CO                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       735 | NC      | $63577.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $456974.40    | 0.14%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    538000 | PA      | $532851.34    | 0.16%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $82384.20     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                   | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $252321.28    | 0.08%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                      | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72938.60     | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145271.15    | 0.04%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ChampionX Corporation                      | ChampionX Corporation 2022 Term Loan B2                                          | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |    170639 | PA      | $171001.55    | 0.05%             | 2029-06-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1700 | NC      | $1110100.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227524.50    | 0.07%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     32000 | NS      | $6901120.00   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    195000 | PA      | $187061.55    | 0.06%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                    | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145632 | PA      | $144554.19    | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225919.40    | 0.07%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360770.40    | 0.11%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72856.00     | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $182533.95    | 0.06%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                            | BAE Systems PLC                                                                  | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    314000 | NS      | $7279348.11   | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    956000 | PA      | $930838.08    | 0.28%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     20500 | NS      | $8434520.00   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     92000 | PA      | $92129.72     | 0.03%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                    | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $202439.60    | 0.06%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                             | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       586 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                          | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188808.29    | 0.06%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344787.20    | 0.10%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                 | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122028.40    | 0.04%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    337000 | PA      | $322839.26    | 0.10%             | 2026-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71374.10     | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139230.00    | 0.04%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                 | Allianz SE                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $389168.00    | 0.12%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                        | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    182000 | PA      | $164578.96    | 0.05%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BOEING CO/THE                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       375 | NC      | $4125.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                     | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192715.20    | 0.06%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $676869.75    | 0.20%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                          | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85317.60     | 0.03%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     90500 | NS      | $6426405.00   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AUDACY INC                                 | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3316 | NS      | $61346.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                      | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $73179.45     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                 | Qwest Corp                                                                       | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62845.02     | 0.02%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -320 | NC      | $-95200.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                    | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189515.85    | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group Inc                                                                 | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    577000 | PA      | $575620.97    | 0.17%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                           | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365038.30    | 0.11%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ARD FINANCE SA                             | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    766825 | PA      | $20159.83     | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                    | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $92142.60     | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $283877.10    | 0.09%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                 | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184009.28    | 0.06%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                            | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    199000 | PA      | $163647.65    | 0.05%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    108000 | PA      | $79206.12     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    338000 | PA      | $295283.56    | 0.09%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $358382.55    | 0.11%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369562.50    | 0.11%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    113850 | PA      | $114419.25    | 0.03%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                      | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    214000 | NS      | $1537727.49   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                     | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $247822.50    | 0.07%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ENERSYS                                    | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91995.30     | 0.03%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                           | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83758.15     | 0.03%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS LLC               | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     17017 | PA      | $16838.32     | 0.01%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                     | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $724157.40    | 0.22%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                     | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |    -17000 | NS      | $-3177810.00  | -0.96%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                   | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152332.45    | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                   | AT&T Inc                                                                         | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      5425 | NS      | $123093.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ FINANCING LUX SARL                    | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                                | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    140353 | PA      | $140051.77    | 0.04%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                   | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AR9<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84457.95     | 0.03%             | 2046-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $120113.28    | 0.04%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $48163.95     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                     | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153021 | PA      | $144018.73    | 0.04%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       320 | NC      | $62880.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191428.80    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                          | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    188000 | PA      | $192513.88    | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                                                      | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621777.00    | 0.19%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                 | CoBank ACB                                                                       | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    500000 | PA      | $505128.99    | 0.15%             | 2029-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                    | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    283000 | PA      | $266871.83    | 0.08%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                      | LD Holdings Group LLC                                                            | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $150745.65    | 0.05%             | 2027-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                   | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $187164.00    | 0.06%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                        | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $190070.00    | 0.06%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                              | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113590.00    | 0.03%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc                 | Amynta Agency Borrower Inc 2024 1st Lien Term Loan B                             | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    133320 | PA      | $132306.18    | 0.04%             | 2031-12-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    510000 | PA      | $491578.80    | 0.15%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                            | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46824.48     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                         | Scripps Escrow Inc                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79234.00     | 0.02%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| 1261229 BC LTD                             | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245300.00    | 0.07%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                              | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    276080 | PA      | $292089.88    | 0.09%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1530 | NC      | $3408075.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181847.60    | 0.05%             | 2077-08-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    233000 | PA      | $200007.20    | 0.06%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| 3M Co                                      | 3M Co                                                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     73500 | NS      | $10209885.00  | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELESAT CANADA/TELESAT L                   | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $54836.00     | 0.02%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                           | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212323.50    | 0.06%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telesat Canada                             | Telesat Canada Term Loan B5                                                      | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    180000 | PA      | $99844.20     | 0.03%             | 2026-12-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                     | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97791.10     | 0.03%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                   | Benteler International AG                                                        | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $204300.00    | 0.06%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | PINTEREST INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2395 | NC      | $349670.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                            | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91583.10     | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                   | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $155486.10    | 0.05%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                   | VanEck Semiconductor ETF                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Short            | EC               | RF                | US        |    -82000 | NS      | $-17324960.00 | -5.24%            |  |  |  | No            |                  1 | On Loan: No      |
| II-VI Incorporated                         | II-VI Inc 2024 1st Lien Term Loan B                                              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    149896 | PA      | $148522.55    | 0.04%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                   | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Short            | EC               | CORP              | US        |    -30000 | NS      | $-3783900.00  | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP DE INC                           | APi Group DE Inc 2025 Term Loan                                                  | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    286710 | PA      | $286641.51    | 0.09%             | 2029-01-03      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    150000 | PA      | $146374.50    | 0.04%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                         | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $119057.50    | 0.04%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188744.00    | 0.06%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                           | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $140893.50    | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343854.60    | 0.10%             | 2029-05-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                              | Rite Aid Corp                                                                    | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     21297 | PA      | $14907.90     | 0.00%             | 2031-08-30      | Fixed         | 11.32%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    118000 | PA      | $111608.53    | 0.03%             | 2030-10-08      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    254000 | PA      | $259029.20    | 0.08%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                   | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319083.60    | 0.10%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                                          | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      3050 | NS      | $64965.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                          | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165623.00    | 0.05%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Amneal Pharmaceuticals LLC                 | Amneal Pharmaceuticals LLC 2023 Term Loan B                                      | CUSIP: 03167DAQ7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    625433 | PA      | $627818.63    | 0.19%             | 2028-05-04      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     92000 | PA      | $38790.88     | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                   | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $193785.65    | 0.06%             | 2029-03-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                          | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137875.49    | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                     | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116527.20    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     62300 | PA      | $45047.88     | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                        | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214746.40    | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                       | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    201000 | PA      | $169242.00    | 0.05%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                    | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56452 | PA      | $53941.00     | 0.02%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                        | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93992.64     | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                      | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279119.50    | 0.08%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $488888.40    | 0.15%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                     | Arch Capital Group Ltd                                                           | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     10576 | NS      | $179686.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                   | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140623.34    | 0.04%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD              | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     22500 | NS      | $5368050.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                          | BILL Holdings Inc                                                                | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |    104000 | NS      | $4739280.00   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc                          | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $308.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    293000 | PA      | $276299.00    | 0.08%             | 2028-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                     | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     81600 | PA      | $50134.22     | 0.02%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                      | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95910.72     | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                            | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53855.20     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    118000 | PA      | $109321.10    | 0.03%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                 | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    250000 | PA      | $254135.80    | 0.08%             | 2030-01-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144278.40    | 0.04%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                           | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $193798.60    | 0.06%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     89000 | PA      | $85042.17     | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                      | Life Time Fitness Inc 2024 Term Loan B                                           | CUSIP: 50218KAM0<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    189525 | PA      | $188648.45    | 0.06%             | 2031-11-05      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    571000 | PA      | $549536.11    | 0.17%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $168331.08    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                               | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    412000 | PA      | $408427.96    | 0.12%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                             | Transocean Inc                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $145618.20    | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     83500 | NS      | $13259800.00  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                  | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    178206 | PA      | $177268.26    | 0.05%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                 | Fertitta Entertainment LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     43650 | PA      | $42627.06     | 0.01%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    865000 | PA      | $868529.20    | 0.26%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                 | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    222000 | PA      | $195277.86    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -245 | NC      | $-162925.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45144.44     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                             | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246297.50    | 0.07%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41309.10     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                          | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342074.00    | 0.10%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                         | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $734721.30    | 0.22%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324888.30    | 0.10%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81927.12     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                           | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $266311.75    | 0.08%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                   | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    221000 | PA      | $214515.86    | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                            | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    685000 | PA      | $681821.60    | 0.21%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -905 | NC      | $-143442.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                 | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    113000 | NS      | $11644650.00  | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                    | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $183357.30    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                   | Virgin Media Bristol LLC USD Term Loan N                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    200000 | PA      | $197573.00    | 0.06%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48291.84     | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chinos Intermediate Holdings A, Inc.       | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 000000000<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    114712 | PA      | $109216.05    | 0.03%             | 2031-09-26      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |    113000 | PA      | $120072.67    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                     | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75154.28     | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $162442.56    | 0.05%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    344000 | PA      | $323521.68    | 0.10%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                        | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    185000 | PA      | $183801.20    | 0.06%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132714.40    | 0.04%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                              | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107490.88    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                   | Vertiv Group Corporation 2024 Term Loan B                                        | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    297008 | PA      | $296327.36    | 0.09%             | 2027-03-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                       | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      5295 | NS      | $96157.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                              | Celestica Inc                                                                    | CUSIP: 15101Q207<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | CA        |     36000 | NS      | $3072600.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | DE        |       125 | NC      | $4062.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                   | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     68712 | PA      | $64266.33     | 0.02%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GAP INC/THE                                | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61529.31     | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    690000 | PA      | $652036.20    | 0.20%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                    | QBE Insurance Group Ltd                                                          | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    785000 | PA      | $784819.45    | 0.24%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CELESTICA INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       775 | NC      | $63937.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Software Inc                        | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     95000 | PA      | $94485.10     | 0.03%             | 2028-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192177.40    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                          | Kimco Realty Corp                                                                | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               |  | US        |      4681 | NS      | $96803.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                      | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $27375.36     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                   | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AE5<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323550.80    | 0.10%             | 2037-05-15      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                    | Windstream Services LLC 2024 Term Loan B                                         | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |     95000 | PA      | $94643.75     | 0.03%             | 2031-10-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                    | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $50272.80     | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                   | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    188000 | PA      | $182499.12    | 0.06%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                          | Newell Brands Inc                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63241.60     | 0.02%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                    | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261867.70    | 0.08%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                 | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42769.06     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                              | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73467 | PA      | $46657.42     | 0.01%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $292019.55    | 0.09%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                     | JetBlue 2020-1 Class B Pass Through Trust                                        | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174211 | PA      | $176630.80    | 0.05%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $709365.00    | 0.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                 | US Bancorp                                                                       | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    655000 | PA      | $638723.25    | 0.19%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                          | At Home Group Inc                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    217000 | PA      | $58518.39     | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                   | W R Berkley Corp                                                                 | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      6480 | NS      | $125712.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1191347.95   | 0.36%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc. | Axalta Coating Systems US Holdings Inc 2024 Term Loan B                          | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    297732 | PA      | $298072.78    | 0.09%             | 2029-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                         | WR Grace & Co-Conn 2021 Term Loan B                                              | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    185905 | PA      | $182961.64    | 0.06%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36500 | NS      | $14426990.00  | 4.36%             |  |  |  | No            |                  1 | On Loan: —       |
| XHR LP                                     | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    190000 | PA      | $187547.10    | 0.06%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $185492.00    | 0.06%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                   | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24223.68     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                      | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    142000 | PA      | $133208.78    | 0.04%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35880.60     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                   | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $293926.50    | 0.09%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $712526.10    | 0.22%             | 2025-08-10      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| General Motors Co                          | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74059.20     | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                | SVC ABS LLC                                                                      | CUSIP: 78487JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $140042.41    | 0.04%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                              | DTE Energy Co                                                                    | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      6700 | NS      | $141839.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VFH PARENT LLC                             | VFH Parent LLC 2025 Term Loan B                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    185000 | PA      | $184537.50    | 0.06%             | 2031-06-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                              | Rite Aid Corp                                                                    | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     63397 | PA      | $15849.25     | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                           | United States Cellular Corp                                                      | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     15378 | NS      | $337700.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                               | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46193.00     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings Inc                                                               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     28000 | NS      | $4341960.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       245 | NC      | $40670.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                        | Northern Trust Corp                                                              | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |      1600 | NS      | $31552.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366288.90    | 0.11%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| EMPIRE RESORTS INC                         | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190734.00    | 0.06%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                             | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |        97 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FINANCING SA                        | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $147266.00    | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                    | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82485.70     | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    740000 | PA      | $633003.40    | 0.19%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                              | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189773.90    | 0.06%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | REDDIT INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1100 | NC      | $-108900.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    475000 | PA      | $477546.00    | 0.14%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $684379.20    | 0.21%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                              | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $55118.80     | 0.02%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1079006.24   | 0.33%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    646000 | PA      | $645683.46    | 0.20%             | 2027-04-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                   | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     34000 | NS      | $6376360.00   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                      | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76169.25     | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    928000 | PA      | $916836.16    | 0.28%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                      | Nabors Industries Ltd                                                            | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     68000 | PA      | $54145.68     | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp                                | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     95500 | NS      | $10401860.00  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     51000 | PA      | $52068.45     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                                   | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125916.00    | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                   | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    810000 | PA      | $785602.80    | 0.24%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320193.25    | 0.10%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BRINK'S CO/THE                             | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94302.76     | 0.03%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | REDDIT INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       550 | NC      | $103125.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $187045.50    | 0.06%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    765000 | PA      | $730467.90    | 0.22%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                               | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $194358.60    | 0.06%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    895000 | PA      | $890847.20    | 0.27%             | 2025-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                   | Windsor Holdings III LLC 2025 USD Term Loan B                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    182586 | PA      | $180759.78    | 0.05%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                   | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199894.00    | 0.06%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                   | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    144000 | PA      | $145198.08    | 0.04%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $672273.00    | 0.20%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    272000 | PA      | $251635.36    | 0.08%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORPORATION                       | Carnival Corporation 2025 Term Loan (2027)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     98853 | PA      | $99100.61     | 0.03%             | 2027-08-08      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     27000 | PA      | $27453.33     | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co                                                                    | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      5136 | NS      | $112324.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171949.90    | 0.05%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                 | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     41572 | NS      | $723352.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Patagonia Holdco LLC                       | Patagonia Holdco LLC Term Loan B1                                                | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |    175500 | PA      | $149961.24    | 0.05%             | 2029-08-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    185000 | PA      | $184733.60    | 0.06%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                              | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $64402.56     | 0.02%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                           | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $238493.50    | 0.07%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc        | American Axle and Manufacturing Inc 2022 Term Loan B                             | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    184000 | PA      | $180550.92    | 0.05%             | 2029-12-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                                                     | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    830000 | PA      | $780606.70    | 0.24%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC              | Sinclair Television Group Inc 2025 Term Loan B6                                  | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    100000 | PA      | $79031.50     | 0.02%             | 2029-12-31      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                    | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |    144000 | PA      | $104670.00    | 0.03%             | 2028-10-30      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                     | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71139.60     | 0.02%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433186.05    | 0.13%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                  | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    111636 | PA      | $110352.60    | 0.03%             | 2030-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92477.75     | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                      | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98592.00     | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                | Padagis LLC Term Loan B                                                          | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207059 | PA      | $193988.23    | 0.06%             | 2028-07-06      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TAIWAN SEMICONDUCTOR MANUFACTU                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |     -1035 | NC      | $-442462.50   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                          | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $99457.40     | 0.03%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                    | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    218000 | PA      | $196500.84    | 0.06%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                    | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $164662.00    | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                          | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    285000 | PA      | $280725.00    | 0.08%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                        | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76899.20     | 0.02%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267177.00    | 0.08%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                   | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88165.40     | 0.03%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                   | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131430.60    | 0.04%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                    | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $288039.60    | 0.09%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc        | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     81333 | PA      | $80870.95     | 0.02%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    485000 | PA      | $446461.90    | 0.13%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                        | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194844.00    | 0.06%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                           | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    166740 | PA      | $160893.45    | 0.05%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Short            | EC               | CORP              | US        |    -29000 | NS      | $-6162500.00  | -1.86%            |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER FLORIDA LLC                       | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $299267.88    | 0.09%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                     | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156289.50    | 0.05%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                       | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1523 | NS      | $31724.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                              | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    376703 | PA      | $373424.17    | 0.11%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    180000 | PA      | $180093.60    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                     | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    190000 | PA      | $197824.20    | 0.06%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    263000 | PA      | $245736.68    | 0.07%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                                    | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194156.00    | 0.06%             | 2026-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131983.60    | 0.04%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BEACON FUNDING TRUST                       | Beacon Funding Trust                                                             | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146140.50    | 0.04%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                    | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186089.65    | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   3989208 | NS      | $3989208.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                    | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $84989.80     | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DANA INC                                   | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142967.35    | 0.04%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    256000 | PA      | $246097.92    | 0.07%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                      | Level 3 Financing Inc                                                            | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    136580 | PA      | $136734.34    | 0.04%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -570 | NC      | $-65550.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                      | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141222.34    | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131037.75    | 0.04%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                             | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59798.00     | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RITE AID CMSR NOTE                         | RITE AID CMSR NOTE                                                               | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     14928 | PA      | $17167.20     | 0.01%             | 2025-12-31      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                      | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $194301.60    | 0.06%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172442.90    | 0.05%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| VISTRA CORP                                | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189145.85    | 0.06%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                              | Rite Aid Corp                                                                    | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     46153 | PA      | $3461.48      | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| AES CORP/THE                               | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65507.40     | 0.02%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group Inc                                                    | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     12587 | NS      | $298186.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                                 | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $330145.20    | 0.10%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                 | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467356.80    | 0.14%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1700 | NC      | $-1205300.00  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORPORATION                       | Carnival Corporation 2025 Term Loan (2028)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    162466 | PA      | $162314.07    | 0.05%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $418359.90    | 0.13%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389703.05    | 0.12%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                    | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115038.00    | 0.03%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       800 | NS      | $47024.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483004.90    | 0.15%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                    | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     99250 | PA      | $99024.70     | 0.03%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93330.00     | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                      | Level 3 Financing Inc 2025 Term Loan B                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    185000 | PA      | $184884.38    | 0.06%             | 2032-03-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                        | Fifth Third Bancorp                                                              | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1283759.40   | 0.39%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                    | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71119.68     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                   | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95275.50     | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACProducts Inc                             | ACProducts Inc 2021 Term Loan B                                                  | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    180456 | PA      | $122760.88    | 0.04%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                   | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122723.25    | 0.04%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                        | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     74791 | PA      | $63198.22     | 0.02%             | 2029-10-01      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                    | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108689.95    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                     | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133758.80    | 0.04%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       570 | NC      | $84075.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35687.40     | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                      | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43402 | PA      | $43458.09     | 0.01%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $441715.40    | 0.13%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                       | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109830.24    | 0.03%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST                 | RITE AID NOTE HOLDER TRUST                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20067 | PA      | $0.02         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $286368.00    | 0.09%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                       | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    191000 | PA      | $181585.61    | 0.05%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp           | Booz Allen Hamilton Holding Corp                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     66500 | NS      | $7981330.00   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                   | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89894.70     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                             | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $92575.80     | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group Inc                                                          | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     25150 | NS      | $434592.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                     | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47103.08     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40505.40     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                   | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182496.87    | 0.06%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                    | WESCO International Inc                                                          | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |     12312 | NS      | $313094.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                   | EQT Corp                                                                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315214.20    | 0.10%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                      | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93359.70     | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EPR Properties                             | EPR Properties                                                                   | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               |  | US        |      3651 | NS      | $73312.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                     | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92444.50     | 0.03%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                               | PetSmart Inc 2021 Term Loan B                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308643 | PA      | $305105.75    | 0.09%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                           | TKC Holdings Inc 2024 Term Loan                                                  | CUSIP: 87256FAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121199 | PA      | $119986.93    | 0.04%             | 2028-05-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -315 | NC      | $-24885.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS/CANADA WON                       | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109805.45    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                 | Reddit Inc                                                                       | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $6411350.00   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182362.00    | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                         | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     11058 | NS      | $182899.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd           | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    123500 | NS      | $8950045.00   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                             | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102084.00    | 0.03%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                              | Carnival Corp                                                                    | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     12000 | PA      | $12532.20     | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258959.70    | 0.08%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145954.10    | 0.04%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                            | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $195354.00    | 0.06%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                     | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71375.50     | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                   | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    191000 | PA      | $180922.84    | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1284850.35   | 0.39%             | 2028-09-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                          | Par Petroleum LLC 2024 Term Loan B                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    279970 | PA      | $271133.13    | 0.08%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    500000 | PA      | $517921.78    | 0.16%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521938.70    | 0.16%             | 2025-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                               | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    139000 | PA      | $122335.29    | 0.04%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                   | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90172.80     | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434671.60    | 0.13%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87680.70     | 0.03%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $790365.20    | 0.24%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WELLS FARGO + CO                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       465 | NC      | $231337.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                      | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    161000 | PA      | $142444.75    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                            | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    228962 | PA      | $223810.57    | 0.07%             | 2031-07-08      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                   | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |    240576 | PA      | $236187.79    | 0.07%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164120.25    | 0.05%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                     | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $188918.35    | 0.06%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ARCOSA INC                                 | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101439.00    | 0.03%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Air Canada                                 | Air Canada 2024 Term Loan B                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    123750 | PA      | $122525.49    | 0.04%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                   | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $184429.20    | 0.06%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $429445.30    | 0.13%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                   | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94202.95     | 0.03%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $232485.00    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                      | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279861.00    | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                   | Flex Ltd                                                                         | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    187000 | NS      | $6421580.00   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    273000 | PA      | $257056.80    | 0.08%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                   | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $162842.75    | 0.05%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                   | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $294562.90    | 0.09%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $312342.40    | 0.09%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                        | Northern Trust Corp                                                              | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245395.00    | 0.07%             | 2026-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                       | Fiesta Purchaser Inc 2024 1st Lien Term Loan B                                   | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178652 | PA      | $177405.26    | 0.05%             | 2031-02-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117283.60    | 0.04%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     24000 | PA      | $23844.48     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155038.40    | 0.05%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL CORP                        | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      8328 | PA      | $8348.86      | 0.00%             | 2028-10-02      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                        | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93053.40     | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $674196.75    | 0.20%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                      | ECO Material Tech Inc Term Loan                                                  | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |    185000 | PA      | $183612.50    | 0.06%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                             | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      3900 | NS      | $3724539.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                     | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173600 | PA      | $162461.82    | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     23000 | PA      | $23366.85     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TAIWAN SEMICONDUCTOR MANUFACTU                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |       620 | NC      | $606050.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                    | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89963.10     | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                                    | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198450.00    | 0.06%             | 2025-08-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175154.00    | 0.05%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                                                         | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     39000 | NS      | $7997340.00   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                        | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    233000 | PA      | $221576.01    | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1264679.00   | 0.38%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                            | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45843.75     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GREAT LAKES DREDGE&DOCK                    | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    203000 | PA      | $185399.90    | 0.06%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242317.90    | 0.07%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164677.30    | 0.05%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                   | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50691.00     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188155.10    | 0.06%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $165755.91    | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                         | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $285098.80    | 0.09%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| KBR INC                                    | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199380.30    | 0.06%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                            | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $281428.00    | 0.09%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121237.50    | 0.04%             | 2066-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                   | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    265000 | PA      | $243423.70    | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                     | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    213000 | PA      | $199534.14    | 0.06%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                   | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    183612 | PA      | $181119.04    | 0.05%             | 2031-03-28      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                          | Advisor Group Inc 2024 Term Loan B                                               | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    242744 | PA      | $242124.74    | 0.07%             | 2028-08-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                     | Sempra                                                                           | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    490000 | PA      | $485188.20    | 0.15%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    287000 | PA      | $279311.27    | 0.08%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CELESTICA INC                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -390 | NC      | $-27300.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                               | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589732.65    | 0.18%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                     | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    324000 | PA      | $0.32         | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                   | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $141450.75    | 0.04%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA            | Trinseo Materials Operating SCA 2021 Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |    132477 | PA      | $56779.15     | 0.02%             | 2028-05-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     61500 | NS      | $8654280.00   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P REGIONAL BANKING ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -3000 | NC      | $-259500.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT                        | Annaly Capital Management Inc                                                    | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               |  | US        |     15560 | NS      | $392112.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                               | Organon & Co 2024 USD Term Loan                                                  | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    298548 | PA      | $286606.44    | 0.09%             | 2031-05-19      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                   | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115426.42    | 0.03%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                     | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    443000 | PA      | $441848.20    | 0.13%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                   | Brookfield Renewable Partners LP                                                 | CUSIP: 000000000<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |     14975 | NS      | $254125.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Boeing Co/The                              | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     99500 | NS      | $18232380.00  | 5.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    377000 | PA      | $256654.06    | 0.08%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161665.00    | 0.05%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122764.80    | 0.04%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359908.50    | 0.11%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                            | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $294.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                   | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193874.45    | 0.06%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                           | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    182000 | PA      | $140895.30    | 0.04%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CINCINNATI BELL INC                        | Cincinnati Bell Inc 2024 Term Loan B2                                            | CUSIP: 17187MAT7<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     89316 | PA      | $88913.87     | 0.03%             | 2028-11-22      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                   | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    233000 | PA      | $237872.03    | 0.07%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                           | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239871.60    | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                      | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75000 | PA      | $72778.50     | 0.02%             | 2029-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)         | Dun & Bradstreet Corporation (The) 2024 Term Loan                                | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    171549 | PA      | $171227.52    | 0.05%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                 | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    197000 | PA      | $183353.81    | 0.06%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                 | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     37226 | PA      | $39481.90     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp/The                                                                | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357217.20    | 0.11%             | 2053-08-15      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group Inc                                                    | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      3100 | NS      | $64449.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349747.20    | 0.11%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                      | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $188790.65    | 0.06%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142919.00    | 0.04%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    190000 | PA      | $188464.80    | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                             | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    253600 | PA      | $248018.26    | 0.07%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                            | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    139300 | PA      | $133553.88    | 0.04%             | 2029-10-10      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93512.00     | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                   | AERCAP IRELAND CAP/GLOBA                                                         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    330000 | PA      | $320529.00    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESC CB144A RITE AID CO                     | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     58927 | PA      | $0.06         | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                        | MKS Instruments Inc                                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     30500 | NS      | $2139270.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BILL HOLDINGS INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -350 | NC      | $-37625.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $311944.50    | 0.09%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $168311.40    | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       875 | NC      | $62125.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                   | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184928.38    | 0.06%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                   | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $85723.54     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                           | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    199000 | PA      | $189792.27    | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                           | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $132416.25    | 0.04%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes Inc                                                                | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    655000 | PA      | $532482.25    | 0.16%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                       | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    192000 | PA      | $183164.16    | 0.06%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                        | Gray Television Inc 2024 Term Loan B                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    178988 | PA      | $173417.41    | 0.05%             | 2029-06-04      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184285.80    | 0.06%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                             | OPAL BIDCO SAS USD TERM LOAN B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185000 | PA      | $183729.05    | 0.06%             | 2032-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $939335.13    | 0.28%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                         | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188672.25    | 0.06%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                     | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    132750 | PA      | $132615.92    | 0.04%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                   | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $218806.15    | 0.07%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141610.05    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Datadog Inc                                | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     27500 | NS      | $2809400.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187627.05    | 0.06%             | 2060-03-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                        | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113501.25    | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179035.50    | 0.05%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SYSCO CORP                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       820 | NC      | $22550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                            | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $987249.25    | 0.30%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -875 | NC      | $-5250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                     | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40423 | PA      | $40424.88     | 0.01%             | 2027-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                   | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52081.50     | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                               | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    144000 | PA      | $129733.92    | 0.04%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                       | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    185000 | PA      | $180561.85    | 0.05%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     69000 | NS      | $7963980.00   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $222239.60    | 0.07%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                        | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    178200 | PA      | $177167.33    | 0.05%             | 2031-03-14      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                    | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     95000 | PA      | $46717.20     | 0.01%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                    | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    938000 | PA      | $858992.26    | 0.26%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959X202<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      8134 | NS      | $181306.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                   | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93517.05     | 0.03%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94313.00     | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                 | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182025.70    | 0.06%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                         | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92474.90     | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                   | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    162158 | PA      | $108945.85    | 0.03%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120412.50    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    185000 | PA      | $181604.33    | 0.05%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                   | United States Cellular Corp                                                      | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      8265 | NS      | $195054.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $89169.60     | 0.03%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                      | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    198000 | PA      | $179791.92    | 0.05%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                              | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $48752.64     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                           | United States Cellular Corp                                                      | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      1418 | NS      | $31451.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                   | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     48000 | PA      | $47634.72     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                                          | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    680000 | PA      | $659974.00    | 0.20%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | DE        |      -188 | NC      | $-230300.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     93000 | PA      | $97357.98     | 0.03%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GBP CASH HELD AT MS                        | GBP CASH HELD AT MS                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |        67 | NS      | $88.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                        | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    112159 | PA      | $112036.29    | 0.03%             | 2031-02-22      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                              | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $283746.00    | 0.09%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                      | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    143000 | PA      | $135435.30    | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                       | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91431.90     | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                           | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $215544.00    | 0.07%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                   | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     92000 | PA      | $96747.20     | 0.03%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                 | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     21136 | PA      | $21737.53     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                   | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $229297.42    | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPDR S&P Regional Banking ETF              | SPDR S&P Regional Banking ETF                                                    | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |    300000 | NS      | $16239000.00  | 4.91%             |  |  |  | No            |                  1 | On Loan: —       |
| DaVita Inc                                 | DaVita Inc 2024 Extended Term Loan B1                                            | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    298500 | PA      | $297270.18    | 0.09%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164047.95    | 0.05%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                      | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    107250 | PA      | $105214.93    | 0.03%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                   | Selective Insurance Group Inc                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     14526 | NS      | $248975.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                     | CACI International Inc                                                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     18500 | NS      | $8470595.00   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                  | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $481872.00    | 0.15%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284133.30    | 0.09%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                   | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     78641 | PA      | $61292.80     | 0.02%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $189952.50    | 0.06%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                           | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191331.80    | 0.06%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                              | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201175.65    | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                              | Pinterest Inc                                                                    | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239500 | NS      | $6064140.00   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $200317.88    | 0.06%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc               | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     39000 | NS      | $2683980.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $169452.60    | 0.05%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                    | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92540.70     | 0.03%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                             | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $57475.04     | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $135489.60    | 0.04%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    116000 | PA      | $119934.72    | 0.04%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                   | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    125000 | PA      | $117931.25    | 0.04%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                              | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    605000 | PA      | $588435.10    | 0.18%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QVC INC                                    | QVC Inc                                                                          | CUSIP: 747262400<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |      9600 | NS      | $85440.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                         | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $272706.20    | 0.08%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                      | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    276000 | PA      | $270664.92    | 0.08%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUR CASH AT MERRILL LYNCH                  | EUR CASH AT MERRILL LYNCH                                                        | CUSIP: 989VYA909<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |      5451 | NS      | $6175.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                             | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70872.90     | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| AAR ESCROW ISSUER LLC                      | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189525.10    | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1158233.05   | 0.35%             | 2026-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | 3M CO                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -735 | NC      | $-47407.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    735000 | PA      | $689959.20    | 0.21%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                     | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162059.30    | 0.05%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                   | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481760.00    | 0.15%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                      | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    166010 | PA      | $166014.32    | 0.05%             | 2031-05-09      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| OCI NV                                     | OCI NV                                                                           | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $218476.00    | 0.07%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd  | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     62000 | NS      | $10334780.00  | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VOC Escrow Ltd                             | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    145000 | PA      | $142246.45    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                             | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35098.70     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79288.00     | 0.02%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                           | Dragon Buyer Inc Term Loan B                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    239400 | PA      | $238322.70    | 0.07%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -160 | NC      | $-67600.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co                                                                    | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      5800 | NS      | $121742.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                   | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47004.48     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $104272.65    | 0.03%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP            | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      3970 | NS      | $118703.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BOEING CO/THE                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -375 | NC      | $-500625.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                  | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94959.15     | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                      | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $94603.60     | 0.03%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20509.44     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    338000 | PA      | $348396.88    | 0.11%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Eurex Deutschland                          | DEUTSCHE LUFTHANSA AG                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      3700 | NC      | $20957.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108497.90    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $161852.80    | 0.05%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                 | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     47498 | PA      | $53595.79     | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                   | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    740000 | PA      | $692884.20    | 0.21%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                            | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    232899 | PA      | $225767.38    | 0.07%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                   | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88920.00     | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                            | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92097.90     | 0.03%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                    | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72041.90     | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ALPHABET INC                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -835 | NC      | $-91432.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162971.20    | 0.05%             | 2027-01-04      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $87113.28     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                                                     | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362317.25    | 0.11%             | 2025-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $92827.35     | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                | Staples Inc 2024 Term Loan B                                                     | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    141788 | PA      | $122763.87    | 0.04%             | 2029-09-04      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81555.60     | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188050.60    | 0.06%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO INC                                    | QXO INC TERM LOAN B                                                              | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $20003.60     | 0.01%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                                                      | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480086.40    | 0.15%             | 2025-06-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                   | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211224.00    | 0.06%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97529.00     | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    567000 | PA      | $584486.28    | 0.18%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| QVC GROUP INC                              | QVC Group Inc                                                                    | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |      3120 | NS      | $85051.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GGAM FINANCE LTD                           | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $94622.85     | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                   | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    283000 | PA      | $280806.75    | 0.08%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                       | Global Net Lease Inc                                                             | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               |  | US        |      4771 | NS      | $102719.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    484000 | PA      | $492610.36    | 0.15%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                  | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180490.50    | 0.05%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                      | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193043.80    | 0.06%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BILL HOLDINGS INC                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       520 | NC      | $146900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CINC BELL TEL                              | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $152629.92    | 0.05%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                 | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96849.65     | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                     | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    135000 | PA      | $99254.70     | 0.03%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $138445.35    | 0.04%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221876.40    | 0.07%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                      | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103072.03    | 0.03%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                               | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    172000 | PA      | $160076.96    | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     47500 | NS      | $8759950.00   | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                    | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     79400 | PA      | $79548.88     | 0.02%             | 2029-05-23      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC                   | Cullen/Frost Bankers Inc                                                         | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |      7393 | NS      | $124128.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $223861.30    | 0.07%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Altice USA Inc                             | Altice USA Inc                                                                   | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      3935 | NS      | $9758.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $81091.80     | 0.02%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | DEUTSCHE LUFTHANSA AG                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |     -3700 | NC      | $-157183.01   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                   | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    262000 | PA      | $258177.42    | 0.08%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                      | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71207.10     | 0.02%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1038489.06   | 0.31%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                   | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196310.00    | 0.06%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                   | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741480.00    | 0.22%             | 2025-05-31      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     95000 | PA      | $95846.45     | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | 3M CO                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -735 | NC      | $-66885.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Light and Wonder International, Inc.       | Light and Wonder International Inc 2024 Term Loan B2                             | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    195525 | PA      | $195607.08    | 0.06%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                       | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247022.40    | 0.07%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142514.40    | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                          | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     69650 | PA      | $68939.22     | 0.02%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                   | Spanish Broadcasting System Inc                                                  | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $112035.00    | 0.03%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -875 | NC      | $-123812.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL Capital Funding Inc                    | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    314000 | PA      | $307211.32    | 0.09%             | 2067-03-30      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $659551.20    | 0.20%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                             | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $96621.30     | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                      | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97443.00     | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                          | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187927.10    | 0.06%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                       | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    297119 | PA      | $278846.59    | 0.08%             | 2030-02-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                        | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $154144.65    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                   | Brookfield Property Partners LP                                                  | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     20567 | NS      | $260378.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2015 | NC      | $-1120340.00  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                      | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    223000 | PA      | $212010.56    | 0.06%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                              | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    182801 | PA      | $170290.10    | 0.05%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Calamos Long/Short Equity & Dynamic Income Trust

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer