# EDGAR Filing Document

**Accession Number:** 0001396277
**File Stem:** 0001752724-25-161584
**Filing Date:** 2025-6
**Character Count:** 320526
**Document Hash:** 80e897dee2d3aec3a2c35df2fb56cc5b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-161584.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-161584

**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 Global Dynamic Income Fund
- **CENTRAL INDEX KEY:** 0001396277

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22047
- **FILM NUMBER:** 251083906

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NAPERVILLE

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $711190519.09

**Total Liabilities:** $252866132.44

**Net Assets:** $458324386.65

**Delayed Delivery Securities:** $478806.25

**Cash Not Reported:** $53271405.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -65.61000000 | **1-Year:** -1658.59000000 | **5-Year:** -2603.68000000 | **10-Year:** -1560.41000000 | **30-Year:** -1119.56000000

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

- **3-Month:** -368.16000000 | **1-Year:** -12860.78000000 | **5-Year:** -21545.16000000 | **10-Year:** -4976.23000000 | **30-Year:** -3123.30000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.19%               | -4.33%               | 1.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12286098.32             | $-17512007.86                              |
| Month 2  | $1783187.83              | $-23824804.49                              |
| Month 3  | $-12625982.61            | $10196744.36                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Betsson AB                                           | Betsson AB                                                                       | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |      4760 | NS      | $83247.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    268000 | PA      | $258394.88    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hypera SA                                            | Hypera SA                                                                        | CUSIP: 000000000<br>LEI: 25490092WKPBKTIZX403 | Long             | EC               | CORP              | BR        |      8520 | NS      | $36210.92     | 0.01%             |  |  |  | No            |                  1 | 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        |     42425 | PA      | $42734.32     | 0.01%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                   | Hong Kong Exchanges & Clearing Ltd                                               | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     25700 | NS      | $1122824.89   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                              | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    220000 | PA      | $82374.60     | 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        |    160000 | PA      | $157995.20    | 0.03%             | 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        |    267300 | PA      | $267620.76    | 0.06%             | 2031-02-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                        | Nemetschek SE                                                                    | CUSIP: 000000000<br>LEI: 529900R0S2IX1S358J38 | Long             | EC               | CORP              | DE        |       580 | NS      | $77073.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                             | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $176487.20    | 0.04%             | 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        |     52000 | PA      | $52239.72     | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd              | Ping An Insurance Group Co of China Ltd                                          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    260000 | NS      | $1556108.31   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    158000 | PA      | $157526.48    | 0.03%             | 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        |    220000 | PA      | $212630.00    | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                             | EQT Corp                                                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     35980 | NS      | $1778851.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| LVMH Moet Hennessy Louis Vuitton SE                  | LVMH Moet Hennessy Louis Vuitton SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1020 | NS      | $565007.91    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                   | Everi Holdings Inc                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    238000 | PA      | $239232.84    | 0.05%             | 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     | 0.02%             | 2031-06-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                               | Yum China Holdings Inc                                                           | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     10100 | NS      | $471846.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $269519.40    | 0.06%             | 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        |      -516 | NS      | $-374.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | FLUTTER ENTERTAINMENT PLC                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       407 | NC      | $584045.00    | 0.13%             |  |  |  | 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        |    160000 | PA      | $157133.60    | 0.03%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                  | Krung Thai Bank PCL                                                              | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | EC               | CORP              | TH        |   1094590 | NS      | $714282.48    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Cement International SA                        | Titan Cement International SA                                                    | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |      1320 | NS      | $61278.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                          | Xiaomi Corp                                                                      | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |    370600 | NS      | $2372655.07   | 0.52%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                   | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    108011 | PA      | $105067.70    | 0.02%             | 2028-08-23      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                             | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130480.20    | 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        |    210000 | PA      | $206509.80    | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                            | Nokia Oyj                                                                        | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |    540000 | NS      | $2699553.43   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                        | Nordstrom Inc                                                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77220.00     | 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        |    220000 | PA      | $231321.20    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                               | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    105000 | PA      | $99590.40     | 0.02%             | 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     | 0.01%             | 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        |      1597 | NS      | $23955.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                             | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $200528.35    | 0.04%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50479.00     | 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        |    215543 | PA      | $213117.81    | 0.05%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd               | Contemporary Amperex Technology Co Ltd                                           | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |     28780 | NS      | $920200.28    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | ONEOK Inc                                                                        | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    132000 | PA      | $139906.80    | 0.03%             | 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        |    185000 | PA      | $169395.25    | 0.04%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                  | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    295000 | PA      | $270550.40    | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3367336.50   | 0.73%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106899.45    | 0.02%             | 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        |    105000 | PA      | $111579.30    | 0.02%             | 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        |    261000 | PA      | $219156.48    | 0.05%             | 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        |     75000 | PA      | $81246.00     | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103804.05    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Surgical Science Sweden AB                           | Surgical Science Sweden AB                                                       | CUSIP: 000000000<br>LEI: 549300YROAI18G6JL885 | Long             | EC               | CORP              | SE        |      1800 | NS      | $25756.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prestige Estates Projects Ltd                        | Prestige Estates Projects Ltd                                                    | CUSIP: 000000000<br>LEI: 335800HHEBP52VZLTU94 | Long             | EC               | CORP              | IN        |     14330 | NS      | $231644.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                          | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    321000 | PA      | $317928.03    | 0.07%             | 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        |    110000 | PA      | $100691.80    | 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        |    289000 | PA      | $284847.07    | 0.06%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88568.30     | 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        |    155000 | PA      | $155289.85    | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vossloh AG                                           | Vossloh AG                                                                       | CUSIP: 000000000<br>LEI: 5299003HAEOUVX3HWX43 | Long             | EC               | CORP              | DE        |       570 | NS      | $45032.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Bank Ltd                                     | Rakuten Bank Ltd                                                                 | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |      1100 | NS      | $46263.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Progressive Corp/The                                 | Progressive Corp/The                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10965 | NS      | $3089279.10   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corporation                  | Six Flags Entertainment Corporation 2024 Term Loan B                             | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-05-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                               | Kweichow Moutai Co Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2600 | NS      | $553930.84    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ChampionX Corporation                                | ChampionX Corporation 2022 Term Loan B2                                          | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |    199893 | PA      | $200318.20    | 0.04%             | 2029-06-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106178.10    | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ROYAL CARIBBEAN CRUISES LTD                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LR        |       224 | NC      | $325920.00    | 0.07%             |  |  |  | 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        |    224000 | PA      | $214880.96    | 0.05%             | 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        |    168286 | PA      | $167040.40    | 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        |    282000 | PA      | $260037.84    | 0.06%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83264.00     | 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        |    425000 | PA      | $419334.75    | 0.09%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                             | Rolls-Royce Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    391680 | NS      | $3964769.52   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430124.70    | 0.09%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $80112.80     | 0.02%             | 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        |    260000 | PA      | $239246.80    | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       679 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embraer SA                                           | Embraer SA                                                                       | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |     49365 | NS      | $2267828.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122068.75    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212030.70    | 0.05%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                      | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     23310 | NS      | $3994401.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140802.00    | 0.03%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80550.77     | 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        |    155000 | PA      | $154147.50    | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                  | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    209000 | PA      | $188994.52    | 0.04%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                 | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     16485 | NS      | $3986402.70   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                               | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $224834.40    | 0.05%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94298.40     | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| GUIDEWIRE SOFTWARE INC                               | Guidewire Software Inc                                                           | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   3297000 | PA      | $3646613.88   | 0.80%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co                                     | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     61275 | NS      | $4351137.75   | 0.95%             |  |  |  | No            |                  1 | On Loan: —       |
| AUDACY INC                                           | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3751 | NS      | $69393.50     | 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        |    111000 | PA      | $85504.41     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Qwest Corp                                           | Qwest Corp                                                                       | CUSIP: 912920AK1<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72820.42     | 0.02%             | 2025-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                      | Marex Group PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |       890 | NS      | $39471.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Smoore International Holdings Ltd                    | Smoore International Holdings Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    106000 | NS      | $183466.58    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: —       |
| HOWARD MIDSTREAM ENERGY                              | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $215126.10    | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404501.90    | 0.09%             | 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        |    492218 | PA      | $12940.41     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                                       | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |      1826 | NS      | $2510.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | SEA LTD                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       193 | NC      | $261515.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                              | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105162.75    | 0.02%             | 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        |    135000 | PA      | $134468.10    | 0.03%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207263.20    | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MERCER INTL INC                                      | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    229000 | PA      | $188318.15    | 0.04%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                    | Eicher Motors Ltd                                                                | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |      9725 | NS      | $641152.91    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Dixon Technologies India Ltd                         | Dixon Technologies India Ltd                                                     | CUSIP: 000000000<br>LEI: 335800D7XO7AVXXJ8575 | Long             | EC               | CORP              | IN        |      2250 | NS      | $437240.35    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    127000 | PA      | $93140.53     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                      | Schlumberger NV                                                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     98974 | NS      | $3290885.50   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods Inc                             | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    143550 | PA      | $144267.75    | 0.03%             | 2031-05-01      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                               | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    280000 | PA      | $277561.20    | 0.06%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ENERSYS                                              | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112438.70    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                     | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $91641.27     | 0.02%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     16460 | NS      | $3211346.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| MPH ACQUISITION HOLDINGS LLC                         | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     19704 | PA      | $19497.11     | 0.00%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd                   | HD Hyundai Heavy Industries Co Ltd                                               | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |      2410 | NS      | $681618.54    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | FLOWSERVE CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -297 | NC      | $-16335.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                             | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191644.05    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AlzChem Group AG                                     | AlzChem Group AG                                                                 | CUSIP: 000000000<br>LEI: 8945004EL7WZK3ERG181 | Long             | EC               | CORP              | DE        |       300 | NS      | $38714.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TAIWAN SEMICONDUCTOR MANUFACTU                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |       315 | NC      | $429187.50    | 0.09%             |  |  |  | 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        |    151317 | PA      | $150992.37    | 0.03%             | 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        |    107000 | PA      | $97172.05     | 0.02%             | 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        |    164000 | PA      | $136795.68    | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | 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        |  63734149 | NS      | $63734148.70  | 13.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                 | Tencent Holdings Ltd                                                             | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     89070 | NS      | $5438614.20   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Greentown China Holdings Ltd                         | Greentown China Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 529900BLBC6YDNWS8530 | Long             | EC               | CORP              | KY        |    146850 | NS      | $187392.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $58867.05     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SAP SE                                               | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     20025 | NS      | $5859088.97   | 1.28%             |  |  |  | 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        |    177931 | PA      | $167463.64    | 0.04%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211579.20    | 0.05%             | 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        |    212000 | PA      | $217090.12    | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                          | Italgas SpA                                                                      | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |      4420 | NS      | $36314.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4240 | NS      | $4216680.00   | 0.92%             |  |  |  | No            |                  1 | 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        |    323000 | PA      | $304592.23    | 0.07%             | 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        |    180000 | PA      | $164449.80    | 0.04%             | 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    | 0.04%             | 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    | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wacker Neuson SE                                     | Wacker Neuson SE                                                                 | CUSIP: 000000000<br>LEI: 529900RJL86244E1I652 | Long             | EC               | CORP              | DE        |      1290 | NS      | $34689.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                        | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127220.80    | 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        |    162947 | PA      | $161707.55    | 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        |    210000 | PA      | $202414.80    | 0.04%             | 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        |     54000 | PA      | $52677.54     | 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        |     95000 | PA      | $75272.30     | 0.02%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    320740 | PA      | $339339.71    | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    264000 | PA      | $226617.60    | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| TELESAT CANADA/TELESAT L                             | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    114000 | PA      | $62513.04     | 0.01%             | 2027-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                            | Shell PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     82300 | NS      | $2655964.78   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                     | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245351.60    | 0.05%             | 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        |    220000 | PA      | $122031.80    | 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        |    120000 | PA      | $123525.60    | 0.03%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                      | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101759.00    | 0.02%             | 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        |    305000 | PA      | $178955.70    | 0.04%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                           | Saipem SpA                                                                       | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1723310.33   | 0.38%             | 2029-09-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| II-VI Incorporated                                   | II-VI Inc 2024 1st Lien Term Loan B                                              | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    165271 | PA      | $163755.87    | 0.04%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                   | Deutsche Boerse AG                                                               | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      2510 | NS      | $808455.56    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    160000 | PA      | $156132.80    | 0.03%             | 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        |    290000 | PA      | $138106.70    | 0.03%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              |  | US        |    199000 | PA      | $198351.26    | 0.04%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $158740.01    | 0.03%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                              | Sea Ltd                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |     15795 | NS      | $2117319.75   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| China Tourism Group Duty Free Corp Ltd               | China Tourism Group Duty Free Corp Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     20700 | NS      | $180689.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                           | Samsung Electronics Co Ltd                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     40920 | NS      | $1596597.52   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| RITE AID CORP                                        | Rite Aid Corp                                                                    | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     24910 | PA      | $17437.00     | 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        |    430000 | PA      | $406709.05    | 0.09%             | 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        |    292000 | PA      | $297781.60    | 0.06%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                           | BYD Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     31800 | NS      | $1547659.80   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                             | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    384000 | PA      | $371297.28    | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1600 | NS      | $982368.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                    | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187415.50    | 0.04%             | 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        |    703897 | PA      | $706582.48    | 0.15%             | 2028-05-04      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Palfinger AG                                         | Palfinger AG                                                                     | CUSIP: 000000000<br>LEI: 529900IFAV83BX8O1O91 | Long             | EC               | CORP              | AT        |      1470 | NS      | $47912.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    108000 | PA      | $45537.12     | 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        |    210000 | PA      | $219972.90    | 0.05%             | 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        |    157000 | PA      | $155729.87    | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126660.00    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Macrotech Developers Ltd                             | Macrotech Developers Ltd                                                         | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |     14230 | NS      | $223120.39    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     71200 | PA      | $51483.30     | 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        |    270000 | PA      | $252093.60    | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                                         | Farfetch Ltd                                                                     | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |    251000 | PA      | $5250.92      | 0.00%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                 | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    228000 | PA      | $191976.00    | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                               | ABBVIE INC                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       164 | NC      | $45510.00     | 0.01%             |  |  |  | No            |                  1 | 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        |     66888 | PA      | $63913.29     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105741.72    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324793.60    | 0.07%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Exosens SAS                                          | Exosens SAS                                                                      | CUSIP: 000000000<br>LEI: 969500R3AKTPEDO9EG76 | Long             | EC               | CORP              | FR        |      1990 | NS      | $77450.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                             | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    157000 | PA      | $154390.66    | 0.03%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES CHINA LARGE-CAP ETF                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      4065 | NC      | $24390.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amber Enterprises India Ltd                          | Amber Enterprises India Ltd                                                      | CUSIP: 000000000<br>LEI: 3358009JZU4XT3666G06 | Long             | EC               | CORP              | IN        |     56410 | NS      | $4060191.95   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                                    | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1735 | NS      | $404.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                            | Orange SA                                                                        | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     96000 | NS      | $1392772.10   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co Ltd                              | Hanwha Aerospace Co Ltd                                                          | CUSIP: 000000000<br>LEI: 9884001NSUA8FQKQWR25 | Long             | EC               | CORP              | KR        |      4714 | NS      | $2649284.89   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | SPDR S+P 500 ETF TRUST                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1095 | NC      | $118260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co Ltd                                 | Weichai Power Co Ltd                                                             | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |    231000 | NS      | $450657.87    | 0.10%             |  |  |  | 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        |     96050 | PA      | $59012.16     | 0.01%             | 2029-05-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                          | Hitachi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |    214300 | NS      | $5296534.31   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                | Dun & Bradstreet Corp/The                                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107899.56    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CES Energy Solutions Corp                            | CES Energy Solutions Corp                                                        | CUSIP: 15713J104<br>LEI: 984500NF54914EB1B646 | Long             | EC               | CORP              | CA        |     16068 | NS      | $70864.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89438.10     | 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        |    136000 | PA      | $125997.20    | 0.03%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                          | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162313.20    | 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        |    210000 | PA      | $219987.60    | 0.05%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    105000 | PA      | $100330.65    | 0.02%             | 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        |    209475 | PA      | $208506.18    | 0.05%             | 2031-11-05      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| XERO INVESTMENTS LTD                                 | Xero Investments Ltd                                                             | CUSIP: 000000000<br>LEI: 25490002CIY32NFE4689 | Long             | DBT              | CORP              | NZ        |   5206000 | PA      | $6107470.96   | 1.33%             | 2031-06-12      | Fixed         | 1.63%                 | Yes           |                  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        |    202000 | PA      | $195418.84    | 0.04%             | 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        |     79000 | PA      | $78315.07     | 0.02%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                       | Transocean Inc                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $169887.90    | 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        |     37065 | NS      | $5885922.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GBP CASH HELD AT MS                                  | GBP CASH HELD AT MS                                                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | GB        |       -38 | NS      | $-50.16       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                            | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    207907 | PA      | $206812.97    | 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        |     53350 | PA      | $52099.74     | 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        |    225000 | PA      | $225918.00    | 0.05%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    258000 | PA      | $226944.54    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nayax Ltd                                            | Nayax Ltd                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1140 | NS      | $47861.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53352.52     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| 867ESCAC9 SUNEDISON INC                              | 867ESCAC9 SUNEDISON INC                                                          | CUSIP: 867ESCAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $962.50       | 0.00%             | 2049-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246297.50    | 0.05%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| XIAOMI BEST TIME INTL                                | Xiaomi Best Time International Ltd                                               | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   4000000 | PA      | $5707520.00   | 1.25%             | 2027-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SOL SpA                                              | SOL SpA                                                                          | CUSIP: 000000000<br>LEI: 81560096A9AEBBBD4B25 | Long             | EC               | CORP              | IT        |      1629 | NS      | $74374.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50488.90     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                             | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      8825 | NS      | $3049037.50   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    102000 | PA      | $94960.98     | 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        |    105000 | PA      | $105519.75    | 0.02%             | 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        |    258000 | PA      | $250430.28    | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                      | ASML Holding NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      9305 | NS      | $6216484.40   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      8175 | NS      | $976340.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DO & CO AG                                           | DO & CO AG                                                                       | CUSIP: 000000000<br>LEI: 5299002NFQKOBT1E8569 | Long             | EC               | CORP              | AT        |       215 | NS      | $34343.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                              | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $218282.50    | 0.05%             | 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        |    215000 | PA      | $212390.98    | 0.05%             | 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        |     54000 | PA      | $54328.32     | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                        | Snowflake Inc                                                                    | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   6226000 | PA      | $7738918.00   | 1.69%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Chinos Intermediate Holdings A, Inc.                 | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 000000000<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    139650 | PA      | $132958.67    | 0.03%             | 2031-09-26      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83511.65     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI EUROZONE ETF                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        39 | NC      | $195.00       | 0.00%             |  |  |  | No            |                  1 | 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        |    124000 | PA      | $131761.16    | 0.03%             | 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        |     93000 | PA      | $88472.76     | 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        |    188000 | PA      | $189684.48    | 0.04%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CB144A SUNEDISON INC                                 | CB144A SUNEDISON INC                                                             | CUSIP: 867ESCAE5<br>LEI: 5493004W8FBXFVSWVZ87 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $7913.50      | 0.00%             | 2049-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                  | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    215000 | PA      | $213606.80    | 0.05%             | 2030-11-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Technology One Ltd                                   | Technology One Ltd                                                               | CUSIP: 000000000<br>LEI: 875500YEWBJIM91P9N12 | Long             | EC               | CORP              | AU        |      4780 | NS      | $92264.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sasol Ltd                                            | Sasol Ltd                                                                        | CUSIP: 000000000<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |     16900 | NS      | $58373.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                 | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156413.40    | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                        | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120927.24    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gerresheimer AG                                      | Gerresheimer AG                                                                  | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |     22400 | NS      | $1519788.15   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     79814 | PA      | $74650.03     | 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        |     82000 | PA      | $71062.02     | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MediaTek Inc                                         | MediaTek Inc                                                                     | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     22530 | NS      | $957368.83    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                  | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    110000 | PA      | $109403.80    | 0.02%             | 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        |    210000 | PA      | $212406.60    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $31937.92     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Samyang Foods Co Ltd                                 | Samyang Foods Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      2405 | NS      | $1641509.12   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                              | Windstream Services LLC 2024 Term Loan B                                         | CUSIP: 97381JAJ2<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    105000 | PA      | $104606.25    | 0.02%             | 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        |     54000 | PA      | $56556.90     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                             | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    223000 | PA      | $216475.02    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltic Classifieds Group PLC                         | Baltic Classifieds Group PLC                                                     | CUSIP: 000000000<br>LEI: 213800I1RPHCFSSQS969 | Long             | EC               | CORP              | GB        |      9550 | NS      | $43315.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                    | Newell Brands Inc                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78063.85     | 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        |    300000 | PA      | $296454.00    | 0.06%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51868.86     | 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        |     85067 | PA      | $54024.35     | 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        |    340000 | PA      | $348374.20    | 0.08%             | 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        |    207422 | PA      | $210302.89    | 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        |    460000 | PA      | $435077.20    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                                    | At Home Group Inc                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    267000 | PA      | $72001.89     | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Scout24 SE                                           | Scout24 SE                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1140 | NS      | $135861.50    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                             | Goldman Sachs Finance Corp International Ltd                                     | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   2800000 | PA      | $3816512.00   | 0.83%             | 2027-03-15      | None          | 0.00%                 | 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        |    200601 | PA      | $197425.17    | 0.04%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| NORBIT ASA                                           | NORBIT ASA                                                                       | CUSIP: 000000000<br>LEI: 254900C08RCMXVZYFY97 | Long             | EC               | CORP              | NO        |      2550 | NS      | $35020.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     20740 | NS      | $8197692.40   | 1.79%             |  |  |  | No            |                  1 | On Loan: —       |
| XHR LP                                               | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    210000 | PA      | $207288.90    | 0.05%             | 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    | 0.04%             | 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        |     26000 | PA      | $26242.32     | 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        |    158000 | PA      | $148218.22    | 0.03%             | 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        |     40000 | PA      | $41006.40     | 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        |    400000 | PA      | $335916.00    | 0.07%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| General Motors Co                                    | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90516.80     | 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        |    170000 | PA      | $164187.65    | 0.04%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                       | VFH Parent LLC 2025 Term Loan B                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    210000 | PA      | $209475.00    | 0.05%             | 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        |     74156 | PA      | $18539.00     | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Cellebrite DI Ltd                                    | Cellebrite DI Ltd                                                                | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |      1300 | NS      | $25727.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                                     | United States Cellular Corp                                                      | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      1429 | NS      | $31380.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeld-Wen Inc                                         | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50812.30     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103946.85    | 0.02%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Hyundai Rotem Co Ltd                                 | Hyundai Rotem Co Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       570 | NS      | $44926.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                   | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190734.00    | 0.04%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Alchip Technologies Ltd                              | Alchip Technologies Ltd                                                          | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | KY        |       570 | NS      | $38090.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                                       | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       113 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                            | Aptiv PLC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     51097 | NS      | $2915594.82   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                   | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |     26530 | NS      | $916346.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaynes Technology India Ltd                          | Kaynes Technology India Ltd                                                      | CUSIP: 000000000<br>LEI: 335800BMPIF3PQ2IPI37 | Long             | EC               | CORP              | IN        |     12975 | NS      | $881336.90    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $147266.00    | 0.03%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                              | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135858.80    | 0.03%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85541.00     | 0.02%             | 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        |    210000 | PA      | $209750.10    | 0.05%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                       | Rheinmetall AG                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      1705 | NS      | $2903704.08   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                             | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $201072.00    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                               | SHOPIFY INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       180 | NC      | $96750.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BoneSupport Holding AB                               | BoneSupport Holding AB                                                           | CUSIP: 000000000<br>LEI: 549300COLY053IGTLD63 | Long             | EC               | CORP              | SE        |      1225 | NS      | $40075.14     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $63887.70     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276432.00    | 0.06%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                               | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | EC               | CORP              | KY        |    370400 | NS      | $480007.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                             | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      5600 | NS      | $1050224.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81247.20     | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                | Nabors Industries Ltd                                                            | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     80000 | PA      | $63700.80     | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp                                          | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    127970 | NS      | $13938492.40  | 3.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SPIE SA                                              | SPIE SA                                                                          | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | EC               | CORP              | FR        |     33900 | NS      | $1661525.36   | 0.36%             |  |  |  | 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: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     59000 | PA      | $60236.05     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                                             | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    164000 | PA      | $147501.60    | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Chevron Corp                                         | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $2394656.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                                       | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107628.15    | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                                  | Fortuna Mining Corp                                                              | CUSIP: 349915AD0<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |   2454000 | PA      | $3021266.64   | 0.66%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     19610 | NS      | $4576189.60   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW GOLD INC                                         | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $214817.40    | 0.05%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S                                                                 | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     78573 | NS      | $5221175.85   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | FULL TRUCK ALLIANCE CO LTD                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       821 | NC      | $141622.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iflytek Co Ltd                                       | Iflytek Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3003000T23C63KVWOH32 | Long             | EC               | CORP              | CN        |     14500 | NS      | $94098.12     | 0.02%             |  |  |  | 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        |    222063 | PA      | $219842.32    | 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    | 0.04%             | 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        |    163000 | PA      | $164356.16    | 0.04%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    315000 | PA      | $291415.95    | 0.06%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Helmerich & Payne Inc                                | Helmerich & Payne Inc                                                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     42400 | NS      | $800936.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CARNIVAL CORPORATION                                 | Carnival Corporation 2025 Term Loan (2027)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    114883 | PA      | $115170.97    | 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        |     32000 | PA      | $32537.28     | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                                           | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      5640 | NS      | $98136.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patagonia Holdco LLC                                 | Patagonia Holdco LLC Term Loan B1                                                | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |    195000 | PA      | $166623.60    | 0.04%             | 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        |    215000 | PA      | $214690.40    | 0.05%             | 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        |     81000 | PA      | $72452.88     | 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        |    335000 | PA      | $228272.35    | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $3064184.60   | 0.67%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IHI Corp                                             | IHI Corp                                                                         | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      1400 | NS      | $109665.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| American Axle and Manufacturing Inc                  | American Axle and Manufacturing Inc 2022 Term Loan B                             | CUSIP: 02406MAU1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    213600 | PA      | $209596.07    | 0.05%             | 2029-12-13      | Floating      | 7.32%                 | 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        |    110000 | PA      | $86934.65     | 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        |    154000 | PA      | $111938.75    | 0.02%             | 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        |     78000 | PA      | $77067.90     | 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        |    162000 | PA      | $161324.46    | 0.04%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     26395 | NS      | $2400625.25   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                    | ESTX BANKS (EUR) PR                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       151 | NC      | $56022.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                            | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    124580 | PA      | $123147.36    | 0.03%             | 2030-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                            | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      5950 | NS      | $2696718.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102212.25    | 0.02%             | 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        |    110000 | PA      | $108451.20    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                                          | Padagis LLC Term Loan B                                                          | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235294 | PA      | $220441.18    | 0.05%             | 2028-07-06      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Dino Polska SA                                       | Dino Polska SA                                                                   | CUSIP: 000000000<br>LEI: 259400H4L81SMPRTW956 | Long             | EC               | CORP              | PL        |      5390 | NS      | $755609.90    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                          | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     43715 | NS      | $4251283.75   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                                    | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109926.60    | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | ISHARES MSCI EMERGING MARKETS                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      3597 | NC      | $68343.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    251000 | PA      | $226246.38    | 0.05%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                    | Compass Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     95610 | NS      | $3223474.14   | 0.70%             |  |  |  | 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    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Reply SpA                                            | Reply SpA                                                                        | CUSIP: 000000000<br>LEI: 815600DAEFB0388F3521 | Long             | EC               | CORP              | IT        |       240 | NS      | $42847.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                               | SHOPIFY INC                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -180 | NC      | $-69300.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    330000 | PA      | $325050.00    | 0.07%             | 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        |    200000 | PA      | $192248.00    | 0.04%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                            | Hindustan Aeronautics Ltd                                                        | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |     21868 | NS      | $1157585.87   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311706.50    | 0.07%             | 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        |     95000 | PA      | $98537.80     | 0.02%             | 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        |    160000 | PA      | $155769.60    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                                    | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $178513.56    | 0.04%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                   | Trip.com Group Ltd                                                               | CUSIP: 89677QAA5<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |    583000 | PA      | $659524.58    | 0.14%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Transformers & Rectifiers India Ltd                  | Transformers & Rectifiers India Ltd                                              | CUSIP: 000000000<br>LEI: 335800CLAIFWDACD5H92 | Long             | EC               | CORP              | IN        |      5360 | NS      | $31283.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co Ltd                    | Fuyao Glass Industry Group Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     88300 | NS      | $706453.57    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Yutong Bus Co Ltd                                    | Yutong Bus Co Ltd                                                                | CUSIP: 000000000<br>LEI: 300300OMPRVW0Q75F037 | Long             | EC               | CORP              | CN        |    152100 | NS      | $562080.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                              | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $322803.00    | 0.07%             | 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        |     89467 | PA      | $88958.05     | 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        |    200000 | PA      | $184108.00    | 0.04%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                  | AssuredPartners Inc                                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219824.00    | 0.05%             | 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        |    186375 | PA      | $179839.84    | 0.04%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                 | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $360761.28    | 0.08%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                       | Cloudflare Inc                                                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1628381.05   | 0.36%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     20500 | NS      | $2181966.38   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                 | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1701 | NS      | $35431.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group Ltd                        | Concordia Financial Group Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9900 | NS      | $64032.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                       | Iveco Group NV                                                                   | CUSIP: 000000000<br>LEI: 549300ZWF2ZJDD9EOR96 | Long             | EC               | CORP              | NL        |      2140 | NS      | $34188.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| LITHIUM ARGENTINA AG                                 | Lithium Argentina AG                                                             | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CH        |   1795000 | PA      | $1464827.70   | 0.32%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    421291 | PA      | $417624.09    | 0.09%             | 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        |    200000 | PA      | $200104.00    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                               | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    210000 | PA      | $218647.80    | 0.05%             | 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        |    307000 | PA      | $286848.52    | 0.06%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150838.40    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                        | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    220635 | NS      | $13542576.30  | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                              | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211236.90    | 0.05%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                         | Keyence Corp                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |     14900 | NS      | $6229563.47   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp                                       | Flowserve Corp                                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     29770 | NS      | $1346497.10   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                               | ANGLOGOLD ASHANTI PLC                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |       355 | NC      | $75437.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                              | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $97131.20     | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DANA INC                                             | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161414.75    | 0.04%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Geely Automobile Holdings Ltd                        | Geely Automobile Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |    303000 | NS      | $636088.29    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                            | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     23155 | NS      | $2742478.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd                                  | WiseTech Global Ltd                                                              | CUSIP: 000000000<br>LEI: 254900VE3AF301Q85K83 | Long             | EC               | CORP              | AU        |     27510 | NS      | $1564299.17   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                            | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    159340 | PA      | $159520.05    | 0.03%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                               | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16320 | NS      | $952598.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164931.20    | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Samsung Biologics Co Ltd                             | Samsung Biologics Co Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |       565 | NS      | $418138.70    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $65777.80     | 0.01%             | 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        |     17461 | PA      | $20080.15     | 0.00%             | 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        |    210000 | PA      | $214754.40    | 0.05%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51120.50     | 0.01%             | 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        |     53987 | PA      | $4049.03      | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CHF COLLATERAL                                       | CHF COLLATERAL                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | CH        |        -4 | NS      | $-4.68        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of the Philippine Islands                       | Bank of the Philippine Islands                                                   | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |    361530 | NS      | $906473.09    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP/THE                                         | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74865.60     | 0.02%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                | Emaar Properties PJSC                                                            | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |    204750 | NS      | $731623.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $382549.20    | 0.08%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                           | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160653.90    | 0.04%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                | Open Text Corporation 2023 Term Loan B                                           | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |         0 | PA      | $0.00         | 0.00%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                 | Carnival Corporation 2025 Term Loan (2028)                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    181807 | PA      | $181637.18    | 0.04%             | 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        |    105000 | PA      | $102157.65    | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dentium Co Ltd                                       | Dentium Co Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4738 | NS      | $243190.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131472.00    | 0.03%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       885 | NS      | $52020.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303162.65    | 0.07%             | 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        |    109175 | PA      | $108927.17    | 0.02%             | 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        |    105000 | PA      | $108885.00    | 0.02%             | 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        |    210000 | PA      | $209868.75    | 0.05%             | 2032-03-27      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                          | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4250 | NS      | $4809810.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                              | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81426.88     | 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        |    105000 | PA      | $105304.50    | 0.02%             | 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        |    209035 | PA      | $142202.50    | 0.03%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                      | AstraZeneca PLC                                                                  | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     20770 | NS      | $2975651.46   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                             | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138687.25    | 0.03%             | 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        |     84271 | PA      | $71209.26     | 0.02%             | 2029-10-01      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                    | Bharti Airtel Ltd                                                                | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |    131435 | NS      | $2884140.60   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                              | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132318.20    | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267397.20    | 0.06%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                               | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152867.20    | 0.03%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Porto Seguro SA                                      | Porto Seguro SA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     62000 | NS      | $480582.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                            | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      4640 | NS      | $54480.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40785.60     | 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        |     50494 | PA      | $50559.33     | 0.01%             | 2027-08-02      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                 | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127665.92    | 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        |     23472 | PA      | $0.02         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    341925 | NS      | $9471322.50   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $135648.00    | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    226000 | PA      | $214860.46    | 0.05%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     13150 | NS      | $2530980.50   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99357.30     | 0.02%             | 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        |    110000 | PA      | $113148.20    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                    | Bajaj Finance Ltd                                                                | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |      6095 | NS      | $620399.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                             | ENGIE SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     45801 | NS      | $943281.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                    | Toyota Motor Corp                                                                | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    148600 | NS      | $2838172.58   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Elevator Service Holdings Co Ltd               | Japan Elevator Service Holdings Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2900 | NS      | $62695.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54270.94     | 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        |     55000 | PA      | $49506.60     | 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        |    202000 | PA      | $203670.54    | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360971.10    | 0.08%             | 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        |    105000 | PA      | $108919.65    | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                               | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102175.50    | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                            | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     13100 | NS      | $3696296.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PetSmart Inc                                         | PetSmart Inc 2021 Term Loan B                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    376217 | PA      | $371905.51    | 0.08%             | 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        |    135441 | PA      | $134086.54    | 0.03%             | 2028-05-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                  | Deutsche Telekom AG                                                              | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     73875 | NS      | $2653407.83   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Swissquote Group Holding SA                          | Swissquote Group Holding SA                                                      | CUSIP: 000000000<br>LEI: 549300O3WME82RDPEN66 | Long             | EC               | CORP              | CH        |       215 | NS      | $110982.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| SIX FLAGS/CANADA WON                                 | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130811.71    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211156.00    | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS                              | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $2033855.52   | 0.44%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                   | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     12635 | NS      | $208982.90    | 0.05%             |  |  |  | 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    | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdee International Software Group Co Ltd          | Kingdee International Software Group Co Ltd                                      | CUSIP: 000000000<br>LEI: 529900SWRZN94C5SZO63 | Long             | EC               | CORP              | KY        |    855000 | NS      | $1454169.84   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Q Technology Group Co Ltd                            | Q Technology Group Co Ltd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     52000 | NS      | $43615.36     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Options Clearing Corp.                               | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       536 | NC      | $393960.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     13000 | PA      | $13576.55     | 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        |    300000 | PA      | $287733.00    | 0.06%             | 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        |    165000 | PA      | $166085.70    | 0.04%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Meritz Financial Group Inc                           | Meritz Financial Group Inc                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     21200 | NS      | $1852045.53   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                      | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $205121.70    | 0.04%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                               | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81572.00     | 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        |    217000 | PA      | $205551.08    | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                    | Par Petroleum LLC 2024 Term Loan B                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    304569 | PA      | $294955.70    | 0.06%             | 2030-02-28      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                         | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    157000 | PA      | $138177.27    | 0.03%             | 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        |    105000 | PA      | $105201.60    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA           | Eurobank Ergasias Services and Holdings SA                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | EC               | CORP              | GR        |    303220 | NS      | $860545.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                     | PTT Exploration & Production PCL                                                 | CUSIP: 000000000<br>LEI: 2549001O8YYGP5N7Q076 | Long             | EC               | CORP              | TH        |    136900 | NS      | $405496.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108667.90    | 0.02%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107165.30    | 0.02%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                           | JD.com Inc                                                                       | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |    161219 | NS      | $2624874.98   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Wienerberger AG                                      | Wienerberger AG                                                                  | CUSIP: 000000000<br>LEI: 529900VXIFBHO0SW2I31 | Long             | EC               | CORP              | AT        |      1010 | NS      | $35463.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WEG SA                                               | WEG SA                                                                           | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |     83000 | NS      | $652867.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Li Ning Co Ltd                                       | Li Ning Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |    123000 | NS      | $231896.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Saipem SpA                                           | Saipem SpA                                                                       | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | EC               | CORP              | IT        |     14500 | NS      | $33494.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| PLAYTIKA HOLDING CORP                                | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    193000 | PA      | $170756.75    | 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        |    263812 | PA      | $257876.39    | 0.06%             | 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        |    290843 | PA      | $285538.17    | 0.06%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                               | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $219672.50    | 0.05%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ARCOSA INC                                           | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    127000 | PA      | $119284.75    | 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        |    143550 | PA      | $142129.57    | 0.03%             | 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        |    210000 | PA      | $203842.80    | 0.04%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | MERCADOLIBRE INC                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        11 | NC      | $258335.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99871.00     | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                             | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104119.05    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                            | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |    111948 | NS      | $458047.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| INVISIO AB                                           | INVISIO AB                                                                       | CUSIP: 000000000<br>LEI: 54930054EB7KX3MY2Q11 | Long             | EC               | CORP              | SE        |      1840 | NS      | $73950.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                       | GE HealthCare Technologies Inc                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     10104 | NS      | $710614.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $116242.50    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Life360 Inc                                          | Life360 Inc                                                                      | CUSIP: 000000000<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      3215 | NS      | $45245.67     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    355000 | PA      | $331168.85    | 0.07%             | 2028-08-15      | Fixed         | 4.75%                 | 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        |    210000 | PA      | $195411.30    | 0.04%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                             | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $347680.80    | 0.08%             | 2028-09-15      | Fixed         | 4.88%                 | 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        |    213390 | PA      | $211900.72    | 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        |    165000 | PA      | $138227.10    | 0.03%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                       | TechnipFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     36983 | NS      | $1041811.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     26000 | PA      | $25831.52     | 0.01%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                    | Belimo Holding AG                                                                | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        59 | NS      | $50130.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5765 | NS      | $3156625.75   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| AUDACY CAPITAL CORP                                  | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      9384 | PA      | $9407.16      | 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        |    105000 | PA      | $106202.25    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                                | ECO Material Tech Inc Term Loan                                                  | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |    215000 | PA      | $213387.50    | 0.05%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                       | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4015 | NS      | $3834365.15   | 0.84%             |  |  |  | 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        |    199175 | PA      | $186395.93    | 0.04%             | 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        |     26000 | PA      | $26414.70     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84965.15     | 0.02%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                       | BAWAG Group AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |       810 | NS      | $88782.48     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                       | Canadian Natural Resources Ltd                                                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    134875 | NS      | $3870343.10   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                  | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |    165300 | NS      | $3943597.41   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    273000 | PA      | $308197.89    | 0.07%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vale SA                                              | Vale SA                                                                          | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     21200 | NS      | $197372.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    267000 | PA      | $253908.99    | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                      | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56031.25     | 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        |    236000 | PA      | $215538.80    | 0.05%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     81080 | NS      | $4717304.10   | 1.03%             |  |  |  | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $4372109.20   | 0.95%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                             | Itau Unibanco Holding SA                                                         | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |    147087 | NS      | $928118.97    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283563.50    | 0.06%             | 2030-06-10      | Fixed         | 7.20%                 | 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     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $207960.90    | 0.05%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $186588.62    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lonking Holdings Ltd                                 | Lonking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 5299004M92ACMGS3QI84 | Long             | EC               | CORP              | KY        |   3311000 | NS      | $833717.45    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                   | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $336009.30    | 0.07%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| KBR INC                                              | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232610.35    | 0.05%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                           | Deere & Co                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      7610 | NS      | $3527691.60   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| ADAMS HOMES INC                                      | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $311581.00    | 0.07%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189130.50    | 0.04%             | 2066-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: —       |
| Venustech Group Inc                                  | Venustech Group Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     93700 | NS      | $199868.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                             | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $280166.90    | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                               | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $229511.10    | 0.05%             | 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        |    208425 | PA      | $205594.59    | 0.04%             | 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        |    282382 | PA      | $281662.14    | 0.06%             | 2028-08-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                   | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     11250 | NS      | $6176250.00   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                         | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166334.85    | 0.04%             | 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        |    379000 | PA      | $0.38         | 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        |    131000 | PA      | $126054.75    | 0.03%             | 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        |    156968 | PA      | $67275.91     | 0.01%             | 2028-05-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp                            | DigiPlus Interactive Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |    270300 | NS      | $192886.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     22530 | NS      | $3170421.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCOR SA                                             | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |   9435800 | PA      | $5828261.66   | 1.27%             | 2027-12-07      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                             | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132055.65    | 0.03%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Giant Biogene Holding Co ltd                         | Giant Biogene Holding Co ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     84800 | NS      | $876137.21    | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alstom SA                                            | Alstom SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     37029 | NS      | $894219.34    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Genomma Lab Internacional SAB de CV                  | Genomma Lab Internacional SAB de CV                                              | CUSIP: 000000000<br>LEI: 984500B7084AA76ACF85 | Long             | EC               | CORP              | MX        |    631845 | NS      | $738476.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Will Semiconductor Co Ltd Shanghai                   | Will Semiconductor Co Ltd Shanghai                                               | CUSIP: 000000000<br>LEI: 8368000MFHXX01GPND38 | Long             | EC               | CORP              | CN        |     33500 | NS      | $608496.20    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                          | Southern Co/The                                                                  | CUSIP: 842587DY0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8493000 | PA      | $9442177.68   | 2.06%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                                       | LivePerson Inc                                                                   | CUSIP: 538146AD3<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $69319.25     | 0.02%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                               | H&E Equipment Services Inc                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    516000 | PA      | $514658.40    | 0.11%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    435000 | PA      | $296139.30    | 0.06%             | 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        |    210000 | PA      | $193998.00    | 0.04%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                                      | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       345 | NS      | $345.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Group Ltd                                        | MTN Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549009JD6Q6XHZS5E05 | Long             | EC               | CORP              | ZA        |     84298 | NS      | $557910.71    | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| GE Vernova Inc                                       | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     13835 | NS      | $5130294.70   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                             | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220073.70    | 0.05%             | 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        |    205000 | PA      | $158700.75    | 0.03%             | 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        |     99240 | PA      | $98793.19     | 0.02%             | 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        |    262000 | PA      | $267478.42    | 0.06%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Food & Life Cos Ltd                                  | Food & Life Cos Ltd                                                              | CUSIP: 000000000<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |       800 | NS      | $29604.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                          | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    188400 | NS      | $447832.39    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                             | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1764877.95   | 0.39%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                     | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276373.80    | 0.06%             | 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        |     85000 | PA      | $82482.30     | 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        |    200319 | PA      | $199943.36    | 0.04%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                            | Baidu Inc                                                                        | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |      4050 | NS      | $355671.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Heidelberg Materials AG                              | Heidelberg Materials AG                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     14050 | NS      | $2808784.33   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    233000 | PA      | $216860.09    | 0.05%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                           | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     41738 | PA      | $44267.32     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cranswick PLC                                        | Cranswick PLC                                                                    | CUSIP: 000000000<br>LEI: 549300LDZLPU51XOSK43 | Long             | EC               | CORP              | GB        |      1007 | NS      | $69695.30     | 0.02%             |  |  |  | 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        |    210000 | PA      | $214302.90    | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158231.75    | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                              | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    210000 | PA      | $208303.20    | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                       | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    289600 | PA      | $283225.90    | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Jiumaojiu International Holdings Ltd                 | Jiumaojiu International Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 6556009ZSGTEPL7MEK84 | Long             | EC               | CORP              | KY        |    173000 | NS      | $56118.80     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| B&G Foods, Inc.                                      | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    154225 | PA      | $147863.22    | 0.03%             | 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        |    110000 | PA      | $102863.20    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| R&S Group Holding AG                                 | R&S Group Holding AG                                                             | CUSIP: 000000000<br>LEI: 549300BKHOM0Y2GJZJ41 | Long             | EC               | CORP              | CH        |      3835 | NS      | $92210.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| ESC CB144A RITE AID CO                               | ESC CB144A RITE AID CO                                                           | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     68927 | PA      | $0.07         | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                               | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |     29000 | NS      | $1126190.27   | 0.25%             |  |  |  | No            |                  2 | 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        |    365000 | PA      | $361459.50    | 0.08%             | 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        |    215000 | PA      | $194553.50    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                             | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208298.45    | 0.05%             | 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        |    210000 | PA      | $183693.30    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                     | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    219000 | PA      | $208866.87    | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                     | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $148306.20    | 0.03%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Americana Restaurants International PLC - Foreign Co | Americana Restaurants International PLC - Foreign Co                             | CUSIP: 000000000<br>LEI: 549300EYHRPEZ6UVAM64 | Long             | EC               | CORP              | AE        |    315000 | NS      | $187780.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                 | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    223000 | PA      | $212737.54    | 0.05%             | 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        |    208838 | PA      | $202338.48    | 0.04%             | 2029-06-04      | Floating      | 9.57%                 | 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        |    215000 | PA      | $213522.95    | 0.05%             | 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        |    487000 | PA      | $418532.67    | 0.09%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                   | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214168.50    | 0.05%             | 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        |    152500 | PA      | $152345.98    | 0.03%             | 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        |    265000 | PA      | $246738.85    | 0.05%             | 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        |    158000 | PA      | $163316.70    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                      | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    521200 | NS      | $2764660.90   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113501.25    | 0.02%             | 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        |     45000 | PA      | $46037.70     | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                               | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47410 | PA      | $47411.90     | 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     | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    162000 | PA      | $145950.66    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | APTIV PLC                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JE        |       511 | NC      | $109865.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     33705 | NS      | $2710219.05   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CASCADES INC/USA INC                                 | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    215000 | PA      | $209842.15    | 0.05%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | 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        |    250000 | PA      | $252545.00    | 0.06%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Station Casinos LLC                                  | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    207900 | PA      | $206695.22    | 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        |    110000 | PA      | $54093.60     | 0.01%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103360.95    | 0.02%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                   | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     87000 | NS      | $612554.88    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103744.30    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201186.30    | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                            | Alibaba Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    179100 | NS      | $2673967.78   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                                          | Nutanix Inc                                                                      | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1771426.68   | 0.39%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Shopify Inc                                          | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     18040 | NS      | $1713800.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                                   | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102209.10    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                             | Standard Industries Inc/NY                                                       | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105330.08    | 0.02%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                           | Siemens AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     15025 | NS      | $3459677.85   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    189185 | PA      | $127103.94    | 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        |    150000 | PA      | $138937.50    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                              | Definity Financial Corp                                                          | CUSIP: 24477T100<br>LEI: 984500D5F3FC49D00C44 | Long             | EC               | CORP              | CA        |      1955 | NS      | $97579.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| QUIKRETE HOLDINGS INC                                | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    215000 | PA      | $211053.68    | 0.05%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SK Hynix Inc                                         | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     12425 | NS      | $1550305.43   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                             | United States Cellular Corp                                                      | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      1770 | NS      | $41772.00     | 0.01%             |  |  |  | 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        |    107000 | PA      | $99386.95     | 0.02%             | 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        |    225000 | PA      | $204309.00    | 0.04%             | 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        |     80000 | PA      | $54169.60     | 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        |       163 | NS      | $3615.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                         | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       835 | NS      | $3141771.00   | 0.69%             |  |  |  | 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        |     56000 | PA      | $55573.84     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ambea AB                                             | Ambea AB                                                                         | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |      8260 | NS      | $99785.29     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                              | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6650000 | PA      | $6704031.25   | 1.46%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Torex Gold Resources Inc                             | Torex Gold Resources Inc                                                         | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |      1120 | NS      | $36274.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $109920.30    | 0.02%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc 2024 1st Lien Term Loan B                                    | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    124621 | PA      | $124484.75    | 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        |    315000 | PA      | $313614.00    | 0.07%             | 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        |    167000 | PA      | $158165.70    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                                   | Unity Software Inc                                                               | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     60065 | NS      | $1265569.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101591.00    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $241204.00    | 0.05%             | 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        |    105000 | PA      | $110418.00    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                     | Raia Drogasil SA                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     74568 | NS      | $260685.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                           | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     24018 | PA      | $24701.55     | 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        |    287000 | PA      | $271935.37    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PREMIUM BRANDS HLDGS COR                             | Premium Brands Holdings Corp                                                     | CUSIP: 74061AAJ7<br>LEI: 529900F5EXPGUY8WV366 | Long             | DBT              | CORP              | CA        |   4900000 | PA      | $3430568.69   | 0.75%             | 2027-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    123500 | PA      | $121156.59    | 0.03%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Brunello Cucinelli SpA                               | Brunello Cucinelli SpA                                                           | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |       357 | NS      | $40305.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Humana Inc                                           | Humana Inc                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4860 | NS      | $1274486.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustpilot Group PLC                                 | Trustpilot Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138002ILUNMGNPSGG46 | Long             | EC               | CORP              | GB        |     24105 | NS      | $72283.06     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     91224 | PA      | $71099.99     | 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        |    210000 | PA      | $209947.50    | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                     | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    260000 | PA      | $226119.40    | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232125.75    | 0.05%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $141040.14    | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                              | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107964.15    | 0.02%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Shanghai International Airport Co Ltd                | Shanghai International Airport Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003000CIJ7O6AOQF345 | Long             | EC               | CORP              | CN        |     54502 | NS      | $240678.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $69791.12     | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                     | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $154307.60    | 0.03%             | 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        |    131000 | PA      | $135443.52    | 0.03%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                              | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79933.78     | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Indian Hotels Co Ltd/The                             | Indian Hotels Co Ltd/The                                                         | CUSIP: 000000000<br>LEI: 33580076CH5SBY5HWA22 | Long             | EC               | CORP              | IN        |    107720 | NS      | $1001396.90   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                               | TOYOTA MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JP        |       148 | NC      | $44030.00     | 0.01%             |  |  |  | No            |                  1 | 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        |    150000 | PA      | $141517.50    | 0.03%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                            | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     25270 | NS      | $5369875.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: —       |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    324000 | PA      | $317737.08    | 0.07%             | 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        |         5 | NS      | $5.70         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd            | Taiwan Semiconductor Manufacturing Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    643900 | NS      | $18244617.54  | 3.98%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80997.60     | 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        |    210000 | PA      | $215136.60    | 0.05%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Notes                                                              | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3350000 | PA      | $3391875.00   | 0.74%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                               | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    192000 | PA      | $183031.68    | 0.04%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saudi National Bank/The                              | Saudi National Bank/The                                                          | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |     24653 | NS      | $234894.28    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                   | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |   1176545 | NS      | $1156191.02   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    178780 | PA      | $178784.64    | 0.04%             | 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    | 0.05%             | 2033-03-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                       | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    190000 | PA      | $186391.90    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTVS SA                                             | TOTVS SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    108250 | NS      | $717578.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $42118.44     | 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        |    100000 | PA      | $93280.00     | 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        |    274312 | PA      | $273078.09    | 0.06%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50921.52     | 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        |    160000 | PA      | $123582.40    | 0.03%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                     | MercadoLibre Inc                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      2062 | NS      | $4806212.70   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sands China Ltd                                      | Sands China Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EVO6UZDGY05787 | Long             | EC               | CORP              | KY        |    236800 | NS      | $424096.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP                      | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      5810 | NS      | $173719.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3396000 | PA      | $3706869.84   | 0.81%             | 2026-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                       | ICICI Bank Ltd                                                                   | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |    156760 | NS      | $5260865.60   | 1.15%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNOCO LP                                            | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104954.85    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                          | Southern Co/The                                                                  | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $179788.80    | 0.04%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107971.50    | 0.02%             | 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        |     27000 | PA      | $23073.12     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                      | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |    144420 | NS      | $4128530.54   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122649.80    | 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        |    220000 | PA      | $192473.60    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CARVANA CO                                           | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     53587 | PA      | $60466.50     | 0.01%             | 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        |    275000 | PA      | $257490.75    | 0.06%             | 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        |    265584 | PA      | $257451.50    | 0.06%             | 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        |    105000 | PA      | $103740.00    | 0.02%             | 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        |    107000 | PA      | $109494.17    | 0.02%             | 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        |     80000 | PA      | $82333.60     | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                        | AIA Group Ltd                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    373000 | NS      | $2794856.07   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $98002.44     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                       | Ayala Land Inc                                                                   | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |    935500 | NS      | $419664.63    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB AMYRIS INC                                    | ESC CB AMYRIS INC                                                                | CUSIP: 032ESCAA3<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |    214000 | PA      | $1136.34      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                 | Tencent Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     11300 | NS      | $692135.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    105000 | PA      | $102598.65    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIO Inc                                              | NIO Inc                                                                          | CUSIP: 62914V106<br>LEI: 549300JBU4TV5OCKJV96 | Long             | EC               | CORP              | KY        |     44620 | NS      | $180711.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| STAPLES INC                                          | Staples Inc 2024 Term Loan B                                                     | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    156712 | PA      | $135686.38    | 0.03%             | 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        |    109000 | PA      | $93574.32     | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BayCurrent Inc                                       | BayCurrent Inc                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1900 | NS      | $102378.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207845.40    | 0.05%             | 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     | 0.00%             | 2032-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                             | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237627.00    | 0.05%             | 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        |    120000 | PA      | $117034.80    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $104583.15    | 0.02%             | 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        |    314000 | PA      | $311566.50    | 0.07%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                         | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160810.82    | 0.04%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| OLIN CORP                                            | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199489.50    | 0.04%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                          | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     13401 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT                                | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213364.20    | 0.05%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                        | Eastroc Beverage Group Co Ltd                                                    | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |    106908 | NS      | $4209310.02   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                      | Cemex SAB de CV                                                                  | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |    145715 | NS      | $899061.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CINC BELL TEL                                        | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $183721.20    | 0.04%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                           | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107044.35    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                        | HDFC Bank Ltd                                                                    | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     12395 | NS      | $900992.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $117635.20    | 0.03%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                              | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   2200000 | PA      | $2545854.96   | 0.56%             | 2030-09-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| NAVER Corp                                           | NAVER Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |      3435 | NS      | $483323.68    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $154614.15    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                       | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6945 | NS      | $6243207.75   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255640.20    | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123301.12    | 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        |    232000 | PA      | $215917.76    | 0.05%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                      | Spotify USA Inc                                                                  | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |   8312000 | PA      | $10695964.72  | 2.33%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     25370 | NS      | $6206009.40   | 1.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                       | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     47955 | NS      | $8843861.10   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     13015 | NS      | $3040899.44   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                              | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     89325 | PA      | $89492.48     | 0.02%             | 2029-05-23      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                   | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2665022.65   | 0.58%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                              | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $262793.70    | 0.06%             | 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        |      4575 | NS      | $11346.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Zalando SE                                           | Zalando SE                                                                       | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |      1180 | NS      | $43089.20     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                              | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $96108.80     | 0.02%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    304000 | PA      | $299564.64    | 0.07%             | 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        |    100000 | PA      | $79119.00     | 0.02%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DPC Dash Ltd                                         | DPC Dash Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900OG7TEI5GQICO05 | Long             | EC               | CORP              | VG        |      4200 | NS      | $53501.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                             | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $206125.50    | 0.04%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                             | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266932.80    | 0.06%             | 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        |    105000 | PA      | $105935.55    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | 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    | 0.04%             | 2029-04-14      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd                          | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     12061 | NS      | $1.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT Inc                                            | SHIFT Inc                                                                        | CUSIP: 000000000<br>LEI: 353800HJXMOPLJ7BO262 | Long             | EC               | CORP              | JP        |      7200 | NS      | $65881.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                 | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    315000 | PA      | $293630.40    | 0.06%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ningbo Orient Wires & Cables Co Ltd                  | Ningbo Orient Wires & Cables Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     35300 | NS      | $245707.08    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | EC               | CORP              | IT        |      4880 | NS      | $111233.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159819.72    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                             | China Hongqiao Group Ltd                                                         | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $994330.00    | 0.22%             | 2030-03-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                    | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     79600 | PA      | $78787.68     | 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        |    202000 | PA      | $129320.40    | 0.03%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                              | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77292.02     | 0.02%             | 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        |    215000 | PA      | $214853.80    | 0.05%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                                       | MakeMyTrip Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | MU        |      8450 | NS      | $885729.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $3681983.25   | 0.80%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                       | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $112724.85    | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Alpha Services and Holdings SA                       | Alpha Services and Holdings SA                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | EC               | CORP              | GR        |     18350 | NS      | $44741.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107187.30    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                    | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $207708.90    | 0.05%             | 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        |    331721 | PA      | $311319.75    | 0.07%             | 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        |    195000 | PA      | $182170.95    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA          | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     33595 | NS      | $645894.95    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247187.20    | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    210627 | PA      | $196211.69    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer