# EDGAR Filing Document

**Accession Number:** 0001602584
**File Stem:** 0001410368-26-067704
**Filing Date:** 2026-6
**Character Count:** 249520
**Document Hash:** 248d22659f623d78ebd031672f3fb94f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067704.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067704

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calamos Dynamic Convertible & Income Fund
- **CENTRAL INDEX KEY:** 0001602584

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22949
- **FILM NUMBER:** 261128631

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

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

## 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 Dynamic Convertible & Income Fund

- **b. Investment Company Act file number:** 811-22949

- **c. CIK number of Registrant:** 0001602584

- **d. LEI of Registrant:** 5493003QCLIH42Q8R445

- **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 Dynamic Convertible & Income Fund

- **c. LEI of Series:** 5493003QCLIH42Q8R445

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1005069962.13

**Total Liabilities:** $320753811.16

**Net Assets:** $684316150.97

**Delayed Delivery Securities:** $1428946.70

**Cash Not Reported:** $20160799.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -228.11000000 | **1-Year:** -20495.15000000 | **5-Year:** -15439.97000000 | **10-Year:** -1106.84000000 | **30-Year:** -196.07000000

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

- **3-Month:** -3820.00000000 | **1-Year:** -42447.56000000 | **5-Year:** -104817.16000000 | **10-Year:** -10484.54000000 | **30-Year:** -562.26000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.31%                | -6.44%               | 14.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9525045.26              | $-3123697.18                               |
| Month 2  | $-10725026.71            | $-19571002.72                              |
| Month 3  | $11720048.55             | $85086416.54                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                             | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202172.10    | 0.03%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                  | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    263000 | PA      | $268646.61    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE               | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256269.00    | 0.04%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC               | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    265000 | PA      | $15786.05     | 0.00%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC            | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    260000 | PA      | $253865.30    | 0.04%             | 2032-10-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135800.55    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | 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        |    228000 | PA      | $218387.52    | 0.03%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                     | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    190612 | PA      | $190969.90    | 0.03%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                  | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131543.10    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                 | Lantheus Holdings Inc                                                            | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $3105407.97   | 0.45%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc              | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    176859 | PA      | $175950.82    | 0.03%             | 2031-06-13      | Floating      | 6.15%                 | 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        |    325000 | PA      | $338419.25    | 0.05%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                     | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    208950 | PA      | $210213.10    | 0.03%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                    | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119744.48    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                  | JUPITER BORROWER INC TERM LOAN B                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $155775.00    | 0.02%             | 2033-03-25      | None          | 0.00%                 | No            |                  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        |    125611 | PA      | $126252.24    | 0.02%             | 2028-08-23      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $265805.80    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RFNA LP                               | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332028.55    | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL               | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248380.00    | 0.04%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                     | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273514.45    | 0.04%             | 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        |    130000 | PA      | $133110.90    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CENTURY ALUMINUM COMPANY              | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269531.60    | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                           | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135826.60    | 0.02%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS              | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $236347.80    | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SAKS GLOBAL ENTERPRS LLC              | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     97500 | PA      | $618.15       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                          | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63529.40     | 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        |    265615 | PA      | $250092.03    | 0.04%             | 2031-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO              | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    357000 | PA      | $367827.81    | 0.05%             | 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        |    390000 | PA      | $371673.90    | 0.05%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $144945.45    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                 | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    129675 | PA      | $130587.26    | 0.02%             | 2032-08-30      | Floating      | 6.92%                 | 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        |    175000 | PA      | $167083.00    | 0.02%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133320.20    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124360.60    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MKS INC                               | MKS Inc                                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $24445000.00  | 3.57%             | 2030-06-01      | Fixed         | 1.25%                 | 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              | CORP              | US        |    265000 | PA      | $260502.95    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                               | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |     68335 | NS      | $3866394.30   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING              | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $373536.24    | 0.05%             | 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        |    105000 | PA      | $109894.05    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240969.60    | 0.04%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                      | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     63145 | NS      | $4838169.90   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA              | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    260000 | PA      | $269843.60    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                           | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125573.75    | 0.02%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $251691.00    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                         | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    125000 | PA      | $125348.13    | 0.02%             | 2033-02-13      | Floating      | 6.15%                 | 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        |    176348 | PA      | $176365.62    | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                               | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259916.80    | 0.04%             | 2031-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC              | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267269.60    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                           | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354252.50    | 0.05%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103804.00    | 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        |    158000 | PA      | $158082.16    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOCKTON INC                           | LOCKTON INC TERM LOAN B                                                          | CUSIP: 000000000<br>LEI: 549300K1E1VE46VELA06 | Long             | LON              | CORP              | US        |     50000 | PA      | $50187.50     | 0.01%             | 2033-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANTEST CORPORATION                 | Advantest Corp                                                                   | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | DBT              | CORP              | JP        | 600000000 | PA      | $4558398.01   | 0.67%             | 2031-03-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130214.50    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VOYAGER PARENT LLC                    | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    123000 | PA      | $131100.78    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC            | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                             | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    201437 | PA      | $200304.68    | 0.03%             | 2031-12-29      | Floating      | 6.15%                 | 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        |    235000 | PA      | $191174.85    | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                        | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       850 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                     | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265636.80    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                    | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258060.40    | 0.04%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                            | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177923.75    | 0.03%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GRP OF AMER               | Reinsurance Group of America Inc                                                 | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127401.30    | 0.02%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                   | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101230.08    | 0.01%             | 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        |    200000 | PA      | $204726.00    | 0.03%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137740.50    | 0.02%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                   | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    252000 | PA      | $232921.08    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN              | Merit Medical Systems Inc                                                        | CUSIP: 589889AB0<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2687675.00   | 0.39%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $279029.10    | 0.04%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126276.80    | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                     | Barclays Bank PLC                                                                | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   6250000 | PA      | $6465437.50   | 0.94%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                 | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    260000 | PA      | $261206.40    | 0.04%             | 2032-03-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER 3L NOTES                | GUITAR CENTER 3L NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170870 | PA      | $51261.00     | 0.01%             | 2032-08-19      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197298.00    | 0.03%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS Energy Corp                                                                  | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $4197675.00   | 0.61%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| AUDACY INC                            | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4890 | NS      | $14670.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                 | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $128998.72    | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Blackfin Pipeline LLC                 | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    258700 | PA      | $261072.28    | 0.04%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                  | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163911.60    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                  | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    405000 | PA      | $409070.25    | 0.06%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY               | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $271362.00    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                  | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64959.05     | 0.01%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP              | Galaxy Digital Holdings LP                                                       | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $2145570.00   | 0.31%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                      | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517298.10    | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                        | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $131101.41    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EP Energy Corp                        | EP Energy Corp                                                                   | CUSIP: 268785201<br>LEI: 549300Z6HPQS1H5IYQ07 | Long             | EC               | CORP              | US        |      1881 | NS      | $1881.00      | 0.00%             |  |  |  | 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        |    195000 | PA      | $203375.25    | 0.03%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $96066.21     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                            | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263499.15    | 0.04%             | 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        |    279000 | PA      | $113603.22    | 0.02%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                 | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $360594.00    | 0.05%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143697.58    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc              | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    125420 | PA      | $126329.76    | 0.02%             | 2031-05-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    210000 | PA      | $219498.30    | 0.03%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                               | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138925.80    | 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        |    246000 | PA      | $245328.42    | 0.04%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC          | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     23054 | PA      | $23080.06     | 0.00%             | 2030-12-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC              | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185233.10    | 0.03%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                  | Osaic Holdings Inc 2026 Term Loan B                                              | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    250000 | PA      | $250306.25    | 0.04%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                    | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67047.50     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                | Jazz Investments I Ltd                                                           | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1619887.50   | 0.24%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl               | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    179795 | PA      | $180831.81    | 0.03%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1               | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128927.36    | 0.02%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                       | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95764.22     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                          | KKR & Co Inc                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     98005 | NS      | $4349461.90   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| SAKS GLOBAL ENTERPRS LLC              | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     48750 | PA      | $136.50       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                    | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $68515.20     | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                            | ViaSat Inc 2023 Term Loan                                                        | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    149898 | PA      | $150537.01    | 0.02%             | 2030-05-30      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175071.00    | 0.03%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                 | STMicroelectronics NV                                                            | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $4854766.00   | 0.71%             | 2027-08-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    183621 | PA      | $177739.57    | 0.03%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                | Chemours Company (The) 2025 USD Term Loan B                                      | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    129675 | PA      | $129610.16    | 0.02%             | 2032-10-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                 | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264139.20    | 0.04%             | 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        |    195000 | PA      | $198783.00    | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                    | Cipher Digital Inc                                                               | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $13545285.00  | 1.98%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL               | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    203000 | PA      | $198406.11    | 0.03%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                         | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166379.50    | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                         | CoreWeave Inc                                                                    | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4643000 | PA      | $5599040.13   | 0.82%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253783.65    | 0.04%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                     | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129472.20    | 0.02%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                        | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    355000 | PA      | $366984.80    | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VOYAGER SPACE HOLDINGS I              | Voyager Technologies Inc                                                         | CUSIP: 92892BAA1<br>LEI: 254900DDCLSP240FE187 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2279280.00   | 0.33%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                         | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    647000 | PA      | $702227.92    | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256243.00    | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254872.80    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                  | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $325939.25    | 0.05%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                   | Treehouse Foods Inc 2026 Term Loan B                                             | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    130000 | PA      | $131239.55    | 0.02%             | 2033-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                   | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    325000 | PA      | $294729.50    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JBT MAREL CORP                        | JBT Marel Corp                                                                   | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3794160.00   | 0.55%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| API GROUP DE INC                      | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313872.00    | 0.05%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                    | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130490.88    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                       | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140854.00    | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                      | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    536632 | PA      | $547657.58    | 0.08%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC              | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66304.00     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                    | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    133000 | PA      | $80639.23     | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                        | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129539.80    | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN              | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    275000 | PA      | $226025.25    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Bausch Health Companies Inc           | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    377649 | PA      | $368490.76    | 0.05%             | 2030-10-08      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                  | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAJ1<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $3708292.50   | 0.54%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP              | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    463000 | PA      | $456142.97    | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC              | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330980.00    | 0.05%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                    | Connect Finco Sarl 2024 Extended Term Loan B                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    398514 | PA      | $400331.06    | 0.06%             | 2029-09-27      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                    | NextEra Energy Inc                                                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    155130 | NS      | $8356853.10   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                     | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227138.47    | 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        |    155000 | PA      | $157487.75    | 0.02%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC               | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131047.80    | 0.02%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   5250000 | PA      | $5543685.00   | 0.81%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC              | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62591.75     | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                         | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130475.80    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT               | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59116 | PA      | $57774.39     | 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        |    130000 | PA      | $129854.40    | 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        |    265000 | PA      | $261494.05    | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JW ALUMINUM CONT CAST CO              | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270678.20    | 0.04%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| LYFT INC                              | Lyft Inc                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10280970.00  | 1.50%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                     | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1888 | NS      | $5.85         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR              | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    300000 | PA      | $293925.00    | 0.04%             | 2033-01-15      | Fixed         | 5.75%                 | 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        |    114369 | PA      | $2843.21      | 0.00%             | 2029-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                       | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134870.16    | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93688.20     | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                 | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    168000 | PA      | $162261.12    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP               | Digital Realty Trust LP                                                          | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |  15250000 | PA      | $17123920.00  | 2.50%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                           | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227183.00    | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $257860.20    | 0.04%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                      | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $275647.70    | 0.04%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                         | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    134000 | PA      | $131019.84    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $101077.77    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                   | AST SpaceMobile Inc                                                              | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3796012.50   | 0.55%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                  | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $264797.00    | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC               | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238591.20    | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198394.20    | 0.03%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                            | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    313000 | PA      | $290642.41    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                   | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261424.80    | 0.04%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66848.60     | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135863.00    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                        | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256427.50    | 0.04%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC           | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    259350 | PA      | $260890.54    | 0.04%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN              | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118533.75    | 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        |    130000 | PA      | $135283.20    | 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        |    310000 | PA      | $295842.30    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                          | DoorDash Inc                                                                     | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10517540.00  | 1.54%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                 | Lumentum Holdings Inc                                                            | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $37781482.50  | 5.52%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                  | Western Digital Corp                                                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $40103105.00  | 5.86%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN              | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173871.25    | 0.03%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chinos Intermediate Holdings A Inc    | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 16961YAB4<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    167875 | PA      | $126325.94    | 0.02%             | 2031-09-26      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111065.64    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                         | Coherent Corp 2025 Term Loan B2                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    104143 | PA      | $104533.40    | 0.02%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                            | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $154203.16    | 0.02%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| CB144A SUNEDISON INC                  | CB144A SUNEDISON INC                                                             | CUSIP: 867ESCAE5<br>LEI: 5493004W8FBXFVSWVZ87 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $38400.00     | 0.01%             | 2020-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                             | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    146000 | PA      | $149127.32    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                         | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151480.71    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP              | Galaxy Digital Holdings LP                                                       | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4043580.00   | 0.59%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EOS ENERGY ENTERPRISES I              | Eos Energy Enterprises Inc                                                       | CUSIP: 29415CAC5<br>LEI: 529900UCCJMLRGDXVT41 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3466360.00   | 0.51%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                            | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $216208.20    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| I-80 GOLD CORP                        | i-80 Gold Corp                                                                   | CUSIP: 44955LAC0<br>LEI: 549300LFFIWIGUEXPK11 | Long             | DBT              | CORP              | CA        |   2444000 | PA      | $2745687.36   | 0.40%             | 2031-04-15      | Fixed         | 3.75%                 | 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        |    311153 | PA      | $297515.54    | 0.04%             | 2028-11-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                       | Nebius Group NV                                                                  | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   4251000 | PA      | $4726601.88   | 0.69%             | 2031-03-15      | Fixed         | 1.25%                 | 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        |    395000 | PA      | $388553.60    | 0.06%             | 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        |     68000 | PA      | $52759.16     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS               | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66558.05     | 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        |    205000 | PA      | $200744.20    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                        | Albemarle Corp                                                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    114980 | NS      | $8961541.20   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        60 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                            | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61800.42     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CLARITEV CORP                         | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105184 | PA      | $68931.28     | 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        |    222000 | PA      | $222852.48    | 0.03%             | 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        |    208063 | PA      | $208795.87    | 0.03%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                        | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132533.70    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | 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        |    270000 | PA      | $256192.20    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                     | AeroVironment Inc                                                                | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5596580.00   | 0.82%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65443.30     | 0.01%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XHR LP                                | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    260000 | PA      | $266484.40    | 0.04%             | 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        |    200000 | PA      | $71116.00     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                 | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335526.40    | 0.05%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                           | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132053.43    | 0.02%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR              | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487236.40    | 0.07%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118222.20    | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP               | Arrowhead Pharmaceuticals Inc                                                    | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2564752.50   | 0.37%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                           | SVC ABS LLC                                                                      | CUSIP: 78487JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $212475.51    | 0.03%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing, Inc. | American Axle and Manufacturing Inc 2025 Incremental Term Loan C                 | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    257400 | PA      | $257721.75    | 0.04%             | 2033-02-03      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133680.30    | 0.02%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                    | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391676.00    | 0.06%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                        | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       142 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chamberlain Group Inc                 | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    258374 | PA      | $258411.64    | 0.04%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERSYS                               | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143534.05    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120145.00    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| LIFE TIME INC                         | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263863.60    | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | 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        |    250000 | PA      | $259267.50    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| DISH DBS CORP                         | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $128934.40    | 0.02%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    367000 | PA      | $366497.21    | 0.05%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 26-1B PTT                | American Airlines 2026-1 Class B Pass Through Trust                              | CUSIP: 02380KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $160163.20    | 0.02%             | 2035-05-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                 | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102712.00    | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                          | Terawulf Inc                                                                     | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1387108.20   | 0.20%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE               | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199545.45    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                              | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132284.60    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                        | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133443.70    | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE              | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128111.10    | 0.02%             | 2033-08-01      | Fixed         | 6.88%                 | 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        |    258918 | PA      | $258529.92    | 0.04%             | 2030-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359084.00    | 0.05%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CENTRUS ENERGY CORP                   | Centrus Energy Corp                                                              | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $5647892.50   | 0.83%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                            | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     11320 | NS      | $207722.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SGUS LLC                              | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62931 | PA      | $10973.91     | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife Inc                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64160.85     | 0.01%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT INC                         | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $139322.62    | 0.02%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    535000 | PA      | $315896.10    | 0.05%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC              | Virgin Media Bristol LLC 2020 USD Term Loan Q                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    260000 | PA      | $255234.20    | 0.04%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                            | Zoetis Inc                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3834700.00   | 0.56%             | 2029-06-15      | Fixed         | 0.25%                 | 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        |         0 | PA      | $0.00         | 0.00%             | 2028-10-30      | Floating      | 13.25%                | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101791.80    | 0.01%             | 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        |    197000 | PA      | $197880.59    | 0.03%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc             | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    153597 | PA      | $149437.80    | 0.02%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                     | Bloom Energy Corp                                                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $25242615.00  | 3.69%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                 | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $137018.70    | 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        |    130000 | PA      | $129112.10    | 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        |    279099 | PA      | $264446.13    | 0.04%             | 2028-07-06      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58899.10     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| IREN LTD                              | IREN Ltd                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |  13000000 | PA      | $11259950.00  | 1.65%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                        | Cloudflare Inc                                                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $16129540.00  | 2.36%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC               | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190799.70    | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                     | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $136975.80    | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO               | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    305000 | PA      | $287136.15    | 0.04%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                    | Realty Income Corp                                                               | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3750000 | PA      | $3899887.50   | 0.57%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN              | Ionis Pharmaceuticals Inc                                                        | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8078445.00   | 1.18%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                   | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300110.85    | 0.04%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $399334.25    | 0.06%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       204 | NS      | $4526.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198455.00    | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                  | Ares Management Corp                                                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    103670 | NS      | $4068010.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ALBERTSONS LP                     | New Albertsons LP                                                                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $177573.48    | 0.03%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT              | Apollo Global Management Inc                                                     | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     72795 | NS      | $4784815.35   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER CALIFORNIA INC               | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $407272.00    | 0.06%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                           | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    240000 | NS      | $12487200.00  | 1.82%             |  |  |  | No            |                  1 | On Loan: —       |
| HALOZYME THERAPEUTICS IN              | Halozyme Therapeutics Inc                                                        | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7645530.00   | 1.12%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                  | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    419000 | PA      | $433262.76    | 0.06%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC            | Amneal Pharmaceuticals LLC 2026 Term Loan                                        | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    470922 | PA      | $473571.22    | 0.07%             | 2032-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                          | Semtech Corp                                                                     | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $4317527.50   | 0.63%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                        | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249168.40    | 0.04%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                | STATE STREET SPDR S+P 500 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       650 | NC      | $251875.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE & DATA SYS                  | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      2091 | NS      | $44810.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc              | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    303627 | PA      | $296643.37    | 0.04%             | 2029-05-01      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                         | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    515149 | PA      | $516499.02    | 0.08%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $16181775.00  | 2.36%             | 2028-08-01      | Fixed         | 3.00%                 | 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        |    255000 | PA      | $260722.20    | 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        |    260000 | PA      | $276117.40    | 0.04%             | 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        |    305000 | PA      | $293678.40    | 0.04%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                         | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    329445 | NS      | $23785929.00  | 3.48%             |  |  |  | No            |                  1 | On Loan: —       |
| ZEBRA TECHNOLOGIES CORP               | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265163.60    | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC              | Team Health Holdings Inc 2026 Repriced Term Loan B                               | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    258053 | PA      | $258759.03    | 0.04%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                | Cogent Biosciences Inc                                                           | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1767958.45   | 0.26%             | 2031-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                 | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266128.20    | 0.04%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                           | Datadog Inc                                                                      | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11029150.00  | 1.61%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                 | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199999.80    | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                          | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267030.40    | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244036.80    | 0.04%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                        | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $105795.45    | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                 | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    460000 | PA      | $469747.40    | 0.07%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS                    | Sirius XM Holdings Inc                                                           | CUSIP: 531229AP7<br>LEI: 54930055RWDMVXAGZK98 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4380680.00   | 0.64%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242050.20    | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                           | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65631.15     | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE              | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $196308.45    | 0.03%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                          | Terawulf Inc                                                                     | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $13996415.00  | 2.05%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                    | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $255814.00    | 0.04%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                         | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251175.00    | 0.04%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                            | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203452.00    | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272534.60    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                        | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $198100.50    | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER               | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132350.40    | 0.02%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP           | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |      1100 | NS      | $73722.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    375000 | PA      | $399577.50    | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN              | Live Nation Entertainment Inc                                                    | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $15287937.50  | 2.23%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $147411.90    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                               | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    307000 | PA      | $298941.25    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    207000 | PA      | $216575.82    | 0.03%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC              | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    387000 | PA      | $396423.45    | 0.06%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACProducts, Inc.                      | ACProducts Inc 2021 Term Loan B                                                  | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    258885 | PA      | $210772.18    | 0.03%             | 2028-05-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                   | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |    109497 | PA      | $87050.32     | 0.01%             | 2029-10-01      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD              | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $271343.80    | 0.04%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC               | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264760.60    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION         | Columbus McKinnon Corporation 2026 Term Loan B                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    176605 | PA      | $177120.56    | 0.03%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    365000 | PA      | $376690.95    | 0.06%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182579.40    | 0.03%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                    | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    259350 | PA      | $259758.48    | 0.04%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC              | Microchip Technology Inc                                                         | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6866280.00   | 1.00%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                  | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149777.82    | 0.02%             | 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: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     27717 | PA      | $0.03         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $163443.20    | 0.02%             | 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        |    261000 | PA      | $254143.53    | 0.04%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS              | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132056.60    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    130000 | PA      | $93355.60     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                        | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $138132.00    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND                   | Advanced Energy Industries Inc                                                   | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $15684570.00  | 2.29%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $126629.10    | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                   | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128011.00    | 0.02%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131092.00    | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                  | Bank of America Corp                                                             | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      7055 | NS      | $8626642.35   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS/CANADA WON                  | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    207000 | PA      | $199345.14    | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65518.70     | 0.01%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280304.75    | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                     | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129422.80    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                        | Compass Inc                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   3987000 | PA      | $3523391.64   | 0.51%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    247000 | PA      | $241136.22    | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H              | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $136771.70    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                    | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     15585 | NS      | $314661.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                        | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133039.40    | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                         | Wolfspeed Inc                                                                    | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1178123 | PA      | $963150.90    | 0.14%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                        | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $266294.60    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128351.60    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                       | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $267347.60    | 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        |    160000 | PA      | $169758.40    | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                    | NextEra Energy Inc                                                               | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     73485 | NS      | $4338554.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| COINBASE GLOBAL INC                   | Coinbase Global Inc                                                              | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8030920.00   | 1.17%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I              | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254722.00    | 0.04%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JELDWEN HOLDING                       | JELD-WEN Holding Inc                                                             | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $98880.60     | 0.01%             | 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        |    130000 | PA      | $135510.70    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                      | Coeur Mining Inc                                                                 | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268741.20    | 0.04%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132852.20    | 0.02%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                       | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    155703 | PA      | $146283.13    | 0.02%             | 2031-07-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc              | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    364034 | PA      | $338019.79    | 0.05%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                 | ON Semiconductor Corp                                                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $18266250.00  | 2.67%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $147468.55    | 0.02%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      1789 | NS      | $39715.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI INC                         | TEMPUS AI INC                                                                    | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1825530.00   | 0.27%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                            | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $142453.66    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc               | Versant Media Group Inc Term Loan B                                              | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    350000 | PA      | $351137.50    | 0.05%             | 2031-01-30      | Floating      | 7.20%                 | 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        |    260000 | PA      | $269214.40    | 0.04%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FMC CORP                              | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    426000 | PA      | $282493.38    | 0.04%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $139152.00    | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU              | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134712.50    | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC               | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67601.30     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $247353.65    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194900.55    | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                 | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    485000 | PA      | $427576.00    | 0.06%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC              | Ultra Clean Holdings Inc                                                         | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $15223932.50  | 2.22%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                       | Lucid Group Inc                                                                  | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1477170.00   | 0.22%             | 2030-04-01      | Fixed         | 5.00%                 | 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        |    240000 | PA      | $231888.00    | 0.03%             | 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        |    445000 | PA      | $440452.10    | 0.06%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD              | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $209110.20    | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65393.25     | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                          | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    255000 | PA      | $256355.33    | 0.04%             | 2032-08-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $127179.00    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                   | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      9586 | PA      | $9526.11      | 0.00%             | 2028-10-02      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                   | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135103.32    | 0.02%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | 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        |    216460 | PA      | $206338.33    | 0.03%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DAVE INC                              | Dave Inc                                                                         | CUSIP: 23834JAA0<br>LEI: 25490061SUVXCW51RZ82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4959840.00   | 0.72%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                   | United Airlines Inc 2026 Term Loan B                                             | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    148034 | PA      | $148635.93    | 0.02%             | 2031-02-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                        | William Carter Co/The                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133794.70    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                   | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    401000 | PA      | $399271.69    | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                           | Wayfair Inc                                                                      | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $3457575.00   | 0.51%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                    | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128791.00    | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    340000 | PA      | $359675.80    | 0.05%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE              | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263148.60    | 0.04%             | 2033-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI              | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60690.00     | 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: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267191.60    | 0.04%             | 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        |    251000 | PA      | $233246.77    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                   | SWORD PURCHASER LLC USD TERM LOAN B                                              | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |    195000 | PA      | $189637.50    | 0.03%             | 2033-04-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                    | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $412036.00    | 0.06%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| KBR INC                               | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295374.00    | 0.04%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                   | Coinbase Global Inc                                                              | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3623025.00   | 0.53%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                       | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $414120.00    | 0.06%             | 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        |    250000 | PA      | $249225.00    | 0.04%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN              | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251807.40    | 0.04%             | 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        |    304000 | PA      | $290636.16    | 0.04%             | 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: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    255470 | PA      | $251710.27    | 0.04%             | 2031-03-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    257000 | PA      | $239372.37    | 0.03%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP                          | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206076.00    | 0.03%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                             | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65016.90     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199678.05    | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |    185000 | PA      | $184382.10    | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                         | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    323000 | PA      | $328000.04    | 0.05%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Trinseo Materials Operating SCA       | Trinseo Materials Operating SCA 2021 Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |    189840 | PA      | $27105.39     | 0.00%             | 2028-05-03      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| KALVISTA PHARMA INC                   | KalVista Pharmaceuticals Inc                                                     | CUSIP: 483497AA1<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $2704920.75   | 0.40%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                            | Fluor Corp                                                                       | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $5711660.00   | 0.83%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI              | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195079.95    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC            | Avis Budget Car Rental LLC 2025 Term Loan B                                      | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    129025 | PA      | $128325.68    | 0.02%             | 2032-07-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU              | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $4968665.00   | 0.73%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                              | Etsy Inc                                                                         | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3802645.00   | 0.56%             | 2030-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    533000 | PA      | $474188.78    | 0.07%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN              | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    195000 | PA      | $199488.90    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                       | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       408 | NS      | $408.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Holdings SA                    | Ardagh Holdings SA                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      3114 | NS      | $22293.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                   | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    128045 | PA      | $128182.57    | 0.02%             | 2028-11-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                      | Cytokinetics Inc                                                                 | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2550680.00   | 0.37%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                      | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342504.50    | 0.05%             | 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        |     92019 | PA      | $92400.21     | 0.01%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71134.00     | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC               | Mirion Technologies Inc                                                          | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $7051000.00   | 1.03%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                         | CoreWeave Inc                                                                    | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $7811580.00   | 1.14%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                            | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $197457.00    | 0.03%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                            | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    291000 | PA      | $281944.08    | 0.04%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI              | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258627.20    | 0.04%             | 2033-09-30      | Fixed         | 5.63%                 | 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        |    380000 | PA      | $385069.20    | 0.06%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202886.00    | 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        |    260000 | PA      | $262831.40    | 0.04%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOBY AVIATION INC                     | Joby Aviation Inc                                                                | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3667320.00   | 0.54%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                       | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    192075 | PA      | $186013.11    | 0.03%             | 2029-10-10      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127446.20    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAP/GLOBA                                                         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152773.50    | 0.02%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       400 | NC      | $1918000.00   | 0.28%             |  |  |  | No            |                  1 | 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        |    266000 | PA      | $241551.94    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS              | Indivior Pharmaceuticals Inc                                                     | CUSIP: 45579UAA7<br>LEI: 254900MKFFZZSS7N1I14 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4571560.00   | 0.67%             | 2031-03-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC              | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    247000 | PA      | $229989.11    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                      | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    268000 | PA      | $259375.76    | 0.04%             | 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        |    180000 | PA      | $188020.80    | 0.03%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136178.90    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VSE CORP                              | VSE Corp                                                                         | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |     80000 | NS      | $3697600.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    103000 | PA      | $112965.25    | 0.02%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                  | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276080.75    | 0.04%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    467000 | PA      | $461923.71    | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                        | WisdomTree Inc                                                                   | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $4150195.00   | 0.61%             | 2030-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                    | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269867.00    | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                       | PPL Corp                                                                         | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |    324045 | NS      | $16344829.80  | 2.39%             |  |  |  | No            |                  1 | On Loan: —       |
| JEFFERIES FIN LLC / JFIN              | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $249384.20    | 0.04%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67081.30     | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                    | Liberty Energy Inc                                                               | CUSIP: 53115LAC8<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   2162000 | PA      | $2438908.96   | 0.36%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    157000 | PA      | $168828.38    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                   | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123722.10    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | 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        |     45752 | PA      | $45096.37     | 0.01%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67899.65     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                  | Bridgebio Pharma Inc                                                             | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4200317.50   | 0.61%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                  | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    240000 | PA      | $239023.20    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                 | Life Time Fitness Inc 2025 Term Loan                                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    256760 | PA      | $257843.28    | 0.04%             | 2031-11-05      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                          | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183432.60    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ORMAT TECHNOLOGIES INC                | Ormat Technologies Inc                                                           | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4235840.00   | 0.62%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                   | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    254800 | PA      | $255749.13    | 0.04%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| QVC INC                               | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    135000 | PA      | $65290.05     | 0.01%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CYPRIUM CORP/CYPRIUM HOL              | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    325000 | PA      | $324850.50    | 0.05%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244103.60    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                          | Strategy Inc                                                                     | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $8512210.00   | 1.24%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141100.41    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255031.20    | 0.04%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                            | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264271.80    | 0.04%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                    | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130702.00    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1              | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $397391.40    | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS              | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    233394 | PA      | $158047.41    | 0.02%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                 | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    257400 | PA      | $257907.08    | 0.04%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Wolfspeed Inc                         | Wolfspeed Inc                                                                    | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     97515 | NS      | $2879617.95   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| FERTITTA ENTERTAINMENT                | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $127603.17    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                         | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $421673.16    | 0.06%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64624.30     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                           | Oracle Corp                                                                      | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |    355035 | NS      | $17279553.45  | 2.53%             |  |  |  | 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        |     56667 | PA      | $56734.10     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                      | Energy Fuels Inc/Canada                                                          | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $3644272.50   | 0.53%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                 | Alphatec Holdings Inc                                                            | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4716322.50   | 0.69%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L              | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129978.75    | 0.02%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                 | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    198000 | PA      | $193016.34    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                     | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389535.30    | 0.06%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    130000 | PA      | $136249.10    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | 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        |    332000 | PA      | $324788.96    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                              | Snap Inc                                                                         | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $11844140.00  | 1.73%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE              | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191153.30    | 0.03%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC              | Microchip Technology Inc                                                         | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    127910 | NS      | $10062679.70  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS              | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    109200 | PA      | $90744.11     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I              | Ligand Pharmaceuticals Inc                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $2351947.50   | 0.34%             | 2030-10-01      | Fixed         | 0.75%                 | 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        |    260000 | PA      | $262480.40    | 0.04%             | 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        |    300000 | PA      | $268194.00    | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293997.45    | 0.04%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $130677.30    | 0.02%             | 2056-10-17      | Fixed         | 6.13%                 | 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        |    196000 | PA      | $205517.76    | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                           | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103876.00    | 0.02%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $85281.66     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    260000 | PA      | $171134.60    | 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        |    292000 | PA      | $303338.36    | 0.04%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                 | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $98905.08     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                  | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    170000 | PA      | $165982.90    | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $256622.60    | 0.04%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                 | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    198000 | PA      | $196099.20    | 0.03%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                   | Guardant Health Inc                                                              | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4180960.00   | 0.61%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| ASCENT RESOURCES/ARU FIN              | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205790.00    | 0.03%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                 | CyberArk Software Ltd                                                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |  13500000 | PA      | $14709330.00  | 2.15%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                     | Par Petroleum LLC 2025 Term Loan B                                               | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    379145 | PA      | $380625.36    | 0.06%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $99282.60     | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                 | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $301048.71    | 0.04%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IMAX CORP                             | IMAX Corp                                                                        | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4480240.00   | 0.65%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234937.00    | 0.03%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    146000 | PA      | $141403.92    | 0.02%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| UWM HOLDINGS LLC                      | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $120854.50    | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | 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        |    197809 | PA      | $198055.20    | 0.03%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                    | Liberty Energy Inc                                                               | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $6951060.00   | 1.02%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REVOLUTION MEDICINES INC              | Revolution Medicines Inc                                                         | CUSIP: 76155XAA8<br>LEI: 549300JU3X0LBCQ65892 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3988818.78   | 0.58%             | 2033-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                        | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    275000 | PA      | $274359.25    | 0.04%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                   | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259027.60    | 0.04%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                     | Dragon Buyer Inc Term Loan B                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    320938 | PA      | $307779.06    | 0.04%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                    | Seagate HDD Cayman                                                               | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $10188850.00  | 1.49%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                 | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160266.00    | 0.02%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                       | Xcel Energy Inc                                                                  | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64321.40     | 0.01%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Partners LP       | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      7135 | NS      | $276124.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                             | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265720.00    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                 | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $136522.10    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN              | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264646.20    | 0.04%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31188.63     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                 | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67620.80     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127416.90    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                 | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    225000 | PA      | $201818.25    | 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        |    210000 | PA      | $203414.40    | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN INTERNTNL LTD              | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $238259.25    | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Star Parent Inc                       | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    408392 | PA      | $409031.05    | 0.06%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                       | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    117000 | PA      | $58911.84     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| BLOCK INC                             | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130192.40    | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE              | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65466.05     | 0.01%             | 2027-01-04      | Variable      | 7.91%                 | 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        |    130000 | PA      | $116460.50    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130131.30    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $129525.50    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                       | Rivian Automotive Inc                                                            | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11467800.00  | 1.68%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation             | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    283787 | PA      | $285783.41    | 0.04%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                           | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263855.80    | 0.04%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                             | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398810.10    | 0.06%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                | Jazz Investments I Ltd                                                           | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3250000 | PA      | $4852282.50   | 0.71%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                  | BWX Technologies Inc                                                             | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $16831760.00  | 2.46%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                      | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $131043.90    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                  | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253324.65    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                         | Repligen Corp                                                                    | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3697275.00   | 0.54%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                          | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    191000 | PA      | $197759.49    | 0.03%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                             | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258148.80    | 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        |     13522 | NS      | $1.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEPEAK NILE PARENT                 | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272394.20    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CINC BELL TEL                         | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $246346.32    | 0.04%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO              | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    143000 | PA      | $150304.44    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                            | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135170.10    | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                           | Workiva Inc                                                                      | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3026562.50   | 0.44%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    168000 | PA      | $160905.36    | 0.02%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                     | MP Materials Corp                                                                | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $4772295.00   | 0.70%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                         | Snowflake Inc                                                                    | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8714025.00   | 1.27%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $206419.20    | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      2160 | NS      | $53892.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344001.90    | 0.05%             | 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        |    157000 | PA      | $155378.19    | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                          | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    272000 | PA      | $260842.56    | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC               | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    182810 | PA      | $184067.56    | 0.03%             | 2029-05-30      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                    | NextEra Energy Inc                                                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     80000 | NS      | $4201600.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP                    | Liberty Media Corp-Liberty Formula One                                           | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4949847.50   | 0.72%             | 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        |    335000 | PA      | $336112.20    | 0.05%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| AKAMAI TECHNOLOGIES INC               | Akamai Technologies Inc                                                          | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $19690800.00  | 2.88%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| ELECTRONIC ARTS INC                   | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    248000 | PA      | $248372.00    | 0.04%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc            | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      5620 | NS      | $8879.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE               | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $241442.40    | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC               | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $221377.20    | 0.03%             | 2043-02-15      | Fixed         | 4.30%                 | 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        |    240000 | PA      | $234117.60    | 0.03%             | 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      | $270135.00    | 0.04%             | 2026-05-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| MACOM TECH SOLUTIONS                  | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $12349610.00  | 1.80%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                  | Emera US Finance LLC                                                             | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130466.70    | 0.02%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                         | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $58605.30     | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd           | Mcdermott International Ltd                                                      | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | N/A              | DE               |  | BM        |     12170 | NS      | $1.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                  | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358770.50    | 0.05%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135356.00    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192993.45    | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                   | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    197000 | PA      | $203806.35    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                     | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    346007 | PA      | $346880.88    | 0.05%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                    | Industrial F&B Investments III Inc                                               | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131488.50    | 0.02%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC               | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95614.84     | 0.01%             | 2067-03-30      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                 | Uber Technologies Inc                                                            | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $14699160.00  | 2.15%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $138227.70    | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                 | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128031.80    | 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        |    260000 | PA      | $265410.60    | 0.04%             | 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        |    276743 | PA      | $258409.21    | 0.04%             | 2030-02-18      | Floating      | 6.90%                 | 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        |    235000 | PA      | $219950.60    | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                           | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186823.65    | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                         | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    271019 | PA      | $275374.28    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                   | AST SpaceMobile Inc                                                              | CUSIP: 00217DAG5<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3022532.50   | 0.44%             | 2036-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                        | Opal Bidco SAS USD Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    258700 | PA      | $260047.83    | 0.04%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** Calamos Dynamic Convertible & Income Fund

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer