# EDGAR Filing Document

**Accession Number:** 0001219120
**File Stem:** 0000940400-26-026147
**Filing Date:** 2026-6
**Character Count:** 225527
**Document Hash:** 4092d35e43841c4b3fbaa938160623d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-026147.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-026147

**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:** ADVENT CONVERTIBLE & INCOME FUND
- **CENTRAL INDEX KEY:** 0001219120

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21309
- **FILM NUMBER:** 261128525

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ADVENT CONVERTIBLE & INCOME FUND

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

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

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

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

  - **Street Address 1:** 888 Seventh Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

**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:** $960177416.60

**Total Liabilities:** $365683697.84

**Net Assets:** $594493718.76

**Delayed Delivery Securities:** $1102750.00

**Cash Not Reported:** $11875842.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3.64810421 | **1-Year:** 238.97462743 | **5-Year:** 20330.68169868 | **10-Year:** 6606.59707840 | **30-Year:** 2863.51848772

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

- **3-Month:** 223.13439427 | **1-Year:** 1798.62988486 | **5-Year:** 94260.25346746 | **10-Year:** 36182.37823021 | **30-Year:** 6421.57944883

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000001 | -0.40%               | -5.06%               | 10.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-629622.95              | $-4190492.12                               |
| Month 2  | $-2034320.93             | $-30617490.88                              |
| Month 3  | $9759313.44              | $41892512.30                               |

**Designated Index Information**

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

- **Index Identifier:** VXA0

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Bank of New York Mellon                                              | USD/CAD FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14335.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                  | MTSI 0 12/15/29                                                                                                                         | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $770649.50    | 0.13%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC                                                            | KKR & CO. INC 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     43941 | NS      | $1950101.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Greetings                                                       | American Greetings Term Loan B 575 2029-10-07                                                                                           | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |   1648081 | PA      | $1641900.58   | 0.28%             | 2029-10-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                                                               | FLR 1.125 08/15/29                                                                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    974000 | PA      | $1308812.50   | 0.22%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                              | ENXFP 1.5 05/30/32                                                                                                                      | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1663998.92   | 0.28%             | 2032-05-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                       | VEGLPL 6.5 01/15/34 144A                                                                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3357000 | PA      | $3521127.09   | 0.59%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                           | TTEK 2.25 08/15/28                                                                                                                      | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2761377.35   | 0.46%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                   | VISANT 8.375 12/01/31 144A                                                                                                              | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1996856.29   | 0.34%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                          | NBIS 2.75 09/15/32                                                                                                                      | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   2113000 | PA      | $2681397.00   | 0.45%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WINBOND ELECTRONICS CORP                                                 | WINBON 0 03/31/27                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STBMBTLA91J410 | Long             | DBT              | CORP              | TW        |   1700000 | PA      | $1759925.00   | 0.30%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                            | NGVT 3.875 11/01/28 144A                                                                                                                | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2003560.51   | 0.34%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                    | SPOTIFY TECHNOLOGY SA COM EUR0.000625                                                                                                   | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      7000 | NS      | $3125850.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                               | FMCN 7.25 02/15/34 144A                                                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1521000 | PA      | $1564905.19   | 0.26%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERDE PURCHASER LLC                                                      | VRTV 10.5 11/30/30 144A                                                                                                                 | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2144865.42   | 0.36%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                            | CRWV 1.75 10/01/32                                                                                                                      | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   6353000 | PA      | $7636306.00   | 1.28%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                      | DBD 7.75 03/31/30 144A                                                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1674214.89   | 0.28%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                                                 | HONGQI 0 05/03/27                                                                                                                       | CUSIP: 000000000<br>LEI: 3003009Q4IBFSDE24571 | Long             | DBT              | CORP              | KY        |  11000000 | PA      | $1610486.34   | 0.27%             | 2027-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC (THE)                                             | MIK 11 03/15/34 144A                                                                                                                    | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    473000 | PA      | $457007.29    | 0.08%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IREN LTD                                                                 | IREN 0.25 06/01/32                                                                                                                      | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   1185000 | PA      | $1306758.75   | 0.22%             | 2032-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                       | NEE 7.299 06/01/27                                                                                                                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    100943 | NS      | $5959674.72   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                      | AFRM 0.75 12/15/29                                                                                                                      | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7622000 | PA      | $8060265.00   | 1.36%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMPASS INC                                                              | COMP 0.25 04/15/31                                                                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3371434.50   | 0.57%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                              | ROYAL CARIBBEAN CRUISES LTD COM USD0.01                                                                                                 | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     15000 | NS      | $3956400.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RAND PARENT LLC                                                          | AAWW 8.5 02/15/30 144A                                                                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1194639.50   | 0.20%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP PLC                                                           | EATON CORP PLC COM USD0.01                                                                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10000 | NS      | $4330100.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                                             | FRPT 3 04/01/28                                                                                                                         | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |    647000 | PA      | $796004.10    | 0.13%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                             | UNITED AIRLINES HOLDINGS INC COM                                                                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     40000 | NS      | $3600000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                                                   | CACI 6.375 06/15/33 144A                                                                                                                | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2458935.21   | 0.41%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOVANTA INC                                                              | NOVT 6.5 11/01/28                                                                                                                       | CUSIP: 67000B203<br>LEI: 549300NBPHPTUPTS8070 | Long             | EP               | CORP              | CA        |     46416 | NS      | $2658708.48   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIS SA                                                                  | ELISGP 2.25 09/22/29                                                                                                                    | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $1333770.66   | 0.22%             | 2029-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                 | ACI 5.75 03/31/34 144A                                                                                                                  | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    941000 | PA      | $917256.22    | 0.15%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                           | GTN 7.25 08/15/33 144A                                                                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    940000 | PA      | $957637.22    | 0.16%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                            | CRWV 9.75 10/01/31 144A                                                                                                                 | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1557164.63   | 0.26%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                             | INDV 0.625 03/15/31                                                                                                                     | CUSIP: 45579UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1640016.00   | 0.28%             | 2031-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SCGEN RR 1.8825 12/15/25                                                 | SCGEN RR 1.8825 12/15/25                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        | -56000000 | PA      | $-56000000.00 | -9.42%            |  |  |  | No            |                  2 | On Loan: No      |
| SCGEN RR FLOAT 175 DY ROL                                                | SCGEN RR FLOAT 175 DY ROL                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        | -84000000 | PA      | $-84000000.00 | -14.13%           |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                   | SO 7.125 12/15/28 A                                                                                                                     | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     76755 | NS      | $3993562.65   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                                                              | DLX 8.125 09/15/29 144A                                                                                                                 | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2102779.13   | 0.35%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HOKKAIDO ELECTRIC POWER CO INC                                           | HOKKEL 0 03/03/31                                                                                                                       | CUSIP: 000000000<br>LEI: 353800XDXIIZDHUO0J51 | Long             | DBT              | CORP              | JP        | 210000000 | PA      | $1385325.93   | 0.23%             | 2031-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD                                                        | GRAB 0 06/15/30                                                                                                                         | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |   1834000 | PA      | $1796164.58   | 0.30%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HD KOREA SHIPBUILDING&OFFSHORE ENGINEERING CO LTD                        | HYNHEA 0 05/04/31                                                                                                                       | CUSIP: 000000000<br>LEI: 988400DPTJ9KH5R6W540 | Long             | DBT              | CORP              | KR        |   1100000 | PA      | $1523500.00   | 0.26%             | 2031-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                       | CNX 7.375 01/15/31 144A                                                                                                                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2439254.01   | 0.41%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| E.W. SCRIPPS COMPANY (THE)                                               | SSP 3.875 01/15/29 144A                                                                                                                 | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1345549.27   | 0.23%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                     | HOWARD 7.375 07/15/32 144A                                                                                                              | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2166996.04   | 0.36%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                       | URI 3.75 01/15/32                                                                                                                       | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1313840.02   | 0.22%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                     | PFORGE 6.75 03/15/31 144A                                                                                                               | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1394898.91   | 0.23%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                           | GTN 10.5 07/15/29 144A                                                                                                                  | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1399899.20   | 0.24%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                 | ACI 5.5 03/31/31 144A                                                                                                                   | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1912729.73   | 0.32%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                         | PARA 5.85 09/01/43                                                                                                                      | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    516000 | PA      | $379099.81    | 0.06%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                            | Hologic, Inc. Term Loan B 225 2033-01-04                                                                                                | CUSIP: 43644ABL2<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | LON              | CORP              | US        |   2139000 | PA      | $2126978.82   | 0.36%             | 2033-01-04      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                               | BWY 7.875 04/15/30 144A                                                                                                                 | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1214250.00   | 0.20%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                | QGEN 2 09/04/32                                                                                                                         | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $964346.69    | 0.16%             | 2032-09-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                    | C 0.8 02/05/30 GMTN                                                                                                                     | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2831037.61   | 0.48%             | 2030-02-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                             | FUN 8.625 01/15/32 144A                                                                                                                 | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1061973.50   | 0.18%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                              | Pediatrix Medical Group Inc                                                                                                             | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3053000 | PA      | $3037515.49   | 0.51%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                | ISATLN 9 09/15/29 144A                                                                                                                  | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1934000 | PA      | $2042182.16   | 0.34%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                    | LVLT 3.75 07/15/29 144A                                                                                                                 | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    469000 | PA      | $441858.97    | 0.07%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO LTD                                              | DAIWAH 0 03/29/30                                                                                                                       | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | DBT              | CORP              | JP        | 230000000 | PA      | $1506253.79   | 0.25%             | 2030-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANSOH PHARMACEUTICAL GROUP CO LTD                                       | HSPGCL 0 02/03/33                                                                                                                       | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | DBT              | CORP              | KY        |   7000000 | PA      | $865868.84    | 0.15%             | 2033-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANA HOLDINGS INC                                                         | ANAIR 0 12/10/31                                                                                                                        | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | DBT              | CORP              | JP        | 130000000 | PA      | $885581.19    | 0.15%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                  | AKAM 0.25 05/15/33                                                                                                                      | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   5389000 | PA      | $7082493.25   | 1.19%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                           | GTN 9.625 07/15/32 144A                                                                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    980000 | PA      | $997032.40    | 0.17%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| RBB FUND TRUST (THE)                                                     | RBB FUND TRUST (THE) ADVENT CONV BD ETF                                                                                                 | CUSIP: 75526L845<br>LEI: 549300LEC95RYURPL757 | Long             | EC               | RF                | US        |    990000 | NS      | $26840286.00  | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD                             | GS 0 01/29/29 **                                                                                                                        | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   2100000 | PA      | $2944894.79   | 0.50%             | 2029-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VINGROUP JSC                                                             | VICVN 5.5 04/16/31                                                                                                                      | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | DBT              | CORP              | VN        |    800000 | PA      | $802000.00    | 0.13%             | 2031-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                                    | ATEC 0.75 03/15/30                                                                                                                      | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1025262.00   | 0.17%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                             | MSTR 2.25 06/15/32                                                                                                                      | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $3196490.40   | 0.54%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | META PLATFORMS INC CL A                                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      4000 | NS      | $2447640.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD POLE CAPITAL CO LTD                                                 | ZJMGCL 1 06/25/29                                                                                                                       | CUSIP: 000000000<br>LEI: 254900UYUS22SGHTR751 | Long             | DBT              | CORP              | HK        |    900000 | PA      | $1695600.00   | 0.29%             | 2029-06-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC (THE)                                             | MIK 8.5 03/15/33 144A                                                                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1239359.42   | 0.21%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                  | KGS 6.5 10/01/33 144A                                                                                                                   | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    469000 | PA      | $479991.95    | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                               | BWY 9.25 04/15/30 144A                                                                                                                  | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    836000 | PA      | $797331.66    | 0.13%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                             | APOLLO GLOBAL MANAGEMENT INC 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                       | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     24604 | NS      | $1617220.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                                              | MCFE 7.375 02/15/30 144A                                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1211307.33   | 0.20%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                             | GE AEROSPACE COM NEW                                                                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     14000 | NS      | $4059020.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                 | IRM 4.875 09/15/29 144A                                                                                                                 | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    942000 | PA      | $929506.35    | 0.16%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRISPR THERAPEUTICS AG                                                   | CRSP 1.7308 03/01/31                                                                                                                    | CUSIP: 226712AA5<br>LEI: 506700O6IRRIQLT3W370 | Long             | DBT              | CORP              | CH        |    697000 | PA      | $728504.40    | 0.12%             | 2031-03-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| E.W. SCRIPPS COMPANY (THE)                                               | SSP 9.875 08/15/30 144A                                                                                                                 | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    473000 | PA      | $474697.29    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ADVANTEST CORP                                                           | ADVANT 0 03/28/31                                                                                                                       | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | DBT              | CORP              | JP        | 370000000 | PA      | $2800883.83   | 0.47%             | 2031-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRANE NXT COMPANY                                                        | CXT 4.2 03/15/48                                                                                                                        | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1274041.81   | 0.21%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                  | SBAC 3.875 02/15/27                                                                                                                     | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1408027.62   | 0.24%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                            | VOLTAG 7.375 11/01/30 144A                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2712266.84   | 0.46%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                                    | RIVN 3.625 10/15/30                                                                                                                     | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1439494.80   | 0.24%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BIZLINK HOLDING INC                                                      | BIZHOL 0 09/22/30                                                                                                                       | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $1139100.00   | 0.19%             | 2030-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                              | TRACTD 6.5 05/01/31 144A                                                                                                                | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1539194.28   | 0.26%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                        | SM 6.625 04/15/34 144A                                                                                                                  | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    473000 | PA      | $479742.62    | 0.08%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                  | KGS 6.75 10/01/35 144A                                                                                                                  | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1460181.84   | 0.25%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                            | CRWV 1.75 12/01/31                                                                                                                      | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   2718000 | PA      | $3531905.10   | 0.59%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                  | QXO INC DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 5.50% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK        | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     46242 | NS      | $2616372.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                               | DVA 4.625 06/01/30 144A                                                                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2508000 | PA      | $2429004.52   | 0.41%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                                      | SEE 8.25 04/15/33 144A                                                                                                                  | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1055747.27   | 0.18%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                | MHED 7.375 09/01/31 144A                                                                                                                | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2171000 | PA      | $2244542.63   | 0.38%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                         | WELL 3.125 07/15/29                                                                                                                     | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $2036275.00   | 0.34%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COHU INC                                                                 | COHU 1.5 01/15/31                                                                                                                       | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1936248.20   | 0.33%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                         | ABEGET 11.25 02/21/30 144A                                                                                                              | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    472000 | PA      | $422001.04    | 0.07%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                                            | GME 0 06/15/32                                                                                                                          | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   4304000 | PA      | $4669840.00   | 0.79%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                                     | UPST 2 10/01/29                                                                                                                         | CUSIP: 91680MAD9<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $3199219.80   | 0.54%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                 | FTAI 7 06/15/32 144A                                                                                                                    | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1560903.80   | 0.26%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                             | NCLH 0.875 04/15/30                                                                                                                     | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3117000 | PA      | $3284538.75   | 0.55%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                 | SMCI 0 06/15/30                                                                                                                         | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $1688472.80   | 0.28%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                        | BE 0 11/15/30                                                                                                                           | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   3511000 | PA      | $6120375.20   | 1.03%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVII LTD                                                | SNDPT 2020-2A DR                                                                                                                        | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2420897.50   | 0.41%             | 2034-10-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                  | BIOMARIN PHARMACEUTICAL INC                                                                                                             | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |    954000 | PA      | $956537.64    | 0.16%             | 2033-01-29      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY COM NEW                                                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     18000 | NS      | $3430620.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                          | SOLADV 5.625 09/30/33 144A                                                                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1284678.49   | 0.22%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                | TransDigm Term Loan K 225 2030-03-01                                                                                                    | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1505535 | PA      | $1507537.34   | 0.25%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC / BRIGHTSTAR GLOBAL SOLUTIONS CORP                | BRSL 5.75 01/15/33 144A                                                                                                                 | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2242000 | PA      | $2199725.74   | 0.37%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | ORACLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     90579 | NS      | $4408479.93   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                   | ARRY 2.875 07/01/31                                                                                                                     | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $3049800.00   | 0.51%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                       | STX 3.5 06/01/28                                                                                                                        | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    278000 | PA      | $2265213.50   | 0.38%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                              | USD/CAD FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21230.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FINANCE LLC                                               | MS 0 03/21/28 0001                                                                                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1731500.00   | 0.29%             | 2028-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BORR DRILLING LTD                                                        | BORRNO 3.5 05/01/33 .                                                                                                                   | CUSIP: 100015AB2<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | DBT              | CORP              | BM        |    475000 | PA      | $515375.00    | 0.09%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                 | PRMWCN 4.375 04/30/29 144a                                                                                                              | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2267503.57   | 0.38%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                               | VMED 7.75 04/15/32 144A                                                                                                                 | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1007484.32   | 0.17%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Jinkai Investment Holdings Ltd.                                          | ZJMGCL 0 02/05/31                                                                                                                       | CUSIP: 000000000<br>LEI: 254900SACG78Z9C9V725 | Long             | DBT              | CORP              | HK        |   1900000 | PA      | $1782200.00   | 0.30%             | 2031-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                     | HOWARD 6.625 01/15/34 144A                                                                                                              | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $238173.16    | 0.04%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                                                       | CIFR 0 10/01/31                                                                                                                         | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   2148000 | PA      | $2985720.00   | 0.50%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                    | BBWI 6.75 07/01/36                                                                                                                      | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1506071.21   | 0.25%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                                                     | UPST 0 02/15/32                                                                                                                         | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1429402.50   | 0.24%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                  | ENVA 11.25 12/15/28 144A                                                                                                                | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2953074.02   | 0.50%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| BRINK'S COMPANY (THE)                                                    | BCO 6.75 06/15/32 144A                                                                                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $2050297.93   | 0.34%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                             | GFF 5.75 03/01/28                                                                                                                       | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2058368.82   | 0.35%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                           | NRG 6.125 05/15/36 144A                                                                                                                 | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1027552.88   | 0.17%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                              | SURCEN 7.25 04/15/32 144A                                                                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1178324.75   | 0.20%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                   | VENLNG 8.375 06/01/31 144A                                                                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2639053.12   | 0.44%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                                    | RIVN 4.625 03/15/29                                                                                                                     | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |    770000 | PA      | $882131.25    | 0.15%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRHYTHM HOLDINGS INC                                                     | IRTC 1.5 09/01/29                                                                                                                       | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2600087.00   | 0.44%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS LP/CALUMET FINANCE CORP              | CLMT 9.75 07/15/28 144A                                                                                                                 | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1667454.17   | 0.28%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                  | MKSI 1.25 06/01/30                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $2599740.00   | 0.44%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                  | SBAC 3.125 02/01/29                                                                                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1357468.64   | 0.23%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUSTRY COMPANY LTD                                   | HONHAI 0 08/05/26                                                                                                                       | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |   1100000 | PA      | $1534500.00   | 0.26%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                                      | SEE 10.5 04/15/34 144A                                                                                                                  | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    773000 | PA      | $787091.98    | 0.13%             | 2034-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                      | AXON 6.125 03/15/30 144A                                                                                                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    928000 | PA      | $951214.75    | 0.16%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                          | CMS 3.375 05/01/28                                                                                                                      | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2866000 | PA      | $3213502.50   | 0.54%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                            | WBD 4.054 03/15/29 *                                                                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1824957.42   | 0.31%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                        | NXST 4.75 11/01/28 144A                                                                                                                 | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $2837293.22   | 0.48%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIXTRON SE                                                               | AIXAGR 0 04/23/31                                                                                                                       | CUSIP: 000000000<br>LEI: 5299004UJ4D51M25LD67 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1308230.53   | 0.22%             | 2031-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                        | BACR 1 02/16/29 MSFT                                                                                                                    | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   3825000 | PA      | $3968437.50   | 0.67%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                     | VETCN 6.875 05/01/30 144A                                                                                                               | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | RF                | CA        |   1915000 | PA      | $1935138.83   | 0.33%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                       | ADVGRO 6.75 08/01/32 144A                                                                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237792.85    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                                                       | CIPHER DIGITAL INC COM                                                                                                                  | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |    150000 | NS      | $2661000.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PACIFIC INSURANCE (GROUP) COMPANY LTD                              | CNPCFN 0 09/18/30                                                                                                                       | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | DBT              | CORP              | CN        |   9000000 | PA      | $1202297.75   | 0.20%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                     | BEAMOB 7.25 08/01/30 144A                                                                                                               | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2684248.67   | 0.45%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL INC                                                       | GLXYLP 2.5 12/01/29                                                                                                                     | CUSIP: 36317GAB2<br>LEI: 9845001C4070E5N07806 | Long             | DBT              | CORP              | US        |    752000 | PA      | $1080624.00   | 0.18%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                                    | LNTH 2.625 12/15/27                                                                                                                     | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $2226183.75   | 0.37%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                     | OMF 6.625 05/15/29                                                                                                                      | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1036817.83   | 0.17%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                     | NLSN 9.29 04/15/29 144A                                                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1704527.10   | 0.29%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                   | TUIGR 1.95 07/26/31                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2993096.22   | 0.50%             | 2031-07-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                             | IAGLN 1.125 05/18/28 IAG                                                                                                                | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $1262201.80   | 0.21%             | 2028-05-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                               | LRFP 1.5 06/23/33                                                                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $2184059.87   | 0.37%             | 2033-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                               | ZTS 0.25 06/15/29                                                                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2534978.00   | 0.43%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP LLC                                               | PLNFIN 10.5 12/15/29 144A                                                                                                               | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2043472.31   | 0.34%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                             | SMTC 0 10/15/30                                                                                                                         | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    359000 | PA      | $480790.75    | 0.08%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Michaels Stores                                                          | Michaels Stores Term Loan B 500 2033-02-09                                                                                              | CUSIP: 59408UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1192000 | PA      | $1178339.68   | 0.20%             | 2033-02-09      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| EXAIL TECHNOLOGIES SA                                                    | GOEFP V4 PERP                                                                                                                           | CUSIP: 000000000<br>LEI: 549300EWC06TYV07XE53 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $2404212.25   | 0.40%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                             | WULF 0 05/01/32                                                                                                                         | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $2586931.60   | 0.44%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                            | WBD 5.05 03/15/42 *                                                                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $922962.67    | 0.16%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                       | ADVGRO 8 08/01/33 144A                                                                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2153025.01   | 0.36%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TAIYO YUDEN CO LTD                                                       | TAIYUD 0 10/18/30                                                                                                                       | CUSIP: 000000000<br>LEI: 353800V9G3X5PLB9AD43 | Long             | DBT              | CORP              | JP        | 170000000 | PA      | $1660620.27   | 0.28%             | 2030-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP / ALLIANCE RESOURCE FINANCE CORP | ARLP 8.625 06/15/29 144A                                                                                                                | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $3028751.90   | 0.51%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                                               | SPMIM 2.875 09/11/29                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $1578149.81   | 0.27%             | 2029-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                 | SNEX 6.875 07/15/32 144A                                                                                                                | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2341000 | PA      | $2421893.26   | 0.41%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                                                 | TNDM 0 03/15/32                                                                                                                         | CUSIP: 875372AE4<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1368400.00   | 0.23%             | 2032-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                  | STGW 5.625 08/15/29 144A                                                                                                                | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1730535.24   | 0.29%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                   | ORA 1.5 03/15/31 A                                                                                                                      | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1661046.20   | 0.28%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                      | ACRISU 6.75 07/01/32 144A                                                                                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $115349.93    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY GROUP LTD                                        | CHOTAI 0.375 06/30/30                                                                                                                   | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $1234083.29   | 0.21%             | 2030-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HUATAI SECURITIES CO LTD                                                 | HTSC 0 02/08/27                                                                                                                         | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | DBT              | CORP              | CN        |  13000000 | PA      | $1647869.79   | 0.28%             | 2027-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                                                    | CYBR 0 06/15/30                                                                                                                         | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   3334000 | PA      | $3638060.80   | 0.61%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                     | CHTR 3.5 06/01/41                                                                                                                       | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1341301.01   | 0.23%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOLT INNOVATION LTD                                                      | JTGLEX 0 02/05/33                                                                                                                       | CUSIP: 000000000<br>LEI: 984500D4K00C69FI9C39 | Long             | DBT              | CORP              | VG        |   9000000 | PA      | $1089420.78   | 0.18%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                              | SPLS 10.75 09/01/29 144A                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $979563.11    | 0.16%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PORCH GROUP INC                                                          | PRCH 9 05/15/30                                                                                                                         | CUSIP: 733245AD6<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1827070.00   | 0.31%             | 2030-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                 | FTAI 5.5 05/01/28 144A                                                                                                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1861349.12   | 0.31%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                | BABA 0 09/15/32                                                                                                                         | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   5257000 | PA      | $5254371.50   | 0.88%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                    | HBGCN 7.375 01/31/32 144A                                                                                                               | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    728000 | PA      | $746197.09    | 0.13%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                            | CARNIVAL CORP COMMON STOCK                                                                                                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    100000 | NS      | $2651000.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                     | OMF 6.625 01/15/28                                                                                                                      | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1555587.22   | 0.26%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                                            | HLF 4.25 06/15/28                                                                                                                       | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    653000 | PA      | $835644.10    | 0.14%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WIWYNN CORP                                                              | WIWYNN 0 04/01/31                                                                                                                       | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | DBT              | CORP              | TW        |   2500000 | PA      | $2976250.00   | 0.50%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                           | NRG 5.75 01/15/34 144A                                                                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2352000 | PA      | $2335988.76   | 0.39%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                                            | ARWR 0 01/15/32                                                                                                                         | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $2426771.20   | 0.41%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                     | NLSN 10.375 05/15/31 144A                                                                                                               | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    942000 | PA      | $972813.76    | 0.16%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                   | CHBANI 6.375 04/15/34 144A                                                                                                              | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1579410.84   | 0.27%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                  | TLN 6.25 02/01/34 144A                                                                                                                  | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    941000 | PA      | $934551.14    | 0.16%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                     | BOEING COMPANY (THE) 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    162259 | NS      | $11715099.80  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC                                        | SEI 0.25 10/01/31                                                                                                                       | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $4428925.00   | 0.74%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                         | PARA 4.375 03/15/43                                                                                                                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    773000 | PA      | $493308.89    | 0.08%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                  | NXST 6.5 09/15/33 144A                                                                                                                  | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $1026491.14   | 0.17%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                           | ALBEMARLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     12195 | NS      | $950478.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                                                 | UGI 5 06/01/28                                                                                                                          | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    556000 | PA      | $774925.00    | 0.13%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T1 ENERGY INC                                                            | TE 4 04/15/31                                                                                                                           | CUSIP: 35834FAC8<br>LEI: 529900H0645VFXNMJ693 | Long             | DBT              | CORP              | US        |    602000 | PA      | $629466.25    | 0.11%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                             | WULF 1 09/01/31                                                                                                                         | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $2037836.00   | 0.34%             | 2031-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TIANQI LITHIUM CORP                                                      | TQLTHI 0 02/09/27                                                                                                                       | CUSIP: 000000000<br>LEI: 300300IZ1J0MQ8YVEG66 | Long             | DBT              | CORP              | CN        |   8000000 | PA      | $1457139.47   | 0.25%             | 2027-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                             | CRL 3.75 03/15/29 144A                                                                                                                  | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2674460.04   | 0.45%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD                             | GS 0 03/07/30 700h                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   2500000 | PA      | $2510512.90   | 0.42%             | 2030-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                                               | RUN 4 03/01/30                                                                                                                          | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $2221242.50   | 0.37%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                             | FUN 6.5 10/01/28                                                                                                                        | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    471000 | PA      | $472616.47    | 0.08%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                | JP MORGAN CHASE & COMPANY COM                                                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     10000 | NS      | $3132300.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC CORP                                                            | PMT 8.5 06/01/29                                                                                                                        | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |    880000 | PA      | $922768.00    | 0.16%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                         | ABEGET 10.5 11/15/30 144A                                                                                                               | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1251124.44   | 0.21%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| I-80 GOLD CORP                                                           | IAUCN 3.75 04/15/31                                                                                                                     | CUSIP: 44955LAC0<br>LEI: 549300LFFIWIGUEXPK11 | Long             | DBT              | CORP              | CA        |    673000 | PA      | $756788.50    | 0.13%             | 2031-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                    | GFLCN 4 08/01/28 144A                                                                                                                   | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1754000 | PA      | $1715370.78   | 0.29%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                             | DASH 0 05/15/30                                                                                                                         | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   6043000 | PA      | $5777108.00   | 0.97%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                            | M&T BANK CORP COM                                                                                                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     12000 | NS      | $2623560.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SCGEN RR FLOAT 175 DY ROL                                                | SCGEN RR FLOAT 175 DY ROL                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        | -52000000 | PA      | $-52000000.00 | -8.75%            |  |  |  | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                         | MXPRLL 7.75 07/15/30 144A                                                                                                               | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   2083000 | PA      | $2161847.80   | 0.36%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                     | CLF 7.5 09/15/31 144A                                                                                                                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1410155.76   | 0.24%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                            | LYV 2.875 01/15/30                                                                                                                      | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2406096.00   | 0.40%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                       | VEGLPL 6.125 12/15/30 144A                                                                                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    472000 | PA      | $486982.70    | 0.08%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                       | RIOT 0.75 01/15/30                                                                                                                      | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   5233000 | PA      | $7483451.65   | 1.26%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                 | IRM 4.5 02/15/31 144A                                                                                                                   | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2975889.85   | 0.50%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                     | BBIO 0.75 02/01/33                                                                                                                      | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   5798000 | PA      | $5768430.20   | 0.97%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                                 | UCTT 0 03/15/31                                                                                                                         | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2747550.15   | 0.46%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                                      | CORZ 0 06/15/31                                                                                                                         | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $3273550.00   | 0.55%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                                        | MPUS 3 03/01/30                                                                                                                         | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    502000 | PA      | $1586069.00   | 0.27%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC (THE)                                                      | GEO 8.625 04/15/29                                                                                                                      | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1781137.31   | 0.30%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                          | GEN 6.75 09/30/27 144A                                                                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1634848.65   | 0.27%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GROUP                                               | BTDR 5 03/01/32                                                                                                                         | CUSIP: 09175RAG5<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |   1557000 | PA      | $2172170.70   | 0.37%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                               | VSAT 5.625 04/15/27 144A                                                                                                                | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1477491.25   | 0.25%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                              | HKD/USD FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1441.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                                          | LCID 5 04/01/30                                                                                                                         | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |   5201000 | PA      | $2556291.50   | 0.43%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                            | TDG 6.75 01/31/34 144a                                                                                                                  | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    469000 | PA      | $482139.50    | 0.08%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                                         | BTSG 6.75 02/01/27                                                                                                                      | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5060 | NS      | $799682.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                                                      | COIN 0 10/01/32                                                                                                                         | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   7643000 | PA      | $6471710.25   | 1.09%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                         | FE 3.875 01/15/31                                                                                                                       | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1649837.50   | 0.28%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                       | CIFR 7.125 11/15/30 144A                                                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1223518.06   | 0.21%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                    | FREMOR 12.25 10/01/30 144A                                                                                                              | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $2165065.26   | 0.36%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                         | CYTK 1.75 10/01/31                                                                                                                      | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    776000 | PA      | $992310.00    | 0.17%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                | DOCN 0 08/15/30                                                                                                                         | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    391000 | PA      | $1008389.00   | 0.17%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                             | FUN 5.25 07/15/29                                                                                                                       | CUSIP: 150190AE6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    709000 | PA      | $682500.55    | 0.11%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                  | NXST 7.25 04/15/34 144A                                                                                                                 | CUSIP: 65346UAA7<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1537850.91   | 0.26%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                         | EQNLN 8.5 11/15/29 144A                                                                                                                 | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1962236.96   | 0.33%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                    | THC 5.5 11/15/32 144A                                                                                                                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    942000 | PA      | $940077.85    | 0.16%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                      | LEU 0 08/15/32                                                                                                                          | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1853445.00   | 0.31%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                            | LYV 3.125 01/15/29                                                                                                                      | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $2180174.40   | 0.37%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                              | MTCHII 4.125 08/01/30 144A                                                                                                              | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $2931209.06   | 0.49%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OZLM XXIV LTD                                                            | OZLM 2019-24A C1R                                                                                                                       | CUSIP: 67113DBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509452.50   | 0.42%             | 2032-07-20      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                     | BBIO 1.75 03/01/31                                                                                                                      | CUSIP: 10806XAJ1<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    677000 | PA      | $1118343.25   | 0.19%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS LP/CALUMET FINANCE CORP              | CLMT 9.75 02/15/31 144A                                                                                                                 | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $539736.98    | 0.09%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                     | WDC 3 11/15/28                                                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    756000 | PA      | $8690635.80   | 1.46%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING INC                                                | TEAPUB 9 02/15/33 144A                                                                                                                  | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1184253.98   | 0.20%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                            | TDG 6.125 07/31/34 144A                                                                                                                 | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    473000 | PA      | $474111.51    | 0.08%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                                                        | NIPSTL 0 02/14/29                                                                                                                       | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | DBT              | CORP              | JP        | 630000000 | PA      | $4095673.40   | 0.69%             | 2029-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                            | SATS 10.75 11/30/29 .                                                                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1275412.95   | 0.21%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                                                | MIRM 4 05/01/29                                                                                                                         | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |    269000 | PA      | $848157.00    | 0.14%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDGED COMPUTE LLC                                                        | EDGCOM 7.5 04/30/31 144A                                                                                                                | CUSIP: 28002AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    516000 | PA      | $506218.84    | 0.09%             | 2031-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                    | C 0 10/10/28 388                                                                                                                        | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1490510.00   | 0.25%             | 2028-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                  | TLN 6.125 05/01/31 144A                                                                                                                 | CUSIP: 87422VAQ1<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1291827.11   | 0.22%             | 2031-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                   | JAZZ 3.125 09/15/30                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2439000 | PA      | $3649963.50   | 0.61%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REVOLUTION MEDICINES INC                                                 | RVMD 0.5 05/01/33                                                                                                                       | CUSIP: 76155XAA8<br>LEI: 549300JU3X0LBCQ65892 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2342970.06   | 0.39%             | 2033-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                  | Asurion First-lien Term Loan B-13 425 2030-09-01                                                                                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1183208 | PA      | $1183208.02   | 0.20%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                         | CYH 5.25 05/15/30 144A                                                                                                                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1923523.01   | 0.32%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                    | PLTK 4.25 03/15/29 144A                                                                                                                 | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2101193.56   | 0.35%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WT MICROELECTRONICS CO LTD                                               | WINTEC 0 11/24/27                                                                                                                       | CUSIP: 000000000<br>LEI: 549300B9CGCS0W06W129 | Long             | DBT              | CORP              | TW        |    800000 | PA      | $937400.00    | 0.16%             | 2027-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                        | FLASHC 7.25 12/31/30 144A                                                                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    947000 | PA      | $967190.12    | 0.16%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                             | PODD 6.5 04/01/33 144A                                                                                                                  | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2357501.98   | 0.40%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                   | XIFR 2.5 06/15/26                                                                                                                       | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2070810.00   | 0.35%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                    | SUFP 1.97 11/27/30 SUFP                                                                                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $3686490.72   | 0.62%             | 2030-11-27      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                           | WHIRLPOOL CORP DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 8.50% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |     39156 | NS      | $1634763.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                         | PARA 4.2 05/19/32                                                                                                                       | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    516000 | PA      | $451093.06    | 0.08%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                            | WBD 4.279 03/15/32 *                                                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $935096.38    | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                       | BURLN 8.5 01/15/34 144A                                                                                                                 | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    262000 | PA      | $221657.24    | 0.04%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                      | SIRI 4 07/15/28 144A                                                                                                                    | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1825744.25   | 0.31%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CTF SERVICES LTD                                                         | CTFSHK 0.75 10/03/28                                                                                                                    | CUSIP: 000000000<br>LEI: 2549002WHK9XGQC01O62 | Long             | DBT              | CORP              | BM        |  10000000 | PA      | $1238551.14   | 0.21%             | 2028-10-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                    | LVLT 7 03/31/34 144A                                                                                                                    | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    469000 | PA      | $486761.97    | 0.08%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                 | HILCRP 6.25 04/15/32 144A                                                                                                               | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2351007.71   | 0.40%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                        | GEL 7.875 05/15/32                                                                                                                      | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $2046419.51   | 0.34%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                             | TEP 7.375 02/15/29 144A                                                                                                                 | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2835571.24   | 0.48%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                           | NET 0 06/15/30                                                                                                                          | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   8234000 | PA      | $9473185.14   | 1.59%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                      | FMGAU 5.875 04/15/30 144A                                                                                                               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2330000 | PA      | $2379490.11   | 0.40%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                         | VTR 3.75 06/01/26                                                                                                                       | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    554000 | PA      | $890942.80    | 0.15%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                               | GMABDC 6.25 12/15/32 144A                                                                                                               | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |   2147000 | PA      | $2204593.28   | 0.37%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC                                                    | FGP 5.875 04/01/29 144A                                                                                                                 | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1246271.75   | 0.21%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                | IONS 0 12/01/30                                                                                                                         | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1969615.63   | 0.33%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                                       | TCOM 0.75 06/15/29                                                                                                                      | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   2942000 | PA      | $3171259.12   | 0.53%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                                            | TEM 0.75 07/15/30                                                                                                                       | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   2341000 | PA      | $2450441.75   | 0.41%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                       | BURLN 7.5 07/15/33 144A                                                                                                                 | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $957739.20    | 0.16%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                      | SHIFT4 PAYMENTS INC 6.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     30946 | NS      | $1732357.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERFORTH INC                                                            | EFOR 4.625 05/15/28 144A                                                                                                                | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1251899.30   | 0.21%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                      | NSANY 1 07/15/31                                                                                                                        | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        | 170000000 | PA      | $1243498.93   | 0.21%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                              | BMRN 5.5 02/15/34 144A                                                                                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    945000 | PA      | $938822.82    | 0.16%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                  | PPL 2.875 03/15/28                                                                                                                      | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $4130941.50   | 0.69%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD                                    | CHKP 0 12/15/30                                                                                                                         | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |   1169000 | PA      | $1058529.50   | 0.18%             | 2030-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | MICROCHIP TECHNOLOGY INC 7.50 % DEP SHS REPSTG 1/20TH PFD CONV SER A                                                                    | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    119157 | NS      | $9374081.19   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CHEMICAL LTD                                                          | LGCHM 1.75 06/16/28                                                                                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    900000 | PA      | $1215000.00   | 0.20%             | 2028-06-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                    | MINAU 7 04/01/31 144A                                                                                                                   | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    939000 | PA      | $975496.92    | 0.16%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                | BABA 0.5 06/01/31                                                                                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    598000 | PA      | $864259.50    | 0.15%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                        | DISH 11.75 11/15/27 144A                                                                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2906847.93   | 0.49%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                      | ASTS 2.25 04/15/36                                                                                                                      | CUSIP: 00217DAG5<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1690540.00   | 0.28%             | 2036-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                              | CUMMINS INC COM                                                                                                                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5000 | NS      | $3355050.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                              | GS 0 05/07/30 .                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2671470.00   | 0.45%             | 2030-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                | SUN 5.875 03/15/34 144A                                                                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    947000 | PA      | $944084.38    | 0.16%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKET LAB CORP                                                          | RKLB 4.25 02/01/29                                                                                                                      | CUSIP: 773122AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $546516.00    | 0.09%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                  | MERIDI 6.25 04/30/31 144A                                                                                                               | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1547367.24   | 0.26%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                     | BWXT 0 11/01/30                                                                                                                         | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $2147404.00   | 0.36%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | AMAZON.COM INC COM                                                                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     11000 | NS      | $2915660.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                                                    | MINAU 9.25 10/01/28 144A                                                                                                                | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1375000 | PA      | $1428336.98   | 0.24%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                | QGEN 2.5 09/10/31                                                                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1572397.94   | 0.26%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | BANK OF AMERICA CORP 7.25% NON-CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK SERIES L                                                | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2691 | NS      | $3290474.07   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                                            | SNOW 0 10/01/29                                                                                                                         | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   7001000 | PA      | $8217773.80   | 1.38%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                                                 | SRPT 4.875 09/01/30 144A                                                                                                                | CUSIP: 803607AE0<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |    861000 | PA      | $742339.16    | 0.12%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                                  | BKSY 8.25 08/01/33                                                                                                                      | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3370000 | PA      | $4826851.00   | 0.81%             | 2033-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                | HALO 1 08/15/28                                                                                                                         | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1683614.50   | 0.28%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                               | VSAT 7.5 05/30/31 144A                                                                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2104238.84   | 0.35%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                                  | MIR 0.25 06/01/30                                                                                                                       | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3697296.00   | 0.62%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                              | W 3.25 09/15/27                                                                                                                         | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    861000 | PA      | $1062043.50   | 0.18%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC                     | HLF 7.75 05/01/33 144A                                                                                                                  | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2107335.36   | 0.35%             | 2033-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                       | HEWLETT PACKARD ENTERPRISE COMPANY 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     19585 | NS      | $1500602.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY INC                                                               | FSLY 0 12/15/30                                                                                                                         | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |    398000 | PA      | $745996.74    | 0.13%             | 2030-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                      | PBH 3.75 04/01/31 144A                                                                                                                  | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1410390.85   | 0.24%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                     | RGCARE 7 05/01/34 144A                                                                                                                  | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2012846.00   | 0.34%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                              | NVIDIA CORP COM                                                                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     13000 | NS      | $2594410.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                                                      | ASTS 2 01/15/36                                                                                                                         | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1790681.00   | 0.30%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                              | TRACTC 5.875 03/01/31 144A                                                                                                              | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $760893.98    | 0.13%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                   | GWRE 1.25 11/01/29                                                                                                                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1903241.88   | 0.32%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT INC                                       | PRKS 5.25 08/15/29 144A                                                                                                                 | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2548136.60   | 0.43%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                        | OGN 6.75 05/15/34 144A                                                                                                                  | CUSIP: 68622FAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1088316.38   | 0.18%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                    | JANEST 6.75 05/01/33 144A                                                                                                               | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477950.72    | 0.08%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                      | SIRI 4.125 07/01/30 144A                                                                                                                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2580840.66   | 0.43%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                          | BMCAUS 5.875 03/15/34 144A                                                                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2304211.34   | 0.39%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                                  | SPIEFP 2 01/17/28                                                                                                                       | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1957384.93   | 0.33%             | 2028-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                             | CHTR 4.75 03/01/30 144A                                                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4142000 | PA      | $3928456.70   | 0.66%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                 | ACFP 0.7 12/07/27                                                                                                                       | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |   2467642 | PA      | $3206009.74   | 0.54%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                    | HBGCN 7.25 06/15/30 144A                                                                                                                | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $2279138.26   | 0.38%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                      | ASUCOR 8.375 02/01/34 144A                                                                                                              | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $933105.19    | 0.16%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                       | BURLN 6.875 04/15/30 144A                                                                                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    924000 | PA      | $858215.82    | 0.14%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                             | STRATEGY INC 8.00% SERIES A PERPETUAL STRIKE PREFERRED STOCK                                                                            | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     14100 | NS      | $1103184.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HOLDINGS INC                                                         | SBIHLD 0 07/25/31                                                                                                                       | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | DBT              | CORP              | JP        | 190000000 | PA      | $1792181.17   | 0.30%             | 2031-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                 | DTV 8.875 02/01/30 144A                                                                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1890280.89   | 0.32%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                            | PRIHEA 9.375 09/01/29 144A                                                                                                              | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3056000 | PA      | $3171147.54   | 0.53%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                              | AUD/USD FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27031.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                            | VST 7.75 10/15/31 144A                                                                                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    945000 | PA      | $991489.28    | 0.17%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                         | BHCCN 10 04/15/32 144A                                                                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2948000 | PA      | $3046589.96   | 0.51%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KALVISTA PHARMACEUTICALS INC                                             | KALV 3.25 10/01/31                                                                                                                      | CUSIP: 483497AA1<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | DBT              | CORP              | US        |    631000 | PA      | $1086645.10   | 0.18%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE TRAVEL GROUP LTD                                           | FLTAU 2.5 09/03/32                                                                                                                      | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |   1900000 | PA      | $1244772.06   | 0.21%             | 2032-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                     | JBLU 2.5 09/01/29                                                                                                                       | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    834000 | PA      | $830872.50    | 0.14%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                       | KTB 4.125 11/15/29 144A                                                                                                                 | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   1966000 | PA      | $1879898.07   | 0.32%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| XTALPI HOLDINGS LTD                                                      | QNTPF 0 01/26/27                                                                                                                        | CUSIP: 000000000<br>LEI: 8368004IS42UJ5SVEV76 | Long             | DBT              | CORP              | KY        |   9000000 | PA      | $1151172.81   | 0.19%             | 2027-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAG - STIFTUNG                                                           | RAGSTF 1.875 11/16/29                                                                                                                   | CUSIP: 000000000<br>LEI: 529900C4BQB2G2UM9E04 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $780195.49    | 0.13%             | 2029-11-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                      | ASUCOR 8 12/31/32 144A                                                                                                                  | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $493333.93    | 0.08%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                            | TDG 6.375 05/31/33 144A                                                                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1560031.93   | 0.26%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                   | PENN 6.75 04/01/31 144A                                                                                                                 | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1267174.14   | 0.21%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                             | CENT 4.125 04/30/31 144A                                                                                                                | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1572271.41   | 0.26%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                     | NLSN 9.5 02/15/33 144A                                                                                                                  | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472964.48    | 0.08%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                 | DTV 5.875 08/15/27 144A                                                                                                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2901000 | PA      | $2904965.67   | 0.49%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO & COMPANY 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2077 | NS      | $2473312.37   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                                                      | ASTS 2.375 10/15/32                                                                                                                     | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2644325.00   | 0.44%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                        | AVAV 0 07/15/30                                                                                                                         | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $3687642.00   | 0.62%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY COMPANY LTD               | ZOOMLI 0.7 02/05/31                                                                                                                     | CUSIP: 000000000<br>LEI: 529900QZ3EMAU0QKFK85 | Long             | DBT              | CORP              | CN        |  16000000 | PA      | $2368646.94   | 0.40%             | 2031-02-05      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                    | SOFI 1.25 03/15/29                                                                                                                      | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    704000 | PA      | $1300464.00   | 0.22%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                        | POST 6.25 10/15/34 144A                                                                                                                 | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350763.79    | 0.06%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| R.R. DONNELLEY & SONS COMPANY                                            | RRD 9.5 08/01/29 144A                                                                                                                   | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1268536.28   | 0.21%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                | SUN 4.625 05/01/30 144A                                                                                                                 | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2393663.64   | 0.40%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                               | VMED 6.75 01/15/33 144A                                                                                                                 | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    940000 | PA      | $860168.34    | 0.14%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                                | ITRI 0 03/15/32                                                                                                                         | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1284123.75   | 0.22%             | 2032-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                   | HARMID 7.5 09/01/28 144A                                                                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2135495.08   | 0.36%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                                                            | RGEN 1 12/15/28                                                                                                                         | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    925000 | PA      | $915750.00    | 0.15%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FINANCE LLC                                               | MS 0 02/02/29 2330                                                                                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1212750.00   | 0.20%             | 2029-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GB AIT BUYER                                                             | GB AIT BUYER INC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    516000 | PA      | $516428.28    | 0.09%             | 2033-04-23      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD                           | PINGRP 0 06/11/30                                                                                                                       | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |  28000000 | PA      | $4387426.20   | 0.74%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                      | ACRISU 8.5 06/15/29 144A                                                                                                                | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $710942.17    | 0.12%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS                             | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS GOVT PTF INSTL                                                                             | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |  29388537 | NS      | $29388537.19  | 4.94%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND O'LAKES CAPITAL TRUST I                                             | LLAKES 7.45 03/15/28                                                                                                                    | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2996000 | PA      | $3082425.61   | 0.52%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS FINANCE CORP                                                  | FGP 9.25 01/15/31 144A                                                                                                                  | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    472000 | PA      | $495707.62    | 0.08%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                        | RAKUTN 9.75 04/15/29 144A                                                                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   3212000 | PA      | $3526491.35   | 0.59%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | KEDRIM 6.5 09/01/29 144A                                                                                                                | CUSIP: 49272YAB9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3047000 | PA      | $2986016.88   | 0.50%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                      | GFLCN 5.5 02/01/34 144A                                                                                                                 | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2909000 | PA      | $2865157.59   | 0.48%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                        | SCI 3.375 08/15/30                                                                                                                      | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2506417.11   | 0.42%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                        | BACR 0 01/20/31 STM                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1632272.44   | 0.27%             | 2031-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                      | ACRISU 7.5 11/06/30 144A                                                                                                                | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2848334.57   | 0.48%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                    | UBER 0.875 12/01/28 2028                                                                                                                | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4433000 | PA      | $5427100.25   | 0.91%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                                      | GH 0 05/15/33                                                                                                                           | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2204736.88   | 0.37%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GB AIT BUYER INC                                                         | AITWOR 8.75 04/30/34 144A                                                                                                               | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1039397.38   | 0.17%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                | IONS 1.75 06/15/28                                                                                                                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    825000 | PA      | $1227187.50   | 0.21%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                              | UIS 10.625 01/15/31 144A                                                                                                                | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    920000 | PA      | $800639.02    | 0.13%             | 2031-01-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                   | NOG 3.625 04/15/29                                                                                                                      | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $2001384.00   | 0.34%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                      | THS 7.75 02/11/33 144A                                                                                                                  | CUSIP: 456142AA6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1711180.78   | 0.29%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PLANET LABS PBC                                                          | PL 0.5 10/15/30                                                                                                                         | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |    263000 | PA      | $851133.75    | 0.14%             | 2030-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                              | DDOG 0 12/01/29                                                                                                                         | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   5529000 | PA      | $5580143.25   | 0.94%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                    | QUIKHO 6.375 03/01/32 144A                                                                                                              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1883404.08   | 0.32%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VSE CORP                                                                 | VSEC 5.75 02/01/29                                                                                                                      | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |     30059 | NS      | $1389326.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIX CORP                                                              | ENVX 4.75 09/15/30                                                                                                                      | CUSIP: 293594AF4<br>LEI: 549300EC7NZGWORHYJ53 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1099721.25   | 0.18%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SALINI SPA                                                               | IPGIM 4 05/30/28                                                                                                                        | CUSIP: 000000000<br>LEI: 815600D456E340359726 | Long             | DBT              | CORP              | IT        |    900000 | PA      | $1202631.33   | 0.20%             | 2028-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                   | PENN 5.625 01/15/27 144A                                                                                                                | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1891584.51   | 0.32%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LTD                                          | CWCLN 7.125 10/15/32 144A                                                                                                               | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1741000 | PA      | $1738270.70   | 0.29%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                              | USD/EUR FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-332962.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FINANCE LLC                                               | MS 0 02/19/30 .                                                                                                                         | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987500.00    | 0.17%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                              | AIMEGR 7.375 10/01/32 144A                                                                                                              | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    935000 | PA      | $975214.35    | 0.16%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                                                               | LRN 1.125 09/01/27                                                                                                                      | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |    324000 | PA      | $612036.00    | 0.10%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BMC Software                                                             | BMC Software Term Loan B 300 2031-07-01                                                                                                 | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1943218 | PA      | $1795047.52   | 0.30%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                                           | CLSK 0 06/15/30                                                                                                                         | CUSIP: 18452BAC4<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $3524788.50   | 0.59%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass                                            | Venture Global Calcasieu Pass Term Loan B 325 2033-03-28                                                                                | CUSIP: 12867PAB7<br>LEI: 549300GKHS6RS20NLH85 | Long             | LON              | CORP              | US        |   1547000 | PA      | $1550619.98   | 0.26%             | 2033-03-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| INFRONEER HOLDINGS INC                                                   | INFRNR 0 03/30/29                                                                                                                       | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Long             | DBT              | CORP              | JP        | 220000000 | PA      | $1870712.49   | 0.31%             | 2029-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                           | NRG 3.625 02/15/31 144A                                                                                                                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1561378.06   | 0.26%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WISTRON CORP                                                             | WISTRO 0 10/23/30                                                                                                                       | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | DBT              | CORP              | TW        |   2000000 | PA      | $1850500.00   | 0.31%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                               | CIEN 4 01/31/30 144A                                                                                                                    | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2622913.46   | 0.44%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                              | USD/HKD FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54988.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                                                 | DGFP 0.7 02/18/30                                                                                                                       | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1782051.32   | 0.30%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                    | LVLT 6.875 06/30/33 144A                                                                                                                | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    943000 | PA      | $973918.02    | 0.16%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                        | POST 6.375 03/01/33 144A                                                                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1418363.01   | 0.24%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                               | PHIN 6.75 04/15/29 144A                                                                                                                 | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2058805.12   | 0.35%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                             | ALPHABET INC CAP STK CL C                                                                                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7000 | NS      | $2673580.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MMG LTD                                                                  | MMLTF 0 10/08/30                                                                                                                        | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $1211750.00   | 0.20%             | 2030-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                  | DLR 1.875 11/15/29                                                                                                                      | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $4105549.50   | 0.69%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                        | TIBX 6.5 03/31/29 144A                                                                                                                  | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1593243.72   | 0.27%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD                             | GS 0 04/04/28 1MTN                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $2660000.00   | 0.45%             | 2028-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                   | CWCFIN 9 01/15/33 144A                                                                                                                  | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    462000 | PA      | $473866.78    | 0.08%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                              | USD/JPY FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-74152.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                               | DRSLF 2017-49A DR                                                                                                                       | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015224.00   | 0.68%             | 2030-07-18      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                              | W 3.5 11/15/28                                                                                                                          | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    343000 | PA      | $529729.20    | 0.09%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                        | POST 4.625 04/15/30 144A                                                                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2422000 | PA      | $2354630.13   | 0.40%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                         | TNET 3.5 03/01/29 144A                                                                                                                  | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $1964688.13   | 0.33%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                            | FREMOR 6.875 05/01/31 144A                                                                                                              | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1367810.26   | 0.23%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COPA HOLDINGS SA                                                         | COPA HOLDINGS SA NPV CLASS 'A'                                                                                                          | CUSIP: 000000000<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | PA        |     19000 | NS      | $2197920.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                       | GHC 5.625 12/01/33 144A                                                                                                                 | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1871488.55   | 0.31%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                                                   | COGT 1.625 11/15/31                                                                                                                     | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    758000 | PA      | $898988.00    | 0.15%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                                                              | BRUKER CORP 6.375% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES A                                                                      | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |     17024 | NS      | $4990926.08   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                              | WAYFAIR INC CL A                                                                                                                        | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     35000 | NS      | $2237550.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                                              | EUR/USD FORWARD                                                                                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46634.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                   | ENR 4.375 03/31/29 144A                                                                                                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1345765.55   | 0.23%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUISITION CORP                                      | RISBAK 8.625 11/01/31 144A                                                                                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2473837.91   | 0.42%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                            | PRAA 5 10/01/29 144A                                                                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1776441.47   | 0.30%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                    | ON 0 05/01/27                                                                                                                           | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    460000 | PA      | $887225.00    | 0.15%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                    | JANEST 7.125 04/30/31 144A                                                                                                              | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2419171.91   | 0.41%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                 | SMCI 3.5 03/01/29                                                                                                                       | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   6937000 | PA      | $6046698.49   | 1.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                      | AXON 6.25 03/15/33 144A                                                                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    928000 | PA      | $952843.49    | 0.16%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC / OSI RESTAURANT PARTNERS LLC                        | BLMN 5.125 04/15/29 144A                                                                                                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $863924.01    | 0.15%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                    | LITE 0.375 03/15/32                                                                                                                     | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $7552286.90   | 1.27%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                 | COTY 4.75 01/15/29 144A                                                                                                                 | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1423820.91   | 0.24%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                    | LITE 1.5 12/15/29                                                                                                                       | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $402947.30    | 0.07%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                | PG&E CORP 6% SER A MAND CONV PFD STK                                                                                                    | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     73979 | NS      | $3111556.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH LLC                                                          | ADAHEA 5.125 03/01/30 144A                                                                                                              | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $1993884.15   | 0.34%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                                      | MTXGR 0 07/15/33                                                                                                                        | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1922009.93   | 0.32%             | 2033-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                                                 | TVTX 2.25 03/01/29                                                                                                                      | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598000 | PA      | $904146.10    | 0.15%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                   | GENERAL MOTORS COMPANY COM                                                                                                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     40000 | NS      | $3075600.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                    | C 3.75 08/06/27 DMTn                                                                                                                    | CUSIP: 17332MSU9<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    981000 | PA      | $873727.65    | 0.15%             | 2027-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                | HALO 0.875 11/15/32                                                                                                                     | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2382618.00   | 0.40%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                           | OTEXCN 3.875 12/01/29 144A                                                                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2134000 | PA      | $1925099.07   | 0.32%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                        | SM 8.75 07/01/31 144A                                                                                                                   | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2239492.16   | 0.38%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                  | VSNT 7.25 01/30/31 144A                                                                                                                 | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2129446.70   | 0.36%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** ADVENT CONVERTIBLE & INCOME FUND

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer