# EDGAR Filing Document

**Accession Number:** 0001717457
**File Stem:** 0001410368-26-067693
**Filing Date:** 2026-6
**Character Count:** 277268
**Document Hash:** a4942119d646e1b3b4d323b6081a17f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067693.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067693

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23295
- **FILM NUMBER:** 261128621

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Naperville

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $594607995.93

**Total Liabilities:** $295444619.67

**Net Assets:** $299163376.26

**Delayed Delivery Securities:** $1783634.65

**Cash Not Reported:** $233305376.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -153.73000000 | **1-Year:** -2412.74000000 | **5-Year:** -6118.48000000 | **10-Year:** -4974.43000000 | **30-Year:** -2414.45000000

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

- **3-Month:** -489.21000000 | **1-Year:** -7079.97000000 | **5-Year:** -17664.24000000 | **10-Year:** -5354.33000000 | **30-Year:** -2490.66000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.17%                | -8.38%               | 1.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $505530.27               | $-1933881.39                               |
| Month 2  | $-830793.00              | $-6236215.11                               |
| Month 3  | $5218999.59              | $-12097995.61                              |

**Designated Index Information**

- **Index Name:** Calamos Blended Benchmark

- **Index Identifier:** CI_Blend

### Schedule of Portfolio Investments

| Name                                  | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PHILLIPS 66 CO                        | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160515.20    | 0.05%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                             | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    610000 | PA      | $632435.80    | 0.21%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                  | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183864.60    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE               | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187273.50    | 0.06%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC               | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    190000 | PA      | $11318.30     | 0.00%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC            | Weber-Stephen Products LLC 2025 Term Loan B                                      | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    190000 | PA      | $185516.95    | 0.06%             | 2032-10-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100593.00    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE              | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $159959.28    | 0.05%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                            | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $176067.30    | 0.06%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                     | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    136850 | PA      | $137106.59    | 0.05%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                  | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96127.65     | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                  | Telephone and Data Systems Inc                                                   | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |     19281 | NS      | $379642.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                              | AT&T Inc                                                                         | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     18155 | NS      | $340587.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstreet Partners Inc              | Broadstreet Partners Inc 2024 Term Loan B4                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    117906 | PA      | $117300.53    | 0.04%             | 2031-06-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                 | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $247827.02    | 0.08%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P 500 ETF Trust   | State Street SPDR S&P 500 ETF Trust                                              | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Short            | EC               | RF                | US        |    -79000 | NS      | $-56774140.00 | -18.98%           |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                            | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     15100 | NS      | $5866350.00   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                     | Clarios Global LP 2025 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    149250 | PA      | $150152.22    | 0.05%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                    | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87743.80     | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc             | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     27500 | NS      | $8815125.00   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| JUPITER BORROWER INC                  | JUPITER BORROWER INC TERM LOAN B                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $115575.00    | 0.04%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc    | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    110330 | PA      | $110893.23    | 0.04%             | 2028-08-23      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN               | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $194242.70    | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RFNA LP                               | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213092.95    | 0.07%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL               | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198704.00    | 0.07%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                     | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    186000 | PA      | $191976.18    | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     95000 | PA      | $97273.35     | 0.03%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY              | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    188000 | PA      | $194892.08    | 0.07%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                           | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99257.90     | 0.03%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS              | Hughes Satellite Systems Corp                                                    | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $168170.55    | 0.06%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC              | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     70000 | PA      | $443.80       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                          | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45513.60     | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC            | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    222600 | PA      | $209591.43    | 0.07%             | 2031-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO              | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    259000 | PA      | $266855.47    | 0.09%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                   | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    255000 | PA      | $243017.55    | 0.08%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART              | Brookfield Property Partners LP                                                  | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     10775 | NS      | $164965.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96630.30     | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                 | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |     89775 | PA      | $90406.57     | 0.03%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC               | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $128892.60    | 0.04%             | 2034-07-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                   | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332092.20    | 0.11%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                  | Global Net Lease Inc                                                             | CUSIP: 379378508<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               |  | US        |     11066 | NS      | $256952.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94349.68     | 0.03%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                     | Eversource Energy                                                                | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168011.76    | 0.06%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $476280.00    | 0.16%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90878.90     | 0.03%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                           | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153991.50    | 0.05%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL               | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $181860.55    | 0.06%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING              | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $267857.92    | 0.09%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                 | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73262.70     | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    990000 | PA      | $993999.60    | 0.33%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA              | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    190000 | PA      | $197193.40    | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                           | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226032.75    | 0.08%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                    | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     36000 | NS      | $9701280.00   | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $201352.80    | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     95000 | PA      | $95264.58     | 0.03%             | 2033-02-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR               | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127995 | PA      | $128007.32    | 0.04%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                               | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1129638.40   | 0.38%             | 2031-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC              | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190172.60    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                           | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247976.75    | 0.08%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363776.40    | 0.12%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72662.80     | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $57029.64     | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOCKTON INC                           | LOCKTON INC TERM LOAN B                                                          | CUSIP: 000000000<br>LEI: 549300K1E1VE46VELA06 | Long             | LON              | CORP              | US        |     40000 | PA      | $40150.00     | 0.01%             | 2033-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $254419.10    | 0.09%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                    | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95927.40     | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC            | Amynta Agency Borrower Inc 2026 Repriced Term Loan B                             | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    132653 | PA      | $131907.97    | 0.04%             | 2031-12-29      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP               | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $142364.25    | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                        | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |       586 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                     | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191054.16    | 0.06%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                    | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188582.60    | 0.06%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    340000 | PA      | $356214.60    | 0.12%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                            | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125027.50    | 0.04%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER               | Reinsurance Group of America Inc                                                 | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249902.55    | 0.08%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                   | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72307.20     | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143308.20    | 0.05%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                            | Allianz SE                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $398600.00    | 0.13%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397917.00    | 0.13%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                   | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    182000 | PA      | $168220.78    | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189529.20    | 0.06%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $695952.00    | 0.23%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92279.20     | 0.03%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing Inc                 | Level 3 Financing Inc 2025 Repriced Term Loan B4                                 | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    185000 | PA      | $185858.40    | 0.06%             | 2032-03-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| GUITAR CENTER 3L NOTES                | GUITAR CENTER 3L NOTES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358709 | PA      | $107612.70    | 0.04%             | 2032-08-19      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                      | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    120000 | NS      | $9867600.00   | 3.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143041.05    | 0.05%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                       | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $502772.95    | 0.17%             | 2027-10-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUDACY INC                            | AUDACY INC                                                                       | CUSIP: 05070N301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3316 | NS      | $9948.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                 | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90109.40     | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                 | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    189050 | PA      | $190783.59    | 0.06%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                  | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120404.20    | 0.04%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                  | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    290000 | PA      | $292914.50    | 0.10%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY               | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $193084.50    | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                  | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49968.50     | 0.02%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                      | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375294.70    | 0.13%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ROCKET COS INC                        | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $97563.84     | 0.03%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                         | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     58500 | NS      | $9000810.00   | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG               | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $144970.05    | 0.05%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $309891.00    | 0.10%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                            | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188066.06    | 0.06%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                       | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    199000 | PA      | $81028.82     | 0.03%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                 | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261300.00    | 0.09%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106296.84    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    338000 | PA      | $314924.74    | 0.11%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $366248.55    | 0.12%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274325.40    | 0.09%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc              | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     84843 | PA      | $85458.35     | 0.03%             | 2031-05-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                 | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |    749000 | NS      | $6417762.16   | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    155000 | PA      | $162010.65    | 0.05%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                               | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92617.20     | 0.03%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                      | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179508.60    | 0.06%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC          | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     16847 | PA      | $16865.79     | 0.01%             | 2030-12-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $678489.10    | 0.23%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC              | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120151.20    | 0.04%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                  | Osaic Holdings Inc 2026 Term Loan B                                              | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    180000 | PA      | $180220.50    | 0.06%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                    | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49512.00     | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                              | AT&T Inc                                                                         | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      9875 | NS      | $212510.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Financing Lux Sarl               | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    138103 | PA      | $138898.99    | 0.05%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1               | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94216.14     | 0.03%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                       | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70095.46     | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC              | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     35000 | PA      | $98.00        | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                    | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $47433.60     | 0.02%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                            | ViaSat Inc 2023 Term Loan                                                        | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    109923 | PA      | $110392.09    | 0.04%             | 2030-05-30      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    143000 | PA      | $128385.40    | 0.04%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                | British Airways 2021-1 Class B Pass Through Trust                                | CUSIP: 11042CAB6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    129438 | PA      | $125291.83    | 0.04%             | 2031-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                | Chemours Company (The) 2025 USD Term Loan B                                      | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     89775 | PA      | $89730.11     | 0.03%             | 2032-10-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                 | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193024.80    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                     | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142716.00    | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L              | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      8950 | NS      | $193230.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL               | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    143000 | PA      | $139763.91    | 0.05%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                         | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118842.50    | 0.04%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -315 | NC      | $-472500.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC              | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507567.30    | 0.17%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                     | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423274.50    | 0.14%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                        | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258440.00    | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | STATE STREET SPDR S+P 500 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1300 | NC      | $4550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                         | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    460080 | PA      | $499352.43    | 0.17%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187254.50    | 0.06%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | ZOOM COMMUNICATIONS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       640 | NC      | $1072000.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181351.80    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                  | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $235679.15    | 0.08%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184348.80    | 0.06%             | 2077-08-16      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                   | Treehouse Foods Inc 2026 Term Loan B                                             | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |     90000 | PA      | $90858.15     | 0.03%             | 2033-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                   | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    233000 | PA      | $211298.38    | 0.07%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| API GROUP DE INC                      | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220691.25    | 0.07%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                    | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94809.78     | 0.03%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                       | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90549.00     | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -315 | NC      | $-63472.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                      | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    382559 | PA      | $390418.21    | 0.13%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF              | VanEck Semiconductor ETF                                                         | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Short            | EC               | RF                | US        |    -63500 | NS      | $-32176720.00 | -10.76%           |  |  |  | No            |                  1 | On Loan: No      |
| STONEX ESCROW ISSUER LLC              | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46620.00     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                         | Citigroup Inc                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     39500 | NS      | $5055210.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                    | Kohl's Corp                                                                      | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     91000 | PA      | $55174.21     | 0.02%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122835.00    | 0.04%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                        | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264061.90    | 0.09%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352134.60    | 0.12%             | 2029-05-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN              | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164382.00    | 0.05%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      6300 | NS      | $159705.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc           | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    271302 | PA      | $264722.56    | 0.09%             | 2030-10-08      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP              | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325112.70    | 0.11%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                 | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |     11800 | NS      | $5269290.00   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINITY NATURAL RESOURC              | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239324.00    | 0.08%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KeyCorp                               | KeyCorp                                                                          | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      7225 | NS      | $154470.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco Sarl                    | Connect Finco Sarl 2024 Extended Term Loan B                                     | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    283920 | PA      | $285215.06    | 0.10%             | 2029-09-27      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                     | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162098.82    | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116845.75    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC               | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95765.70     | 0.03%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC              | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43332.75     | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                         | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95347.70     | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT               | United Airlines 2019-2 Class B Pass Through Trust                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42124 | PA      | $41168.58     | 0.01%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                   | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95892.48     | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                 | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177618.60    | 0.06%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY               | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $514150.00    | 0.17%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                | Arch Capital Group Ltd                                                           | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     19376 | NS      | $334623.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JW ALUMINUM CONT CAST CO              | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197803.30    | 0.07%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                     | Cumulus Media Inc                                                                | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1322 | NS      | $4.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    293000 | PA      | $292179.60    | 0.10%             | 2028-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR              | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195950.00    | 0.07%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINSEO LUX/TRINSEO NA                | Trinseo Luxco Finance SPV Sarl / Trinseo NA Finance SPV LLC                      | CUSIP: 89668JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     83812 | PA      | $2083.57      | 0.00%             | 2029-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MGMT                   | Annaly Capital Management Inc                                                    | CUSIP: 035710821<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               |  | US        |      6750 | NS      | $176647.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                       | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54729.92     | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67663.70     | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                 | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113969.12    | 0.04%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                            | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    250000 | PA      | $257287.94    | 0.09%             | 2030-01-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                           | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165224.00    | 0.06%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188436.30    | 0.06%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                      | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $192433.30    | 0.06%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                         | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     89000 | PA      | $87020.64     | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Short            | EC               | CORP              | US        |    -12500 | NS      | $-2064375.00  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       315 | NC      | $28822.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    291000 | PA      | $225961.50    | 0.08%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                 | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $72055.44     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                  | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $193505.50    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC               | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171984.49    | 0.06%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                      | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    485000 | PA      | $506427.30    | 0.17%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                            | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    222000 | PA      | $206142.54    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        90 | NC      | $436500.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                   | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492685.20    | 0.16%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45251.36     | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99284.50     | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -565 | NC      | $-10452.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                        | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256427.50    | 0.09%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | VANECK SEMICONDUCTOR ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -738 | NC      | $-88191.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Beach Acquisition Bidco LLC           | Beach Acquisition Bidco LLC USD Term Loan B                                      | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    189525 | PA      | $190650.78    | 0.06%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                     | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352484.80    | 0.12%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Options Clearing Corp.                | CANADIAN PACIFIC KANSAS CITY L                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -656 | NC      | $-55760.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR FINANCE LLC                    | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $682030.50    | 0.23%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335883.90    | 0.11%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN              | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83447.76     | 0.03%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                      | Enstar Group Ltd                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $275769.60    | 0.09%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL              | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210906.93    | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc             | Halozyme Therapeutics Inc                                                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     43000 | NS      | $2737380.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinos Intermediate Holdings A Inc    | Chinos Intermediate Holdings A Inc 2024 Term Loan B                              | CUSIP: 16961YAB4<br>LEI: 54930061EIIAONXJMZ79 | Long             | LON              | CORP              | US        |    113562 | PA      | $85455.78     | 0.03%             | 2031-09-26      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                       | Baker Hughes Co                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94000 | NS      | $6548980.00   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76966.54     | 0.03%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                         | Coherent Corp 2025 Term Loan B2                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     75214 | PA      | $75496.34     | 0.03%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                            | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    116000 | PA      | $103997.48    | 0.03%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    279000 | PA      | $272415.60    | 0.09%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | SPOTIFY TECHNOLOGY SA                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |        29 | NC      | $156890.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                             | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109291.94    | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                         | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110887.84    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                       | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      5295 | NS      | $96633.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOEASY LTD                            | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $157998.30    | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    615000 | PA      | $606316.20    | 0.20%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                   | Rocket Software Inc 2023 USD Term Loan B                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    222340 | PA      | $212594.80    | 0.07%             | 2028-11-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                                    | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |      6700 | NS      | $167969.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $280348.80    | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152629.50    | 0.05%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                     | Kimco Realty Corp                                                                | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               |  | US        |      4681 | NS      | $94368.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                 | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $37241.76     | 0.01%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG              | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AE5<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    845000 | PA      | $805580.75    | 0.27%             | 2037-05-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS               | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49150.56     | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC              | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $137093.60    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                            | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44009.39     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARITEV CORP                         | Claritev Corp                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74018 | PA      | $48506.96     | 0.02%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150576.00    | 0.05%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                | JetBlue 2020-1 Class B Pass Through Trust                                        | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143014 | PA      | $143517.17    | 0.05%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                        | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96851.55     | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $175539.10    | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                            | US Bancorp                                                                       | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    655000 | PA      | $653742.40    | 0.22%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | STATE STREET SPDR S+P 500 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2490 | NC      | $-793065.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION              | W R Berkley Corp                                                                 | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     11245 | NS      | $218940.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP                | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50341.00     | 0.02%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XHR LP                                | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    190000 | PA      | $194738.60    | 0.07%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $71116.00     | 0.02%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       715 | NC      | $378235.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HLDGS                 | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    237000 | PA      | $248499.24    | 0.08%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                           | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98272.32     | 0.03%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR              | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348026.00    | 0.12%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                     | General Motors Co                                                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78814.80     | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308922.00    | 0.10%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                           | SVC ABS LLC                                                                      | CUSIP: 78487JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $143297.44    | 0.05%             | 2053-02-20      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                         | DTE Energy Co                                                                    | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      6700 | NS      | $145524.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle and Manufacturing, Inc. | American Axle and Manufacturing Inc 2025 Incremental Term Loan C                 | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    188100 | PA      | $188335.13    | 0.06%             | 2033-02-03      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                    | Regal Rexnord Corp                                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     31000 | NS      | $6665930.00   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                | FREEPORT-MCMORAN INC                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1530 | NC      | $715275.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                | CANADIAN PACIFIC KANSAS CITY L                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       750 | NC      | $367500.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                   | Northern Trust Corp                                                              | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |      1600 | NS      | $30576.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380474.70    | 0.13%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                    | Empire Resorts Inc                                                               | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195838.00    | 0.07%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AUDACY CAPITAL                        | AUDACY CAPITAL                                                                   | CUSIP: 000000000<br>LEI: 549300S5JUSXRHNCHD80 | N/A              | DE               |  | US        |        97 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chamberlain Group Inc                 | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    183837 | PA      | $183863.59    | 0.06%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERSYS                               | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84140.65     | 0.03%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    680000 | PA      | $653588.80    | 0.22%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                         | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192823.40    | 0.06%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    475000 | PA      | $492608.25    | 0.16%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                    | UMB Financial Corp                                                               | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |     12200 | NS      | $322812.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    599000 | PA      | $614226.58    | 0.21%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                         | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $81044.48     | 0.03%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                    | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1169395.73   | 0.39%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    646000 | PA      | $650864.38    | 0.22%             | 2027-04-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Oil Fund LP             | United States Oil Fund LP                                                        | CUSIP: 91232N207<br>LEI: ZR7XWIN3GSRDDWZ9V446 | Short            | EC               | RF                | US        |    -68000 | NS      | $-10002120.00 | -3.34%            |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 26-1B PTT                | American Airlines 2026-1 Class B Pass Through Trust                              | CUSIP: 02380KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120122.40    | 0.04%             | 2035-05-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                 | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77034.00     | 0.03%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                           | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     64400 | NS      | $12852308.00  | 4.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE               | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143263.40    | 0.05%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                              | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96378.78     | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc    | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     47500 | NS      | $6936425.00   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                        | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94437.08     | 0.03%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | ZOOM COMMUNICATIONS INC                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -480 | NC      | $-220800.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA/FINANCE              | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93619.65     | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    765000 | PA      | $753708.60    | 0.25%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC              | Windsor Holdings III LLC 2025 USD Term Loan B                                    | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    180755 | PA      | $180484.07    | 0.06%             | 2030-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    272000 | PA      | $244177.12    | 0.08%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ALLSTATE CORP                         | Allstate Corp/The                                                                | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      3625 | NS      | $94105.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                                    | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      7386 | NS      | $162935.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181561.70    | 0.06%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Qwest Corp                            | Qwest Corp                                                                       | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     43572 | NS      | $799546.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                | STATE STREET SPDR S+P 500 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      1245 | NC      | $339262.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SGUS LLC                              | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45181 | PA      | $7878.66      | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                           | MetLife Inc                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192482.55    | 0.06%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                         | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $100004.58    | 0.03%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                      | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $206661.00    | 0.07%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC              | Virgin Media Bristol LLC 2020 USD Term Loan Q                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    185000 | PA      | $181608.95    | 0.06%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP              | Citizens Financial Group Inc                                                     | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    830000 | PA      | $821119.00    | 0.27%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc               | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-10-30      | Floating      | 13.25%                | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75556.80     | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $436944.45    | 0.15%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc             | Caesars Entertainment Inc Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    110275 | PA      | $107288.77    | 0.04%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                 | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $100129.05    | 0.03%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                 | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99317.00     | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Padagis LLC                           | Padagis LLC Term Loan B                                                          | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204672 | PA      | $193927.17    | 0.06%             | 2028-07-06      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40776.30     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC               | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136984.40    | 0.05%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                     | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $100097.70    | 0.03%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO               | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    218000 | PA      | $205231.74    | 0.07%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                   | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78717.60     | 0.03%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281883.00    | 0.09%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       140 | NS      | $3106.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141007.50    | 0.05%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    336000 | PA      | $339914.40    | 0.11%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP               | Wintrust Financial Corp                                                          | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     13600 | NS      | $360264.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER CALIFORNIA INC               | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $295272.20    | 0.10%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | MICROSOFT CORP                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       281 | NC      | $1967.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER FLORIDA LLC                  | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $301939.68    | 0.10%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC            | Amneal Pharmaceuticals LLC 2026 Term Loan                                        | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    341435 | PA      | $343355.69    | 0.11%             | 2032-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                        | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182084.60    | 0.06%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171961.80    | 0.06%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                  | Telephone and Data Systems Inc                                                   | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      4548 | NS      | $97463.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc              | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    204080 | PA      | $199386.47    | 0.07%             | 2029-05-01      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                         | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    372908 | PA      | $373884.87    | 0.12%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    180000 | PA      | $184039.20    | 0.06%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    190000 | PA      | $201778.10    | 0.07%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    218000 | PA      | $209907.84    | 0.07%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                                    | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199498.00    | 0.07%             | 2026-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                  | Beacon Funding Trust                                                             | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149094.00    | 0.05%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP               | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188674.10    | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                        | Flowserve Corp                                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     61500 | NS      | $4528860.00   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC              | Team Health Holdings Inc 2026 Repriced Term Loan B                               | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    188577 | PA      | $189093.13    | 0.06%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                 | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194478.30    | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    256000 | PA      | $257917.44    | 0.09%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                 | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    137000 | PA      | $140512.68    | 0.05%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                          | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195137.60    | 0.07%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    505000 | PA      | $513494.10    | 0.17%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER              | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134813.70    | 0.05%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                        | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78367.00     | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                         | Coherent Corp                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |     -9300 | NS      | $-2973303.00  | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| TRUENOORD CAPITAL DAC                 | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    330000 | PA      | $336992.70    | 0.11%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172893.00    | 0.06%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177576.90    | 0.06%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                           | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186796.35    | 0.06%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE              | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $143959.53    | 0.05%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                    | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $186941.00    | 0.06%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU              | Affiliated Managers Group Inc                                                    | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     12587 | NS      | $301584.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                         | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180846.00    | 0.06%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                            | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488284.80    | 0.16%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199159.90    | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                        | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $145273.70    | 0.05%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                          | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     48500 | NS      | $8179525.00   | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                | UNITED STATES OIL FUND LP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1360 | NC      | $-313480.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER               | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437774.40    | 0.15%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                 | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400162.65    | 0.13%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | STATE STREET SPDR S+P 500 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1300 | NC      | $-155350.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners LP           | Cheniere Energy Partners LP                                                      | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       800 | NS      | $53616.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    265000 | PA      | $282368.10    | 0.09%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98274.60     | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                               | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    219000 | PA      | $213251.25    | 0.07%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156939.00    | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC              | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    278000 | PA      | $284769.30    | 0.10%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACProducts, Inc.                      | ACProducts Inc 2021 Term Loan B                                                  | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    178582 | PA      | $145393.04    | 0.05%             | 2028-05-17      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                   | Audacy Capital Corp 2024 Term Loan B                                             | CUSIP: 05070XAB7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |     74041 | PA      | $58862.59     | 0.02%             | 2029-10-01      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD              | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $507204.18    | 0.17%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC               | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193478.90    | 0.06%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION         | Columbus McKinnon Corporation 2026 Term Loan B                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    119208 | PA      | $119556.37    | 0.04%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268327.80    | 0.09%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126791.25    | 0.04%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                    | Voyager Parent LLC Repriced Term Loan B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    189525 | PA      | $189823.50    | 0.06%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                       | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460468.40    | 0.15%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                  | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99851.88     | 0.03%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RITE AID NOTE HOLDER TRUST            | RITE AID NOTE HOLDER TRUST                                                       | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     20067 | PA      | $0.02         | 0.00%             | 2034-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $291133.20    | 0.10%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                  | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    191000 | PA      | $185982.43    | 0.06%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                 | Southwest Airlines Co                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    127000 | NS      | $4815840.00   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp      | Booz Allen Hamilton Holding Corp                                                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     94500 | NS      | $7349265.00   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                          | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     32600 | NS      | $13608218.00  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS              | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96502.90     | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       170 | NC      | $402475.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64630.80     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                        | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $92088.00     | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC               | CNO Financial Group Inc                                                          | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     25150 | NS      | $448927.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $87666.30     | 0.03%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                   | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88623.00     | 0.03%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EPR Properties                        | EPR Properties                                                                   | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               |  | US        |      3651 | NS      | $72180.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95798.00     | 0.03%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339K829<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      6650 | NS      | $167513.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS/CANADA WON                  | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110747.30    | 0.04%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $383032.40    | 0.13%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                    | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     16400 | NS      | $5392320.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193665.10    | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                     | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89600.40     | 0.03%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    179000 | PA      | $174750.54    | 0.06%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H              | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $99948.55     | 0.03%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                    | Energy Transfer LP                                                               | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     11058 | NS      | $223261.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                        | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102338.00    | 0.03%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                        | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $194599.90    | 0.07%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98732.00     | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                       | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $205652.00    | 0.07%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122013.85    | 0.04%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | AMAZON.COM INC                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       565 | NC      | $333350.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                 | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1218893.20   | 0.41%             | 2028-09-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS               | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    500000 | PA      | $521170.52    | 0.17%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I              | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186143.00    | 0.06%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                 | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    530000 | PA      | $531102.40    | 0.18%             | 2026-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| JELDWEN HOLDING                       | JELD-WEN Holding Inc                                                             | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |    139000 | PA      | $70484.12     | 0.02%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO              | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93815.10     | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                      | Coeur Mining Inc                                                                 | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196387.80    | 0.07%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS               | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    500000 | PA      | $514290.10    | 0.17%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    440000 | PA      | $449653.60    | 0.15%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $825789.20    | 0.28%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                       | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    111952 | PA      | $105179.13    | 0.04%             | 2031-07-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc              | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    238170 | PA      | $221150.49    | 0.07%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| US BANCORP                            | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172144.00    | 0.06%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $104655.10    | 0.03%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     12303 | NS      | $273126.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                            | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105376.68    | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc               | Versant Media Group Inc Term Loan B                                              | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    250000 | PA      | $250812.50    | 0.08%             | 2031-01-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN              | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $196733.60    | 0.07%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FMC CORP                              | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    689000 | PA      | $456896.57    | 0.15%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                 | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205284.00    | 0.07%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $371428.80    | 0.12%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU              | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98443.75     | 0.03%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC               | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52001.00     | 0.02%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $177347.90    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                 | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142927.07    | 0.05%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                 | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    345000 | PA      | $304152.00    | 0.10%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS              | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $169085.00    | 0.06%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC              | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $301882.90    | 0.10%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN              | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $318448.00    | 0.11%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD              | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $200906.00    | 0.07%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                   | Northern Trust Corp                                                              | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249157.50    | 0.08%             | 2026-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD              | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    143000 | PA      | $153347.48    | 0.05%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                 | Bread Financial Holdings Inc                                                     | CUSIP: 018581405<br>LEI: 549300G8S4PO686J7H97 | Long             | EP               | CORP              | US        |      9050 | NS      | $228060.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                           | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159332.80    | 0.05%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45272.25     | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                          | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    182500 | PA      | $183469.99    | 0.06%             | 2032-08-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92938.50     | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Audacy Capital Corp                   | Audacy Capital Corp 2024 Term Loan A                                             | CUSIP: 05070XAC5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |      6482 | PA      | $6441.46      | 0.00%             | 2028-10-02      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                   | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94162.92     | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                | American Airlines 2021-1 Class B Pass Through Trust                              | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153440 | PA      | $146265.15    | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184952.25    | 0.06%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| UNITED AIRLINES INC                   | United Airlines Inc 2026 Term Loan B                                             | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    111026 | PA      | $111476.95    | 0.04%             | 2031-02-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The               | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     22400 | NS      | $7204064.00   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAM CARTER                        | William Carter Co/The                                                            | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92627.10     | 0.03%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | VANECK SEMICONDUCTOR ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       630 | NC      | $2112075.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                   | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    278000 | PA      | $276801.82    | 0.09%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1138700.40   | 0.38%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | AMERICAN AIRLINES GROUP INC                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      7200 | NC      | $10800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                    | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94116.50     | 0.03%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    235000 | PA      | $248599.45    | 0.08%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE              | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192300.90    | 0.06%             | 2033-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                   | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169886.10    | 0.06%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI              | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50575.00     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN              | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195255.40    | 0.07%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC              | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $170056.41    | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                   | SWORD PURCHASER LLC USD TERM LOAN B                                              | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |    135000 | PA      | $131287.50    | 0.04%             | 2033-04-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                    | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $288425.20    | 0.10%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| KBR INC                               | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206761.80    | 0.07%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                       | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $289884.00    | 0.10%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                    | Energy Transfer LP                                                               | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124612.50    | 0.04%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN              | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177746.40    | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    213000 | PA      | $203636.52    | 0.07%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC              | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    181776 | PA      | $179101.52    | 0.06%             | 2031-03-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    186000 | PA      | $173242.26    | 0.06%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    287000 | PA      | $284554.76    | 0.10%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                  | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157708.80    | 0.05%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                    | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      9000 | NS      | $5507190.00   | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                          | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    585000 | PA      | $602772.30    | 0.20%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                             | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47012.22     | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148478.55    | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD              | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $140529.06    | 0.05%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                         | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    234000 | PA      | $237622.32    | 0.08%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating SCA       | Trinseo Materials Operating SCA 2021 Term Loan B2                                | CUSIP: 000000000<br>LEI: 549300P1EBLVU1SH8Z09 | Long             | LON              | CORP              | LU        |    131445 | PA      | $18767.73     | 0.01%             | 2028-05-03      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MGMT                   | Annaly Capital Management Inc                                                    | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               |  | US        |     12425 | NS      | $322553.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI              | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    143000 | PA      | $143058.63    | 0.05%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC            | Avis Budget Car Rental LLC 2025 Term Loan B                                      | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |     99250 | PA      | $98712.07     | 0.03%             | 2032-07-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR              | Brookfield Renewable Partners LP                                                 | CUSIP: 000000000<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |     14975 | NS      | $275989.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                         | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     51300 | NS      | $11749239.00  | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    377000 | PA      | $335401.82    | 0.11%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124000.80    | 0.04%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280632.60    | 0.09%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN              | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    143000 | PA      | $146291.86    | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RITE AID EQUITY                       | RITE AID EQUITY                                                                  | CUSIP: 000000000<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       294 | NS      | $294.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                | UNITED STATES OIL FUND LP                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       680 | NC      | $165920.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Holdings SA                    | Ardagh Holdings SA                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      3292 | NS      | $23568.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                   | Cincinnati Bell Inc 2025 Term Loan B4                                            | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |     88646 | PA      | $88741.77     | 0.03%             | 2028-11-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                      | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $242387.80    | 0.08%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                 | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65728 | PA      | $66000.11     | 0.02%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                 | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51826.20     | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                            | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $435418.00    | 0.15%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                            | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    197000 | PA      | $190869.36    | 0.06%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI              | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188996.80    | 0.06%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                         | Allstate Corp/The                                                                | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360068.40    | 0.12%             | 2053-08-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU              | Affiliated Managers Group Inc                                                    | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     18700 | NS      | $377927.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354442.65    | 0.12%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                 | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $273601.80    | 0.09%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142020.20    | 0.05%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST               | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    190000 | PA      | $192069.10    | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                       | B&G Foods Inc 2024 Term Loan B                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    137900 | PA      | $133547.88    | 0.04%             | 2029-10-10      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91033.00     | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA              | AERCAP IRELAND CAP/GLOBA                                                         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    480000 | PA      | $488875.20    | 0.16%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $168904.74    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC              | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91250.74     | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                      | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    199000 | PA      | $192596.18    | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                      | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130570.00    | 0.04%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99515.35     | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     82000 | PA      | $89933.50     | 0.03%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                      | Land O' Lakes Inc                                                                | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    655000 | PA      | $561898.30    | 0.19%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                  | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192754.56    | 0.06%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187948.80    | 0.06%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    923000 | PA      | $912966.99    | 0.31%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                    | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192020.75    | 0.06%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN              | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191834.00    | 0.06%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                 | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49536.96     | 0.02%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    109000 | PA      | $117212.06    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Datadog Inc                           | Datadog Inc                                                                      | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     24000 | NS      | $3172560.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER I              | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192843.30    | 0.06%             | 2060-03-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                   | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123722.10    | 0.04%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                       | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1253338.05   | 0.42%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                | JetBlue 2019-1 Class B Pass Through Trust                                        | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31406 | PA      | $30955.98     | 0.01%             | 2029-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $48052.06     | 0.02%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE              | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959X400<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      6700 | NS      | $168773.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FLUTTER TREASURY DAC                  | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199186.00    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                 | Life Time Fitness Inc 2025 Term Loan                                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    187632 | PA      | $188423.92    | 0.06%             | 2031-11-05      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                          | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135457.92    | 0.05%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                   | Station Casinos LLC 2024 Term Loan B                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    176400 | PA      | $177057.09    | 0.06%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| QVC INC                               | QVC Inc                                                                          | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     95000 | PA      | $45944.85     | 0.02%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC               | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    858000 | PA      | $824726.76    | 0.28%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL              | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    235000 | PA      | $234891.90    | 0.08%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC              | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175117.80    | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102993.00    | 0.03%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1147640.40   | 0.38%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                            | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193121.70    | 0.06%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                  | Emera US Finance LLC                                                             | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170708.90    | 0.06%             | 2056-10-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                    | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95513.00     | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOL 1              | Starz Capital Holdings 1 Inc                                                     | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $283851.00    | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS              | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    163376 | PA      | $110633.33    | 0.04%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                 | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    183150 | PA      | $183510.81    | 0.06%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ARRAY DIGITAL INFRA INC               | Array Digital Infrastructure Inc                                                 | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     10760 | NS      | $215845.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT                | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $93510.72     | 0.03%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                         | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $300356.52    | 0.10%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP              | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44739.90     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES              | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $40047.60     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       715 | NC      | $36465.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                               | KeyCorp                                                                          | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674192.80    | 0.23%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L              | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93584.70     | 0.03%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                 | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    143000 | PA      | $139400.69    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                     | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278239.50    | 0.09%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS              | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     92000 | PA      | $96422.44     | 0.03%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN              | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $236743.76    | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE              | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    775000 | PA      | $779704.25    | 0.26%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165473.55    | 0.06%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU              | Selective Insurance Group Inc                                                    | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     14526 | NS      | $241422.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                | CACI International Inc                                                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     15200 | NS      | $7897008.00   | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA INC                             | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $480331.20    | 0.16%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS              | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     78641 | PA      | $65349.88     | 0.02%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER              | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191812.60    | 0.06%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                      | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196675.60    | 0.07%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                         | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201156.15    | 0.07%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                 | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    277000 | PA      | $278443.17    | 0.09%             | 2056-10-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                 | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $205517.76    | 0.07%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc          | United Airlines Holdings Inc                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    115000 | NS      | $10350000.00  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                           | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $394728.80    | 0.13%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $58960.16     | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                      | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $118477.80    | 0.04%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP              | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    211000 | PA      | $219193.13    | 0.07%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                 | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $72394.44     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                          | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     15900 | NS      | $7673340.00   | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                  | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    125000 | PA      | $122046.25    | 0.04%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                         | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    520000 | PA      | $519667.20    | 0.17%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QVC INC                               | QVC Inc                                                                          | CUSIP: 747262400<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |      9600 | NS      | $114240.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187531.90    | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                    | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $276140.60    | 0.09%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                 | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139646.40    | 0.05%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN              | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149197.75    | 0.05%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                     | Par Petroleum LLC 2025 Term Loan B                                               | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    277120 | PA      | $278202.42    | 0.09%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73155.60     | 0.02%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                 | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $213713.76    | 0.07%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO              | Capital One Financial Corp                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1203320.26   | 0.40%             | 2026-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    630000 | PA      | $622704.60    | 0.21%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167110.00    | 0.06%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    107000 | PA      | $103631.64    | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                   | Fifth Third Bancorp                                                              | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      8100 | NS      | $156492.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR              | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497715.00    | 0.17%             | 2026-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                      | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $88316.75     | 0.03%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                 | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    142862 | PA      | $143039.86    | 0.05%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                        | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    145000 | PA      | $144662.15    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | 3M CO                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -700 | NC      | $-316750.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES                   | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189289.40    | 0.06%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                     | Dragon Buyer Inc Term Loan B                                                     | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    237000 | PA      | $227283.00    | 0.08%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                    | Ford Motor Co                                                                    | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     16125 | NS      | $340882.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL RESOURCES                 | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108179.55    | 0.04%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                       | Xcel Energy Inc                                                                  | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197912.00    | 0.07%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | META PLATFORMS INC                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -180 | NC      | $-128700.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners LP       | Enterprise Products Partners LP                                                  | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |      3970 | NS      | $153639.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC                          | WesBanco Inc                                                                     | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8755 | NS      | $225178.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                             | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194180.00    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                 | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $96615.64     | 0.03%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN              | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193395.30    | 0.06%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS              | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22682.64     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                   | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    338000 | PA      | $351161.72    | 0.12%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                 | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49935.36     | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                     | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88211.70     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                 | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    163000 | PA      | $146206.11    | 0.05%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145296.00    | 0.05%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD              | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    165000 | PA      | $174723.45    | 0.06%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                       | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    290394 | PA      | $290848.02    | 0.10%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                       | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     79000 | PA      | $39778.08     | 0.01%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | VANECK SEMICONDUCTOR ETF                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1107 | NC      | $-2645730.00  | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                             | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95140.60     | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE              | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372652.90    | 0.12%             | 2027-01-04      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $86001.60     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                  | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95095.95     | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                   | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $94653.25     | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1070 | NC      | $-274455.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch & Lomb Corporation             | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    209125 | PA      | $210595.75    | 0.07%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                           | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192817.70    | 0.06%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Toast Inc                             | Toast Inc                                                                        | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    112000 | NS      | $3194240.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                             | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291438.15    | 0.10%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP              | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    567000 | PA      | $590377.41    | 0.20%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                 | Compeer Financial ACA                                                            | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513890.00    | 0.17%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| QVC GROUP INC                         | QVC Group Inc                                                                    | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |      4620 | NS      | $19357.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LTD                      | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $95762.85     | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                  | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180804.26    | 0.06%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                  | Global Net Lease Inc                                                             | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               |  | US        |      4771 | NS      | $103530.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                          | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    484000 | PA      | $501128.76    | 0.17%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                             | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188647.20    | 0.06%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                 | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199057.30    | 0.07%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                            | Ciena Corp                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Short            | EC               | CORP              | US        |     -7500 | NS      | $-3956850.00  | -1.32%            |  |  |  | No            |                  1 | On Loan: No      |
| CINC BELL TEL                         | Cincinnati Bell Telephone Co LLC                                                 | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $164909.52    | 0.06%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO              | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110363.40    | 0.04%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                            | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98778.15     | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108228.01    | 0.04%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | INVESCO QQQ TRUST SERIES 1                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1430 | NC      | $-215930.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                          | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $145022.72    | 0.05%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                      | T-Mobile USA Inc                                                                 | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     12975 | NS      | $323726.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239758.90    | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                 | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105894.69    | 0.04%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                          | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    172000 | PA      | $164944.56    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | 3M CO                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       700 | NC      | $285250.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                 | Schneider Electric SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     18300 | NS      | $5823219.87   | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC               | Peloton Interactive Inc 2024 Term Loan B                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    128473 | PA      | $129356.99    | 0.04%             | 2029-05-30      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS INC              | Cullen/Frost Bankers Inc                                                         | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |     10868 | NS      | $185951.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                    | First Horizon Corp                                                               | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      8850 | NS      | $221692.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG              | Infineon Technologies AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    128000 | NS      | $8608671.25   | 2.88%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                    | NextEra Energy Inc                                                               | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      1275 | NS      | $66963.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE               | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $230763.60    | 0.08%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                   | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    178000 | PA      | $178267.00    | 0.06%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Optimum Communications Inc            | Optimum Communications Inc                                                       | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      3935 | NS      | $6217.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE               | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $173033.72    | 0.06%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC               | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $154293.20    | 0.05%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC              | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1269863.16   | 0.42%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                         | Citigroup Inc                                                                    | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    675000 | PA      | $679036.50    | 0.23%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN              | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195098.00    | 0.07%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE              | Plains All American Pipeline LP                                                  | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750375.00    | 0.25%             | 2026-05-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                  | Emera US Finance LLC                                                             | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $431543.70    | 0.14%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                         | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40572.90     | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                  | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256957.25    | 0.09%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                     | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98914.00     | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM               | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141528.53    | 0.05%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                   | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144837.00    | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                     | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    252105 | PA      | $252741.66    | 0.08%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                    | Industrial F&B Investments III Inc                                               | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96087.75     | 0.03%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC               | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    314000 | PA      | $309516.08    | 0.10%             | 2067-03-30      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                | STATE STREET SPDR S+P 500 ETF                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1300 | NC      | $-1950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                        | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $95696.10     | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                 | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98486.00     | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                     | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193953.90    | 0.06%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                  | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    199133 | PA      | $185940.74    | 0.06%             | 2030-02-18      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                   | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $154433.40    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART              | Brookfield Property Partners LP                                                  | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     20567 | NS      | $287732.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1            | Invesco QQQ Trust Series 1                                                       | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Short            | EC               | RF                | US        |    -71500 | NS      | $-47743410.00 | -15.96%           |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                   | Fifth Third Bancorp                                                              | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     11075 | NS      | $285845.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                           | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134129.80    | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                         | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    189587 | PA      | $192633.66    | 0.06%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                        | Opal Bidco SAS USD Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |    184075 | PA      | $185034.03    | 0.06%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer