# EDGAR Filing Document

**Accession Number:** 0001219120
**File Stem:** 0000940400-26-012586
**Filing Date:** 2026-3
**Character Count:** 177998
**Document Hash:** 3445b5cae0c26a1d7471253d98598d04
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012586.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012586

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVENT CONVERTIBLE & INCOME FUND
- **CENTRAL INDEX KEY:** 0001219120

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21309
- **FILM NUMBER:** 26820186

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-30

**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:** $955579008.57

**Total Liabilities:** $368455499.07

**Net Assets:** $587123509.50

**Delayed Delivery Securities:** $1159581.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16.97311349 | **1-Year:** 170.90756082 | **5-Year:** 19952.48821171 | **10-Year:** 8265.61213069 | **30-Year:** 2247.35304482

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

- **3-Month:** 206.64094178 | **1-Year:** 2542.50367523 | **5-Year:** 103996.32248252 | **10-Year:** 32980.86203067 | **30-Year:** 4240.93072998

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000001 | -1.87%               | 0.68%                | 3.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1606070.17              | $-13017665.01                              |
| Month 2  | $6270831.22              | $-2941833.72                               |
| Month 3  | $10176026.71             | $9376130.48                                |

**Designated Index Information**

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

- **Index Identifier:** VXA0

### Schedule of Portfolio Investments

| Name                         | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Bank of New York Mellon  | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54729.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon  | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $77389.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                 | SM Energy Co                                                                    | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2448000 | PA      | $2574228.67   | 0.44%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC      | Versant Media Group Inc                                                         | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1803295.14   | 0.31%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KKR & CO INC                 | KKR & Co Inc                                                                    | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    103941 | NS      | $5086872.54   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN GREETINGS CORP      | AMERICAN GREETINGS CORP                                                         | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |   1900421 | PA      | $1879041.54   | 0.32%             | 2029-10-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| FLUOR CORP                   | Fluor Corp                                                                      | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2422756.00   | 0.41%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EURONEXT NV                  | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1616647.58   | 0.28%             | 2032-05-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE        | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3388293.91   | 0.58%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TETRA TECH INC               | Tetra Tech Inc                                                                  | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2931292.75   | 0.50%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP       | Champ Acquisition Corp                                                          | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2317895.34   | 0.39%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NEBIUS GROUP NV              | Nebius Group NV                                                                 | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   2225000 | PA      | $2168262.50   | 0.37%             | 2032-09-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon  | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-120365.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD          | NCL Corp Ltd                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2689000 | PA      | $2703491.02   | 0.46%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INGEVITY CORP                | Ingevity Corp                                                                   | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2314556.62   | 0.39%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L     | First Quantum Minerals Ltd                                                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1745000 | PA      | $1834394.61   | 0.31%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO      | Kingpin Intermediate Holdings LLC                                               | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1556164.45   | 0.27%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VERITIV OPERATING CO         | Veritiv Operating Co                                                            | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |   2624000 | PA      | $2812366.46   | 0.48%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ZSCALER INC.                 | Zscaler Inc                                                                     | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1160530.94   | 0.20%             | 2028-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC          | Diebold Nixdorf Inc                                                             | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1936356.58   | 0.33%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IREN LTD                     | IREN Ltd                                                                        | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   1185000 | PA      | $1464729.39   | 0.25%             | 2032-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON         | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp  | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1081675.63   | 0.18%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC           | NextEra Energy Inc                                                              | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    109443 | NS      | $6070803.21   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon  | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $72052.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC          | Affirm Holdings Inc                                                             | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5576000 | PA      | $5774226.80   | 0.98%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP               | Compass Inc                                                                     | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2149206.03   | 0.37%             | 2031-04-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| RAND PARENT LLC              | Rand Parent LLC                                                                 | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1680866.52   | 0.29%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp PLC               | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10000 | NS      | $3514200.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                 | Freshpet Inc                                                                    | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |    647000 | PA      | $801956.50    | 0.14%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc | United Airlines Holdings Inc                                                    | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     25000 | NS      | $2558000.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                  | Novanta Inc                                                                     | CUSIP: 67000B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     29459 | NS      | $1759880.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIS SA                      | Elis SA                                                                         | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $1101837.36   | 0.19%             | 2029-09-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC                  | Asurion LLC                                                                     | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    542000 | PA      | $541322.50    | 0.09%             | 2028-01-31      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1063522.69   | 0.18%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC        | Lumentum Holdings Inc                                                           | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    241000 | PA      | $1361897.43   | 0.23%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC               | Gray Media Inc                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1104381.85   | 0.19%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GS FINANCE CORP              | GS Finance Corp                                                                 | CUSIP: 36255HEL8<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $721827.00    | 0.12%             | 2028-08-14      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE       | Edgewell Personal Care Co                                                       | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   2182000 | PA      | $2090354.91   | 0.36%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SCGEN RR FOAT 175 12/15/25   | SCGEN RR FOAT 175 12/15/25                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        | -56000000 | PA      | $-56000000.00 | -9.54%            |  |  |  | No            |                  2 | On Loan: No      |
| SCGEN RR FLOAT 175 DY ROL    | SCGEN RR FLOAT 175 DY ROL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        | -84000000 | PA      | $-84000000.00 | -14.31%           |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                  | Southern Co/The                                                                 | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     70155 | NS      | $3595443.75   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORP                  | Deluxe Corp                                                                     | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1571628.78   | 0.27%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD            | Grab Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |   2350000 | PA      | $2371808.00   | 0.40%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP           | CNX Resources Corp                                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2711000 | PA      | $2816785.93   | 0.48%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY      | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2510154.97   | 0.43%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MACOM TECH SOLUTIONS         | MACOM Technology Solutions Holdings Inc                                         | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1659098.30   | 0.28%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC               | Gray Media Inc                                                                  | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1624858.70   | 0.28%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTL             | MGM Resorts International                                                       | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1564554.77   | 0.27%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1622263.14   | 0.28%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC        | Alphatec Holdings Inc                                                           | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1263295.00   | 0.22%             | 2030-03-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC        | HOPPER MERGER SUB INC                                                           | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   2439000 | PA      | $2420414.82   | 0.41%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT       | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1105208.46   | 0.19%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                    | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |   4400000 | PA      | $5051063.03   | 0.86%             | 2032-09-04      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| OLIN CORP                    | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1578013.78   | 0.27%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                     | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     30000 | NS      | $1731900.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS     | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2963587.94   | 0.50%             | 2030-02-05      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC      | Peloton Interactive Inc                                                         | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    416000 | PA      | $649462.20    | 0.11%             | 2029-12-01      | Fixed         | 5.50%                 | 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        |   1490000 | PA      | $1521534.33   | 0.26%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP      | Pediatrix Medical Group Inc                                                     | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3514770.04   | 0.60%             | 2030-02-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC        | Level 3 Financing Inc                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    538000 | PA      | $498322.50    | 0.08%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG        | Illuminate Buyer LLC / Illuminate Holdings IV Inc                               | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $489325.91    | 0.08%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DAIWA HOUSE IND CO LTD       | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | DBT              | CORP              | JP        | 230000000 | PA      | $1604304.42   | 0.27%             | 2030-03-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ANA HOLDINGS INC             | ANA Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | DBT              | CORP              | JP        | 130000000 | PA      | $954921.89    | 0.16%             | 2031-12-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HANSOH PHARMACEUTICAL        | Hansoh Pharmaceutical Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 254900Q6MR00EBXTPF42 | Long             | DBT              | CORP              | KY        |   7000000 | PA      | $898562.04    | 0.15%             | 2033-02-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC      | Akamai Technologies Inc                                                         | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $3000606.09   | 0.51%             | 2033-05-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC               | Gray Media Inc                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    540000 | PA      | $557412.30    | 0.09%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Advent Convertible Bond ETF  | Advent Convertible Bond ETF                                                     | CUSIP: 75526L845<br>LEI: 5299000BV8UTUPHUUZ42 | Long             | EC               | RF                | US        |    990000 | NS      | $26677134.00  | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM      | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1517107.35   | 0.26%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC       | Lumen Technologies Inc                                                          | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2164000.00   | 0.37%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC         | Bridgebio Pharma Inc                                                            | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    677000 | PA      | $1179672.50   | 0.20%             | 2031-03-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc           | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3900 | NS      | $2794350.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD POLE CAPITAL CO LTD     | Gold Pole Capital Co Ltd                                                        | CUSIP: 000000000<br>LEI: 254900UYUS22SGHTR751 | Long             | DBT              | CORP              | HK        |   1100000 | PA      | $2413675.00   | 0.41%             | 2029-06-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC      | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    538000 | PA      | $551265.47    | 0.09%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT       | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    813000 | PA      | $800461.91    | 0.14%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT     | Apollo Global Management Inc                                                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     24604 | NS      | $1706779.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                  | McAfee Corp                                                                     | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $895160.96    | 0.15%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC            | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1067774.72   | 0.18%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CRANE NXT CO                 | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $1452855.31   | 0.25%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP          | Meritage Homes Corp                                                             | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $3063344.68   | 0.52%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP      | SBA Communications Corp                                                         | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1612769.54   | 0.27%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADTRAN HOLDINGS INC          | ADTRAN Holdings Inc                                                             | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $2444060.50   | 0.42%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VOLTAGRID LLC                | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1095131.66   | 0.19%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| RIVIAN AUTO INC              | Rivian Automotive Inc                                                           | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1314299.24   | 0.22%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BIZLINK HOLDING INC          | Bizlink Holding Inc                                                             | CUSIP: 000000000<br>LEI: 213800YAKRFVU5XOX138 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1127500.00   | 0.19%             | 2030-09-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC      | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1666635.52   | 0.28%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC                | CoreWeave Inc                                                                   | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3709235.89   | 0.63%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                   | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2206395.63   | 0.38%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION        | McGraw-Hill Education Inc                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2620392.50   | 0.45%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC             | Welltower OP LLC                                                                | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $4845050.00   | 0.83%             | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE     | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2218000 | PA      | $2356762.52   | 0.40%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COHU INC                     | Cohu Inc                                                                        | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2459316.00   | 0.42%             | 2031-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| GETTY IMAGES INC             | Getty Images Inc                                                                | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    542000 | PA      | $485052.03    | 0.08%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| WULF COMPUTE LLC             | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811000 | PA      | $846505.28    | 0.14%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GAMESTOP CORP                | GameStop Corp                                                                   | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   4304000 | PA      | $4646168.00   | 0.79%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO        | Pagaya US Holdings Co LLC                                                       | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1740612.01   | 0.30%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS     | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2233479.19   | 0.38%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC         | Upstart Holdings Inc                                                            | CUSIP: 91680MAD9<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2405993.10   | 0.41%             | 2029-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS      | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1825242.39   | 0.31%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BLOOM ENERGY CORP            | Bloom Energy Corp                                                               | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3991680.00   | 0.68%             | 2030-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL      | BIOMARIN PHARMACEUTICAL INC                                                     | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |   1084000 | PA      | $1084000.00   | 0.18%             | 2033-01-29      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                 | Strategy Inc                                                                    | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $2121134.70   | 0.36%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD          | Sound Point CLO XXVII Ltd                                                       | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2455437.50   | 0.42%             | 2034-10-25      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI     | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1489570.01   | 0.25%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                | TRANSDIGM INC                                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2862908 | PA      | $2859701.72   | 0.49%             | 2030-03-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR            | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2135000 | PA      | $2095160.26   | 0.36%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED           | MakeMyTrip Ltd                                                                  | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |   2807000 | PA      | $2589639.76   | 0.44%             | 2030-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC                | CoreWeave Inc                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1047612.57   | 0.18%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR     | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                        | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2172000 | PA      | $2159970.81   | 0.37%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD      | Pagaya Technologies Ltd                                                         | CUSIP: 69549FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    241000 | PA      | $415194.80    | 0.07%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC       | Array Technologies Inc                                                          | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $3053388.00   | 0.52%             | 2031-07-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN           | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    361000 | PA      | $1792184.50   | 0.31%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon  | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4882.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                      | QXO Inc                                                                         | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     36306 | NS      | $2299985.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO / TRITON WATER HLD     | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2606478.83   | 0.44%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I       | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1187000 | PA      | $1221906.11   | 0.21%             | 2032-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY      | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $276234.22    | 0.05%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CIPHER MINING                | Cipher Mining Inc                                                               | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |    871000 | PA      | $1109436.25   | 0.19%             | 2031-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp               | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7000 | NS      | $3012030.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC           | Evolent Health Inc                                                              | CUSIP: 30050BAJ0<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |    989000 | PA      | $632341.88    | 0.11%             | 2031-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD          | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   7741000 | PA      | $8580898.50   | 1.46%             | 2030-04-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC         | Upstart Holdings Inc                                                            | CUSIP: 91680MAG2<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   3903000 | PA      | $3122400.00   | 0.53%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC      | Enova International Inc                                                         | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   2663000 | PA      | $2821578.99   | 0.48%             | 2028-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| BRINK'S CO/THE               | Brink's Co/The                                                                  | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1769870.39   | 0.30%             | 2032-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC     | Super Micro Computer Inc                                                        | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $1963798.02   | 0.33%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS      | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1361934.44   | 0.23%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PARSONS CORP                 | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1433237.87   | 0.24%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC       | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2969909.70   | 0.51%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| RIVIAN AUTO INC              | Rivian Automotive Inc                                                           | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |    770000 | PA      | $814275.00    | 0.14%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOX INC                      | Box Inc                                                                         | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2210802.00   | 0.38%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD       | Calumet Specialty Products Partners LP / Calumet Finance Corp                   | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1913406.08   | 0.33%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC        | Euronet Worldwide Inc                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $991530.00    | 0.17%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC         | Bridgebio Pharma Inc                                                            | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    845000 | PA      | $962666.25    | 0.16%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP      | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1543772.23   | 0.26%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUST     | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |   1100000 | PA      | $1552650.00   | 0.26%             | 2026-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC       | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1791000.00   | 0.31%             | 2028-03-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP              | CMS Energy Corp                                                                 | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $3460236.00   | 0.59%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC     | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2089307.80   | 0.36%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC            | Nexstar Media Inc                                                               | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   3302000 | PA      | $3283925.58   | 0.56%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                   | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     15000 | NS      | $3345150.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS      | Applied Optoelectronics Inc                                                     | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |    346000 | PA      | $461737.00    | 0.08%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC            | Barclays Bank PLC                                                               | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   2966000 | PA      | $3044747.30   | 0.52%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC         | Vermilion Energy Inc                                                            | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |   2197000 | PA      | $2197001.10   | 0.37%             | 2030-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COMMVAULT SYSTEMS INC        | Commvault Systems Inc                                                           | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |   2707000 | PA      | $2282001.00   | 0.39%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WORKIVA INC                  | Workiva Inc                                                                     | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $2030612.00   | 0.35%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC           | Osaic Holdings Inc                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    269000 | PA      | $279505.34    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC          | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1097456.94   | 0.19%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BEACON MOBILITY CORP         | Beacon Mobility Corp                                                            | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3097800.38   | 0.53%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE      | China Pacific Insurance Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | DBT              | CORP              | CN        |   9000000 | PA      | $1306836.37   | 0.22%             | 2030-09-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC        | Lantheus Holdings Inc                                                           | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2588214.75   | 0.44%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC         | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1985388.89   | 0.34%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP        | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1018555.52   | 0.17%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TUI AG                       | TUI AG                                                                          | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $3391002.94   | 0.58%             | 2031-07-26      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN     | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $1076895.63   | 0.18%             | 2028-05-18      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| LEGRAND SA                   | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $2093645.64   | 0.36%             | 2033-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC                   | Zoetis Inc                                                                      | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2955090.00   | 0.50%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP       | Planet Financial Group LLC                                                      | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2506183.10   | 0.43%             | 2029-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP     | Galaxy Digital Holdings LP                                                      | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    934000 | PA      | $1361772.00   | 0.23%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP        | Encompass Health Corp                                                           | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1318784.82   | 0.22%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                 | Semtech Corp                                                                    | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    862000 | PA      | $971764.04    | 0.17%             | 2030-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CMOC CAPITAL LTD             | CMOC Capital Ltd                                                                | CUSIP: 000000000<br>LEI: 254900RVFDRGDY5WUQ83 | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $1044172.53   | 0.18%             | 2027-01-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TERAWULF INC                 | Terawulf Inc                                                                    | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1328827.90   | 0.23%             | 2032-05-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC           | Osaic Holdings Inc                                                              | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2514204.55   | 0.43%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BAIDU INC                    | Baidu Inc                                                                       | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1174800.00   | 0.20%             | 2032-03-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE      | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3321000 | PA      | $3508829.12   | 0.60%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC     | Stonex Escrow Issuer LLC                                                        | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2772294.72   | 0.47%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SAIPEM SPA                   | Saipem SpA                                                                      | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $2672298.47   | 0.46%             | 2029-09-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC      | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $2024404.80   | 0.34%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd            | Ivanhoe Mines Ltd                                                               | CUSIP: 46579R104<br>LEI: 5299006XZISURYIA4G32 | Long             | EC               | CORP              | CA        |    175000 | NS      | $2225381.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC        | Caesars Entertainment Inc                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    812000 | PA      | $790407.13    | 0.13%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS     | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $988509.60    | 0.17%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY      | Chow Tai Fook Jewellery Group Ltd                                               | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | DBT              | CORP              | KY        |  10000000 | PA      | $1380974.94   | 0.24%             | 2030-06-30      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD        | CyberArk Software Ltd                                                           | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1907000 | PA      | $2011885.00   | 0.34%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2216000 | PA      | $1589792.33   | 0.27%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD              | Alumina Pty Ltd                                                                 | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   2129000 | PA      | $2197515.48   | 0.37%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC                  | Staples Inc                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1586537.93   | 0.27%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BOLT INNOVATION              | Bolt Innovation Ltd                                                             | CUSIP: 000000000<br>LEI: 984500D4K00C69FI9C39 | Long             | DBT              | CORP              | VG        |   9000000 | PA      | $1116400.12   | 0.19%             | 2033-02-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS      | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2138285.06   | 0.36%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING        | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   5257000 | PA      | $5894491.26   | 1.00%             | 2032-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLACKLINE INC                | BlackLine Inc                                                                   | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |    813000 | PA      | $810195.15    | 0.14%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP         | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1805175.93   | 0.31%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC               | NRG Energy Inc                                                                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2170382.39   | 0.37%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP      | Arrowhead Pharmaceuticals Inc                                                   | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1941464.92   | 0.33%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC         | Neptune Bidco US Inc                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1142399.05   | 0.19%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC        | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1385160.05   | 0.24%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ETSY INC                     | Etsy Inc                                                                        | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    867000 | PA      | $864133.47    | 0.15%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GF SECURITIES CO LTD         | GF Securities Co Ltd                                                            | CUSIP: 000000000<br>LEI: 3003007E0Y3ZJ5HNA936 | Long             | DBT              | CORP              | CN        |  10000000 | PA      | $1370411.16   | 0.23%             | 2027-01-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC      | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1094265.09   | 0.19%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                | Boeing Co/The                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    151932 | NS      | $11352359.04  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU     | Solaris Energy Infrastructure Inc                                               | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   2276000 | PA      | $2809153.00   | 0.48%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EXAIL TECHNOLOGIES           | Exail Technologies SA                                                           | CUSIP: 000000000<br>LEI: 549300EWC06TYV07XE53 | Long             | DBT              | CORP              | FR        |   3700000 | PA      | $5738853.14   | 0.98%             | N/A             | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The           | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8000 | NS      | $2996720.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP               | Albemarle Corp                                                                  | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     12195 | NS      | $845601.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                     | UGI Corp                                                                        | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |    556000 | PA      | $841784.00    | 0.14%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC           | Oddity Finance LLC                                                              | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $1925708.66   | 0.33%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TERAWULF INC                 | Terawulf Inc                                                                    | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1569152.00   | 0.27%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI     | Charles River Laboratories International Inc                                    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3095273.10   | 0.53%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME        | Six Flags Entertainment Corp                                                    | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    538000 | PA      | $539525.23    | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL     | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   2500000 | PA      | $2735000.00   | 0.47%             | 2030-03-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN INC                   | Sunrun Inc                                                                      | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   2086000 | PA      | $3035130.00   | 0.52%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON         | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp  | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $541734.70    | 0.09%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KCC CORP                     | KCC Corp                                                                        | CUSIP: 000000000<br>LEI: 988400BF3M5UFPF3PH17 | Long             | DBT              | CORP              | KR        |   1400000 | PA      | $1610700.00   | 0.27%             | 2030-07-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC CORP                | PennyMac Corp                                                                   | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1599510.40   | 0.27%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC             | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1640628.05   | 0.28%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc               | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     35000 | NS      | $3859450.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC        | GFL Environmental Inc                                                           | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   3180000 | PA      | $3131416.91   | 0.53%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DOORDASH INC                 | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4402167.00   | 0.75%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SCGEN RR FLOAT 175 DY ROL    | SCGEN RR FLOAT 175 DY ROL                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        | -52000000 | PA      | $-52000000.00 | -8.86%            |  |  |  | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL             | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   2390000 | PA      | $2491142.41   | 0.42%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC         | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1671562.52   | 0.28%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN     | Live Nation Entertainment Inc                                                   | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2514570.00   | 0.43%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC           | Riot Platforms Inc                                                              | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   3314000 | PA      | $4379019.05   | 0.75%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC       | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $137475.04    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JOBY AVIATION INC            | Joby Aviation Inc                                                               | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |    644000 | PA      | $657685.00    | 0.11%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC            | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3394876.01   | 0.58%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC                | AEP Texas Inc                                                                   | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2299075.00   | 0.39%             | 2033-02-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC          | Core Scientific Inc                                                             | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1904760.00   | 0.32%             | 2031-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MP MATERIALS CORP            | MP Materials Corp                                                               | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    404000 | PA      | $1152208.00   | 0.20%             | 2030-03-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GEO GROUP INC/THE            | GEO Group Inc/The                                                               | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3757542.54   | 0.64%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                   | Viasat Inc                                                                      | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1699665.74   | 0.29%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                | TransDigm Inc                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    538000 | PA      | $557115.68    | 0.09%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV     | BrightSpring Health Services Inc                                                | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4060 | NS      | $541725.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC          | Coinbase Global Inc                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  10088000 | PA      | $8573862.83   | 1.46%             | 2032-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon  | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-127264.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                | Carnival Corp                                                                   | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |    100000 | NS      | $3002000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP             | FirstEnergy Corp                                                                | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1822688.00   | 0.31%             | 2031-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC           | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1394886.79   | 0.24%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP        | Freedom Mortgage Corp                                                           | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2522165.35   | 0.43%             | 2030-10-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| CYTOKINETICS INC             | Cytokinetics Inc                                                                | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    776000 | PA      | $981155.00    | 0.17%             | 2031-10-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS        | DigitalOcean Holdings Inc                                                       | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    676000 | PA      | $1071122.00   | 0.18%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON         | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp  | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    813000 | PA      | $781076.16    | 0.13%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING     | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1686766.05   | 0.29%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP        | Tenet Healthcare Corp                                                           | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1092204.57   | 0.19%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP          | Centrus Energy Corp                                                             | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |    554000 | PA      | $801776.50    | 0.14%             | 2032-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN     | Live Nation Entertainment Inc                                                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $5971579.10   | 1.02%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      9000 | NS      | $2753010.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC       | Match Group Holdings II LLC                                                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3379907.25   | 0.58%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                     | OZLM XXIV Ltd                                                                   | CUSIP: 67113DBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503997.50   | 0.43%             | 2032-07-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP         | Western Digital Corp                                                            | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    756000 | PA      | $5023926.35   | 0.86%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1477312.20   | 0.25%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS        | Mirum Pharmaceuticals Inc                                                       | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |    269000 | PA      | $891398.75    | 0.15%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL     | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1081500.00   | 0.18%             | 2028-03-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS     | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1558718.00   | 0.27%             | 2028-10-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD       | Jazz Investments I Ltd                                                          | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3259000 | PA      | $4251365.50   | 0.72%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                  | ASURION LLC                                                                     | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1351604 | PA      | $1352563.65   | 0.23%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP        | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   3388000 | PA      | $2945357.80   | 0.50%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE        | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    542000 | PA      | $558122.87    | 0.10%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS     | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $2204382.05   | 0.38%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INSULET CORPORATION          | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2757198.22   | 0.47%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US      | ION Platform Finance US Inc                                                     | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $932885.87    | 0.16%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP       | XPLR Infrastructure LP                                                          | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2342427.80   | 0.40%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE        | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $3367792.83   | 0.57%             | 2030-11-27      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN     | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301383.00    | 0.05%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC          | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2110149.43   | 0.36%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CTF SERVICES LTD             | CTF Services Ltd                                                                | CUSIP: 000000000<br>LEI: 2549002WHK9XGQC01O62 | Long             | DBT              | CORP              | BM        |  14000000 | PA      | $1813257.87   | 0.31%             | 2028-10-03      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS     | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1115978.73   | 0.19%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  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        |   2330000 | PA      | $2236675.58   | 0.38%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LUCID GROUP INC              | Lucid Group Inc                                                                 | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |    836000 | PA      | $488130.78    | 0.08%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN        | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2336722.66   | 0.40%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN      | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3156000 | PA      | $3273381.33   | 0.56%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Q2 HOLDINGS INC              | Q2 Holdings Inc                                                                 | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |    871000 | PA      | $864467.50    | 0.15%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC               | Cloudflare Inc                                                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   5141000 | PA      | $5426838.78   | 0.92%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L     | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2673000 | PA      | $2752842.19   | 0.47%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP     | Bitdeer Technologies Group                                                      | CUSIP: 09175RAD2<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |   2075000 | PA      | $2336657.50   | 0.40%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY LP             | Ventas Realty LP                                                                | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    554000 | PA      | $785849.00    | 0.13%             | 2026-06-01      | Fixed         | 3.75%                 | 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        |   2463000 | PA      | $2527922.22   | 0.43%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS     | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1409114.49   | 0.24%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION     | Adtalem Global Education Inc                                                    | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   2999000 | PA      | $2994886.87   | 0.51%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP     | Galaxy Digital Holdings LP                                                      | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1064079.00   | 0.18%             | 2031-05-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN     | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $2098881.23   | 0.36%             | 2030-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD           | Trip.com Group Ltd                                                              | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   2942000 | PA      | $3339170.00   | 0.57%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN     | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1291585.80   | 0.22%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC          | Shift4 Payments Inc                                                             | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     42566 | NS      | $3198409.24   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COS INC/THE         | Michaels Cos Inc/The                                                            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    812000 | PA      | $791989.64    | 0.13%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC       | CenterPoint Energy Inc                                                          | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    697000 | PA      | $778897.50    | 0.13%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED            | ASGN Inc                                                                        | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   3013000 | PA      | $2969739.65   | 0.51%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL      | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1088065.00   | 0.19%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO              | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        | 140000000 | PA      | $1058894.07   | 0.18%             | 2031-07-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC      | PPL Capital Funding Inc                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $4028854.50   | 0.69%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC             | Armor Holdco Inc                                                                | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   2267000 | PA      | $2291476.80   | 0.39%             | 2029-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE         | Check Point Software Technologies Ltd                                           | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |   1169000 | PA      | $1158461.98   | 0.20%             | 2030-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC     | Microchip Technology Inc                                                        | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     95457 | NS      | $6380345.88   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CHEM LTD                  | LG Chem Ltd                                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $748570.54    | 0.13%             | 2028-06-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD        | Mineral Resources Ltd                                                           | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1077000 | PA      | $1133034.41   | 0.19%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP            | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3342429.37   | 0.57%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                   | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1503874.49   | 0.26%             | 2032-05-20      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP             | Duke Energy Corp                                                                | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1199871.50   | 0.20%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA      | Latam Airlines Group SA                                                         | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    268000 | PA      | $282195.96    | 0.05%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL     | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   1600000 | PA      | $2676747.31   | 0.46%             | 2030-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VOBILE GROUP LTD             | Vobile Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900YIB5FJSDJA2S88 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $649832.90    | 0.11%             | 2026-09-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC        | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    538000 | PA      | $557737.96    | 0.09%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKET LAB USA               | Rocket Lab USA Inc                                                              | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |     78000 | PA      | $1217482.50   | 0.21%             | 2029-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC         | BWX Technologies Inc                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2771847.00   | 0.47%             | 2030-11-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc       | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10000 | NS      | $2869300.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA      | Latam Airlines Group SA                                                         | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   2943000 | PA      | $3091415.49   | 0.53%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD        | Mineral Resources Ltd                                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   2314000 | PA      | $2432807.89   | 0.41%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC       | Cloud Software Group Inc                                                        | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    269000 | PA      | $258123.97    | 0.04%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2691 | NS      | $3352986.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                | Snowflake Inc                                                                   | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   4464000 | PA      | $6303168.00   | 1.07%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC      | BlackSky Technology Inc                                                         | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4947000 | PA      | $5706364.50   | 0.97%             | 2033-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                   | Viasat Inc                                                                      | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2339428.46   | 0.40%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WT MICROELECTRONICS CO       | WT Microelectronics Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300B9CGCS0W06W129 | Long             | DBT              | CORP              | TW        |   1000000 | PA      | $1004750.00   | 0.17%             | 2027-11-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC      | Mirion Technologies Inc                                                         | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $2231718.75   | 0.38%             | 2030-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR INC                  | Wayfair Inc                                                                     | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1713900.00   | 0.29%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC        | Uber Technologies Inc                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    789000 | PA      | $787027.50    | 0.13%             | 2028-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE CO             | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     56792 | NS      | $3439891.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT       | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $880628.10    | 0.15%             | 2028-08-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AST SPACEMOBILE INC          | AST SpaceMobile Inc                                                             | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $2398608.20   | 0.41%             | 2036-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC       | Guidewire Software Inc                                                          | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2052431.50   | 0.35%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA     | SeaWorld Parks & Entertainment Inc                                              | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   3022000 | PA      | $2955875.32   | 0.50%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE         | Michaels Cos Inc/The                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1341131.85   | 0.23%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN      | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $554127.59    | 0.09%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TEMPUS AI INC                | Tempus AI Inc                                                                   | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $2067757.17   | 0.35%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC          | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3000799.05   | 0.51%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AMN HEALTHCARE INC           | AMN Healthcare Inc                                                              | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2182151.67   | 0.37%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SPIE SA                      | SPIE SA                                                                         | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $1025744.58   | 0.17%             | 2028-01-17      | Fixed         | 2.00%                 | Yes           |                  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        |   4752000 | PA      | $4542491.92   | 0.77%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ACCOR SA                     | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |   2199084 | PA      | $3029281.57   | 0.52%             | 2027-12-07      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO       | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1094797.59   | 0.19%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN     | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1037490.09   | 0.18%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STRATEGY INC                 | Strategy Inc                                                                    | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     14100 | NS      | $1198359.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HOLDINGS INC             | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | DBT              | CORP              | JP        |  80000000 | PA      | $811616.75    | 0.14%             | 2031-07-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC        | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2159351.23   | 0.37%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING        | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1900000 | PA      | $3333529.39   | 0.57%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD               | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3382000 | PA      | $3477105.32   | 0.59%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE     | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2478941.79   | 0.42%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| KALVISTA PHARMA INC          | KalVista Pharmaceuticals Inc                                                    | CUSIP: 483497AA1<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | DBT              | CORP              | US        |   2582000 | PA      | $3274492.40   | 0.56%             | 2031-10-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD            | Flight Centre Travel Group Ltd                                                  | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1246015.74   | 0.21%             | 2032-09-03      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RUBRIK INC                   | Rubrik Inc                                                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |   3873000 | PA      | $3485700.00   | 0.59%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ITRON INC                    | Itron Inc                                                                       | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1821150.00   | 0.31%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC        | Alkami Technology Inc                                                           | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1591072.25   | 0.27%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| KONTOOR BRANDS INC           | Kontoor Brands Inc                                                              | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2146801.04   | 0.37%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM     | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    759000 | PA      | $760918.37    | 0.13%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| XTALPI HOLDINGS LTD          | XtalPi Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 8368004IS42UJ5SVEV76 | Long             | DBT              | CORP              | KY        |   9000000 | PA      | $1249503.82   | 0.21%             | 2027-01-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon  | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46666.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                    | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1863435.94   | 0.32%             | 2031-09-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RAG-STIFTUNG                 | RAG-Stiftung                                                                    | CUSIP: 000000000<br>LEI: 529900C4BQB2G2UM9E04 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1189473.15   | 0.20%             | 2029-11-16      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC      | Talen Energy Supply LLC                                                         | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2843697.50   | 0.48%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO       | Asurion LLC and Asurion Co-Issuer Inc                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $566132.55    | 0.10%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC         | Neptune Bidco US Inc                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    542000 | PA      | $552802.52    | 0.09%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC        | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3328000 | PA      | $3345861.38   | 0.57%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2077 | NS      | $2562934.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc               | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     20000 | NS      | $2340200.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC          | AST SpaceMobile Inc                                                             | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $3633500.00   | 0.62%             | 2032-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AEROVIRONMENT INC            | AeroVironment Inc                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2537310.50   | 0.43%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZOOMLION HEAVY INDUSTRY      | Zoomlion Heavy Industry Science and Technology Co Ltd                           | CUSIP: 000000000<br>LEI: 529900QZ3EMAU0QKFK85 | Long             | DBT              | CORP              | CN        |  16000000 | PA      | $2348708.35   | 0.40%             | 2031-02-05      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| FASTLY INC                   | Fastly Inc                                                                      | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |    763000 | PA      | $721416.50    | 0.12%             | 2030-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD        | Anllian Capital 2 Ltd                                                           | CUSIP: 000000000<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $1293565.93   | 0.22%             | 2029-12-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC        | SoFi Technologies Inc                                                           | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $812175.00    | 0.14%             | 2029-03-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO       | RR Donnelley & Sons Co                                                          | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1467436.96   | 0.25%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                    | Sunoco LP                                                                       | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2753390.69   | 0.47%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP       | Harvest Midstream I LP                                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $2466699.17   | 0.42%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO     | Varex Imaging Corp                                                              | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1994326.65   | 0.34%             | 2027-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                 | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8000 | NS      | $2650400.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                | Repligen Corp                                                                   | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    738000 | PA      | $785498.23    | 0.13%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                | TransDigm Inc                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    538000 | PA      | $556198.93    | 0.09%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP      | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |  28000000 | PA      | $4938730.04   | 0.84%             | 2030-06-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI     | Standard Building Solutions Inc                                                 | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1623476.75   | 0.28%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC          | LBM Acquisition LLC                                                             | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2272188.90   | 0.39%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio   | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  28072016 | NS      | $28072016.24  | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND O LAKES CAP TRST I      | Land O'Lakes Capital Trust I                                                    | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3437000 | PA      | $3551415.32   | 0.60%             | 2028-03-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| S&S HOLDINGS LLC             | S&S Holdings LLC                                                                | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1531764.10   | 0.26%             | 2031-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS     | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $560254.56    | 0.10%             | 2031-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| KEDRION SPA                  | Kedrion SpA                                                                     | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   4072000 | PA      | $4022715.08   | 0.69%             | 2029-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL        | GFL Environmental Holdings US Inc                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1359771.10   | 0.23%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTL            | Service Corp International/US                                                   | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3089000 | PA      | $2890975.02   | 0.49%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC       | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3328717.77   | 0.57%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC        | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4433000 | PA      | $5689891.55   | 0.97%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC     | Vistra Operations Co LLC                                                        | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1147438.93   | 0.20%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GUARDANT HEALTH INC          | Guardant Health Inc                                                             | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    331000 | PA      | $394332.27    | 0.07%             | 2033-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN     | Ionis Pharmaceuticals Inc                                                       | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    825000 | PA      | $1355901.20   | 0.23%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                  | Unisys Corp                                                                     | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2045793.59   | 0.35%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| PLANET LABS PBC              | Planet Labs PBC                                                                 | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |    384000 | PA      | $876960.00    | 0.15%             | 2030-10-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| DATADOG INC                  | Datadog Inc                                                                     | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3812000 | PA      | $3763397.00   | 0.64%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC        | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $2204377.12   | 0.38%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| STRATEGY INC                 | Strategy Inc                                                                    | CUSIP: 594972AL5<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1394145.00   | 0.24%             | 2031-03-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO      | Central Garden & Pet Co                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1819346.36   | 0.31%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC      | DraftKings Holdings Inc                                                         | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $908336.82    | 0.15%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I       | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1078000 | PA      | $1052570.09   | 0.18%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RAKUTEN GROUP INC            | Rakuten Group Inc                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   3685000 | PA      | $4132015.89   | 0.70%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC       | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   3507000 | PA      | $3561007.45   | 0.61%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon  | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1750.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENOVIX CORP                  | Enovix Corp                                                                     | CUSIP: 293594AF4<br>LEI: 549300EC7NZGWORHYJ53 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1128964.86   | 0.19%             | 2030-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD       | Sable International Finance Ltd                                                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   1997000 | PA      | $2020552.62   | 0.34%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE      | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1109549.06   | 0.19%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| STRIDE INC                   | Stride Inc                                                                      | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |    324000 | PA      | $544158.00    | 0.09%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC             | BMC SOFTWARE INC                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   2233125 | PA      | $2143800.00   | 0.37%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC               | Cleanspark Inc                                                                  | CUSIP: 18452BAC4<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $3332541.00   | 0.57%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INFRONEER HOLDINGS           | INFRONEER Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800G6TWA2W0MY9K16 | Long             | DBT              | CORP              | JP        | 220000000 | PA      | $1997520.42   | 0.34%             | 2029-03-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC               | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1805991.53   | 0.31%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CIENA CORP                   | Ciena Corp                                                                      | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3028014.67   | 0.52%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WISTRON CORP                 | Wistron Corp                                                                    | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | DBT              | CORP              | TW        |   2000000 | PA      | $1864500.00   | 0.32%             | 2030-10-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-122595.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                  | Nutanix Inc                                                                     | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   3403000 | PA      | $3510194.50   | 0.60%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC              | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1779228.50   | 0.30%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VINCI SA                     | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1860476.45   | 0.32%             | 2030-02-18      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC            | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1093241.31   | 0.19%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC        | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    268000 | PA      | $276304.78    | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PHINIA INC                   | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2386375.72   | 0.41%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MMG LTD                      | MMG Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | DBT              | CORP              | HK        |    800000 | PA      | $1122000.00   | 0.19%             | 2030-10-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP      | Digital Realty Trust LP                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3951195.50   | 0.67%             | 2029-11-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC       | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2678266.60   | 0.46%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL     | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   3400000 | PA      | $6521200.00   | 1.11%             | 2028-04-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon  | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18309.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD       | C&W Senior Finance Ltd                                                          | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    530000 | PA      | $551098.24    | 0.09%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC         | LifePoint Health Inc                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1893000 | PA      | $2066749.01   | 0.35%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund      | Dryden 49 Senior Loan Fund                                                      | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4028640.00   | 0.69%             | 2030-07-18      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC            | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2778000 | PA      | $2713677.91   | 0.46%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL         | ION Platform Finance US Inc / ION Platform Finance SARL                         | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2093286.36   | 0.36%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC             | TriNet Group Inc                                                                | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   3457000 | PA      | $3277359.41   | 0.56%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| XERO INVESTMENTS LTD         | Xero Investments Ltd                                                            | CUSIP: 000000000<br>LEI: 25490002CIY32NFE4689 | Long             | DBT              | CORP              | NZ        |   1100000 | PA      | $1044175.00   | 0.18%             | 2031-06-12      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD        | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1613629.55   | 0.27%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC     | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1139541.99   | 0.19%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO           | Graham Holdings Co                                                              | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2178707.71   | 0.37%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon  | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-630057.48   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC       | Cogent Biosciences Inc                                                          | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    758000 | PA      | $911866.52    | 0.16%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                  | Bruker Corp                                                                     | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |     17024 | NS      | $5904774.40   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC       | Energizer Holdings Inc                                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   2196000 | PA      | $2110566.82   | 0.36%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI     | Viking Baked Goods Acquisition Corp                                             | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |   3356000 | PA      | $3330424.60   | 0.57%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PRA GROUP INC                | PRA Group Inc                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1961459.00   | 0.33%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP        | ON Semiconductor Corp                                                           | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    460000 | PA      | $581710.91    | 0.10%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN      | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2813361.70   | 0.48%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC     | Super Micro Computer Inc                                                        | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1956407.25   | 0.33%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC          | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1104071.66   | 0.19%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI      | Bloomin' Brands Inc / OSI Restaurant Partners LLC                               | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1434967.21   | 0.24%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon  | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2170.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC        | Lumentum Holdings Inc                                                           | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $3108448.46   | 0.53%             | 2032-03-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US     | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2254710.45   | 0.38%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                    | PG&E Corp                                                                       | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     73979 | NS      | $2956200.84   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC         | LifePoint Health Inc                                                            | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    541000 | PA      | $525670.49    | 0.09%             | 2029-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC              | AdaptHealth LLC                                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2280184.32   | 0.39%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MTU AERO ENGINES AG          | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1800805.87   | 0.31%             | 2033-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC     | Travere Therapeutics Inc                                                        | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    761000 | PA      | $987245.30    | 0.17%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS     | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 17332MSU9<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    618000 | PA      | $586414.02    | 0.10%             | 2027-08-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN     | Halozyme Therapeutics Inc                                                       | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3841678.50   | 0.65%             | 2032-11-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP               | Open Text Corp                                                                  | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3536000 | PA      | $3283985.57   | 0.56%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer