# EDGAR Filing Document

**Accession Number:** 0001222719
**File Stem:** 0001145549-23-021652
**Filing Date:** 2023-3
**Character Count:** 338018
**Document Hash:** 762201f03037503bb90dfcb623a44474
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-021652.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001145549-23-021652

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CALAMOS CONVERTIBLE & HIGH INCOME FUND
- **CENTRAL INDEX KEY:** 0001222719
- **IRS NUMBER:** 020683363
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21319
- **FILM NUMBER:** 23786941

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

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

## Nport-Ex

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| **CONVERTIBLE BONDS (92.2%)** | **CONVERTIBLE BONDS (92.2%)** |  |
|  | ***Communication Services (8.4%)*** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp. |  |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 12/01/50\* | $10496400 |
| 9750000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 08/15/27\* | 10255342 |
| 9499000 | &nbsp;&nbsp;&nbsp;&nbsp; 1.375%, 10/15/23 | 12436281 |
| 5750000 | &nbsp;&nbsp;&nbsp;&nbsp; Match Group Finance Co. 3, Inc.\*~^<br> 2.000%, 01/15/30 | 5653688 |
| 6750000 | &nbsp;&nbsp;&nbsp;&nbsp; Perficient, Inc.<br> 0.125%, 11/15/26 | 5446575 |
| 16500000 | &nbsp;&nbsp;&nbsp;&nbsp; Sea, Ltd.<br> 0.250%, 09/15/26 | 12840960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Snap, Inc. |  |
| 11500000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 05/01/27 | 8494360 |
| 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/01/26 | 5577840 |
|  |  | 71201446 |
|  | ***Consumer Discretionary (15.1%)*** |  |
| 12250000 | &nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/15/26 | 10539165 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc.^µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 05/01/25 | 7139550 |
| 7500000 | &nbsp;&nbsp;&nbsp;&nbsp; Chegg, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 09/01/26 | 5952375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DISH Network Corp.µ |  |
| 14000000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/15/25 | 9301880 |
| 2063000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 03/15/24 | 1922737 |
| 12500000 | &nbsp;&nbsp;&nbsp;&nbsp; DraftKings Holdings, Inc.<br> 0.000%, 03/15/28 | 8573000 |
| 14000000 | &nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc.µ<br> 0.125%, 09/01/27 | 14458220 |
| 18500000 | &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Companyµ<br> 0.000%, 03/15/26 | 18835220 |
| 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband Corp.\*µ<br> 2.750%, 09/30/50 | 1715385 |
| 2620000 | &nbsp;&nbsp;&nbsp;&nbsp; Lucid Group, Inc.\*<br> 1.250%, 12/15/26 | 1690948 |
| 12250000 | &nbsp;&nbsp;&nbsp;&nbsp; Marriott Vacations Worldwide Corp.<br> 0.000%, 01/15/26 | 13238085 |
| 6250000 | &nbsp;&nbsp;&nbsp;&nbsp; Shake Shack, Inc.<br> 0.000%, 03/01/28 | 4686125 |
| 16250000 | &nbsp;&nbsp;&nbsp;&nbsp; Vail Resorts, Inc.^µ<br> 0.000%, 01/01/26 | 15468375 |
| 12100000 | &nbsp;&nbsp;&nbsp;&nbsp; Wayfair, Inc.\*µ<br> 3.250%, 09/15/27 | 14531979 |
|  |  | 128053044 |
|  | ***Consumer Staples (0.6%)*** |  |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; Post Holdings, Inc.\*^µ<br> 2.500%, 08/15/27 | 5456050 |
|  | ***Energy (3.4%)*** |  |
| 2500000 | &nbsp;&nbsp;&nbsp;&nbsp; EQT Corp.µ<br> 1.750%, 05/01/26 | 5624700 |
| 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; Northern Oil And Gas, Inc.\*<br> 3.625%, 04/15/29 | 5142465 |
| 7750000 | &nbsp;&nbsp;&nbsp;&nbsp; Pioneer Natural Resources Company 0.250%, 05/15/25 | 18271167 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SunEdison, Inc.@ |  |
| 10545000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/49\*‡ | 105450 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 1027000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/01/49 | $10270 |
|  |  | 29154052 |
|  | ***Financials (1.7%)*** |  |
| 9250000 | &nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Finance, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 11/23/27 | 9770312 |
| 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; SoFi Technologies, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/26 | 4539300 |
|  |  | 14309612 |
|  | ***Health Care (20.0%)*** |  |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/15/27 | 5349000 |
| 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; Alphatec Holdings, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/01/26 | 5818920 |
| 6019000 | &nbsp;&nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.599%, 08/01/24 | 6650333 |
| 10250000 | &nbsp;&nbsp;&nbsp;&nbsp; CONMED Corp.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.250%, 06/15/27 | 9747340 |
| 13500000 | &nbsp;&nbsp;&nbsp;&nbsp; CryoPort, Inc.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 12/01/26 | 10701180 |
| 17458000 | &nbsp;&nbsp;&nbsp;&nbsp; Dexcom, Inc.^µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 11/15/25 | 18405096 |
| 2599000 | &nbsp;&nbsp;&nbsp;&nbsp; Envista Holdings Corp.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 06/01/25 | 4968430 |
| 7500000 | &nbsp;&nbsp;&nbsp;&nbsp; Exact Sciences Corp.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 03/15/27 | 7093650 |
| 7750000 | &nbsp;&nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 08/15/28 | 8657215 |
| 4750000 | &nbsp;&nbsp;&nbsp;&nbsp; Insmed, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 06/01/28 | 4227310 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/01/26 | 6916950 |
| 9750000 | &nbsp;&nbsp;&nbsp;&nbsp; Integra LifeSciences Holdings Corp.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 08/15/25 | 9530235 |
| 4750000 | &nbsp;&nbsp;&nbsp;&nbsp; Ionis Pharmaceuticals, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/01/26 | 4570355 |
| 10905000 | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Investments I, Ltd.^µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 06/15/26 | 12861902 |
| 4040000 | &nbsp;&nbsp;&nbsp;&nbsp; Lantheus Holdings, Inc.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 12/15/27 | 4335809 |
| 11250000 | &nbsp;&nbsp;&nbsp;&nbsp; NeoGenomics, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/28 | 7524788 |
| 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; NextGen Healthcare, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 11/15/27 | 4725180 |
| 4250000 | &nbsp;&nbsp;&nbsp;&nbsp; NuVasive, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 03/15/25 | 3817350 |
| 9500000 | &nbsp;&nbsp;&nbsp;&nbsp; Omnicell, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 09/15/25 | 8683475 |
| 8750000 | &nbsp;&nbsp;&nbsp;&nbsp; Pacira BioSciences, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 08/01/25 | 8045625 |
| 2700000 | &nbsp;&nbsp;&nbsp;&nbsp; Repligen Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 07/15/24 | 4576905 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; Sarepta Therapeutics, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 09/15/27 | 5702800 |
| 7250000 | &nbsp;&nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 05/01/25 | 6623890 |
|  |  | 169533738 |
|  | ***Industrials (6.8%)*** |  |
| 4250000 | &nbsp;&nbsp;&nbsp;&nbsp; Air Transport Services Group, Inc.µ<br> 1.125%, 10/15/24 | 4507975 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 4750000 | &nbsp;&nbsp;&nbsp;&nbsp; Axon Enterprise, Inc.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 12/15/27 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5127768 |
| 7750000 | &nbsp;&nbsp;&nbsp;&nbsp; John Bean Technologies Corp.^µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 05/15/26 | 7180297 |
| 4750000 | &nbsp;&nbsp;&nbsp;&nbsp; Middleby Corp.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.000%, 09/01/25 | 6209105 |
| 5500000 | &nbsp;&nbsp;&nbsp;&nbsp; Parsons Corp.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 08/15/25 | 6020410 |
| 7750000 | &nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines Company~^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.250%, 05/01/25 | 9363085 |
| 21750000 | &nbsp;&nbsp;&nbsp;&nbsp; Uber Technologies, Inc.^ 12/15/25 | 18970350 |
|  |  | 57378990 |
|  | ***Information Technology (32.9%)*** |  |
| 4750000 | &nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 09/01/27 | 4727723 |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; Bentley Systems, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 01/15/26 | 9290000 |
| 11750000 | &nbsp;&nbsp;&nbsp;&nbsp; Bill.com Holdings, Inc.^µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 04/01/27 | 9515032 |
| 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; Block, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 05/15/23 | 11438100 |
| 6750000 | &nbsp;&nbsp;&nbsp;&nbsp; Camtek Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/01/26 | 5423220 |
| 6250000 | &nbsp;&nbsp;&nbsp;&nbsp; Confluent, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 01/15/27 | 4883063 |
| 10750000 | &nbsp;&nbsp;&nbsp;&nbsp; Coupa Software, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 06/15/25 | 10503717 |
| 8250000 | &nbsp;&nbsp;&nbsp;&nbsp; CyberArk Software, Ltd.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/24 | 9092490 |
| 9000000 | &nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 06/15/25 | 9874260 |
| 6750000 | &nbsp;&nbsp;&nbsp;&nbsp; DigitalOcean Holdings, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/01/26 | 5223690 |
| 10012000 | &nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/01/26 | 10563962 |
| 6250000 | &nbsp;&nbsp;&nbsp;&nbsp; Five9, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.500%, 06/01/25 | 5920312 |
| 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 11/15/24 | 16660200 |
| 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; MongoDB, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 01/15/26 | 6137000 |
| 6500000 | &nbsp;&nbsp;&nbsp;&nbsp; NCL Corp. Ltd. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 02/15/27 | 4977440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Okta, Inc. |  |
| 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 09/01/25^ | 7076960 |
| 4250000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 06/15/26 | 3631200 |
| 15250000 | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 05/01/27 | 22875000 |
| 9500000 | &nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 07/01/23 | 17021530 |
| 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; Q2 Holdings, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 06/01/26 | 1942245 |
| 12250000 | &nbsp;&nbsp;&nbsp;&nbsp; Repay Holdings Corp.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 02/01/26 | 9866150 |
| 4250000 | &nbsp;&nbsp;&nbsp;&nbsp; RingCentral, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 03/01/25 | 3731415 |
| 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; Shift4 Payments, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/15/25 | 16061550 |
| 8500000 | &nbsp;&nbsp;&nbsp;&nbsp; Silicon Laboratories, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.625%, 06/15/25 | 11697530 |
| 12750000 | &nbsp;&nbsp;&nbsp;&nbsp; Splunk, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.125%, 06/15/27 | 11027475 |
| 10750000 | &nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 03/15/26 | 10219165 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 13250000 | &nbsp;&nbsp;&nbsp;&nbsp; Unity Software, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10243840 |
| 7000000 | &nbsp;&nbsp;&nbsp;&nbsp; Wix.com, Ltd.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 08/15/25 | 6031900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Wolfspeed, Inc.\* |  |
| 9500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1.875%, 12/01/29 | 9227255 |
| 5711000 | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 02/15/28^ | 5238415 |
| 8500000 | &nbsp;&nbsp;&nbsp;&nbsp; Zscaler, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 07/01/25 | 9301125 |
|  |  | 279422964 |
|  | ***Materials (2.6%)*** |  |
| 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; ATI, Inc.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 06/15/25 | 4841180 |
| 3750000 | &nbsp;&nbsp;&nbsp;&nbsp; Ivanhoe Mines, Ltd.\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/15/26 | 5196900 |
| 5407000 | &nbsp;&nbsp;&nbsp;&nbsp; Lithium Americas Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1.750%, 01/15/27 | 4721230 |
| 6858000 | &nbsp;&nbsp;&nbsp;&nbsp; MP Materials Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.250%, 04/01/26 | 6865270 |
|  |  | 21624580 |
|  | ***Other (0.0%)*** |  |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; Multiplan Corp.\*<br> 6.000%, 10/15/27<br> 7.00% PIK rate | 343534 |
|  | ***Real Estate (0.7%)*** |  |
| 6500000 | &nbsp;&nbsp;&nbsp;&nbsp; Pebblebrook Hotel Trust<br> 1.750%, 12/15/26 | 5902065 |
|  | **TOTAL CONVERTIBLE BONDS**<br> (Cost $787,929,386) | 782380075 |
| **CORPORATE BONDS (40.1%)** | **CORPORATE BONDS (40.1%)** |  |
|  | ***Airlines (1.0%)*** |  |
| 1484167 | &nbsp;&nbsp;&nbsp;&nbsp; Air Canada Pass Through Trust |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-1, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/15/24 | 1478394 |
| 196666 | &nbsp;&nbsp;&nbsp;&nbsp; Air Canada Pass Through Trust |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-2, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 06/15/25 | 191716 |
| 1054029 | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2020-1, Class A\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.800%, 02/15/29 | 1028996 |
| 605026 | &nbsp;&nbsp;&nbsp;&nbsp; Alaska Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2020-1, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 02/15/27 | 617138 |
| 1188020 | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2021-1, Class B |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 01/11/32 | 1007584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines, Inc. /<br> AAdvantage Loyalty IP, Ltd.\* |  |
| 783000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/20/26 | 768515 |
| 261000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/20/29 | 252904 |
| 1145439 | &nbsp;&nbsp;&nbsp;&nbsp; British Airways Pass Through Trust<br> Series 2021-1, Class B\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.900%, 03/15/33 | 979396 |
| 782618 | &nbsp;&nbsp;&nbsp;&nbsp; JetBlue Pass Through Trust |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class B |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 05/15/30 | 772569 |
| 1366000 | &nbsp;&nbsp;&nbsp;&nbsp; Spirit Loyalty Cayman, Ltd. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Spirit IP Cayman, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 09/20/25 | 1396628 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 460580 | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines Pass Through |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trust Series 2019-2, Class B |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/01/29 | $413762 |
|  |  | 8907602 |
|  | ***Communication Services (4.3%)*** |  |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; Altice France, SA\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/15/29 | 949356 |
| 1255000 | &nbsp;&nbsp;&nbsp;&nbsp; APi Group DE, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 10/15/29 | 1133177 |
| 1625000 | &nbsp;&nbsp;&nbsp;&nbsp; Arrow Bidco, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.500%, 03/15/24 | 1634279 |
| 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; Ashtead Capital, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.450%, 08/12/31 | 888789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Audacy Capital Corp.\* |  |
| 1307000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 03/31/29 | 234881 |
| 490000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 05/01/27 | 85314 |
| 783000 | &nbsp;&nbsp;&nbsp;&nbsp; Beasley Mezzanine Holdings, LLC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 02/01/26 | 512082 |
| 801000 | &nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Bell Telephone Company, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.300%, 12/01/28 | 721573 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; CMG Media Corp.\*<br>8.875%, 12/15/27 | 203767 |
| 1585000 | &nbsp;&nbsp;&nbsp;&nbsp; Consolidated Communications, Inc.\*^<br> 6.500%, 10/01/28 | 1295738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CSC Holdings, LLC\* |  |
| 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/30 | 1106105 |
| 1685000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/15/27^ | 1485412 |
| 1630000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/28^ | 1371384 |
| 1600000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/01/30 | 948032 |
| 1220000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 11/15/31 | 900165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Sports Group, LLC /<br> Diamond Sports Finance Company\* |  |
| 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 08/15/27 | 15735 |
| 585000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 08/15/26 | 43237 |
| 1430000 | &nbsp;&nbsp;&nbsp;&nbsp; Directv Financing, LLC / Directv<br> Financing Co-Obligor, Inc.\*<br> 5.875%, 08/15/27 | 1297525 |
| 727000 | &nbsp;&nbsp;&nbsp;&nbsp; Embarq Corp.<br> 7.995%, 06/01/36 | 351243 |
| 1060000 | &nbsp;&nbsp;&nbsp;&nbsp; Frontier California, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 05/15/27 | 1004795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Communications<br> Holdings, LLC\* |  |
| 658000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 05/01/28 | 597688 |
| 261000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 05/15/30 | 270589 |
| 1165000 | &nbsp;&nbsp;&nbsp;&nbsp; Frontier Florida, LLC@<br> 6.860%, 02/01/28 | 1083741 |
| 1555000 | &nbsp;&nbsp;&nbsp;&nbsp; Frontier North, Inc.@<br> 6.730%, 02/15/28 | 1439961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Go Daddy Operating Company,<br> LLC / GD Finance Company, Inc.\* |  |
| 905000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/01/29 | 783956 |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 12/01/27 | 261824 |
| 290000 | &nbsp;&nbsp;&nbsp;&nbsp; Hughes Satellite Systems Corp.<br> 5.250%, 08/01/26 | 283142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Intelsat Jackson Holdings, SA\*@& |  |
| 790000 | &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 07/15/25 | 1 |
| 510000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 08/01/23 | 1 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 1295000 | &nbsp;&nbsp;&nbsp;&nbsp; LCPR Senior Secured Financing DAC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 10/15/27 | $1262185 |
| 734234 | &nbsp;&nbsp;&nbsp;&nbsp; Ligado Networks, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 15.500%, 11/01/23 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 15.500% PIK rate | 257099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. |  |
| 1638000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.600%, 09/15/39 | 1108844 |
| 519000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 01/15/29\* | 349277 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; Match Group Holdings II, LLC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/31 | 419427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. |  |
| 835000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/15/30\* | 827702 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 04/15/28 | 525131 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; Paramount Global‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 03/30/62 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 4.00% | 452982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Scripps Escrow II, Inc.\* |  |
| 514000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/29 | 431986 |
| 257000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/15/31^ | 207556 |
| 930000 | &nbsp;&nbsp;&nbsp;&nbsp; Scripps Escrow, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/15/27 | 831299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sirius XM Radio, Inc.\* |  |
| 1350000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/01/29^ | 1268379 |
| 781000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/15/28 | 695316 |
| 515000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 09/01/26 | 464854 |
| 261000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/01/31 | 215007 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; Spanish Broadcasting System, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 03/01/26 | 310406 |
| 1915000 | &nbsp;&nbsp;&nbsp;&nbsp; Sprint, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 06/15/24 | 1959122 |
| 910000 | &nbsp;&nbsp;&nbsp;&nbsp; Stagwell Global, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 08/15/29 | 798561 |
| 805000 | &nbsp;&nbsp;&nbsp;&nbsp; Telecom Italia Capital, SA |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 09/30/34 | 646930 |
| 1042000 | &nbsp;&nbsp;&nbsp;&nbsp; Telesat Canada / Telesat, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/01/27 | 479560 |
| 420000 | &nbsp;&nbsp;&nbsp;&nbsp; Time Warner Cable, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.300%, 07/01/38 | 451672 |
| 1705000 | &nbsp;&nbsp;&nbsp;&nbsp; United States Cellular Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 12/15/33 | 1586844 |
|  |  | 36453631 |
|  | ***Consumer Discretionary (7.4%)*** |  |
| 1257000 | &nbsp;&nbsp;&nbsp;&nbsp; Abercrombie & Fitch Management Company\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 07/15/25 | 1271154 |
| 1090000 | &nbsp;&nbsp;&nbsp;&nbsp; American Axle & Manufacturing, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 07/01/28 | 994494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ashton Woods USA, LLC / Ashton<br> Woods Finance Company\* |  |
| 913000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/01/29 | 762930 |
| 780000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 01/15/28 | 714012 |
| 1325000 | &nbsp;&nbsp;&nbsp;&nbsp; At Home Group, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 07/15/28 | 969211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works, Inc. |  |
| 1369000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.694%, 01/15/27 | 1380062 |
| 1285000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/01/35 | 1185965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc.\* |  |
| 657000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/15/29^ | 561781 |
| 512000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 07/01/27^ | 520125 |
| 512000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 07/01/25 | 510423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Carnival Corp.\* |  |
| 512000 | &nbsp;&nbsp;&nbsp;&nbsp; 10.500%, 02/01/26 | 536105 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 257000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/01/26^ | $234148 |
| 1219000 | &nbsp;&nbsp;&nbsp;&nbsp; Carriage Services, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 05/15/29 | 1004090 |
| 775000 | &nbsp;&nbsp;&nbsp;&nbsp; Carvana Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/01/29 | 346193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CCO Holdings, LLC / CCO<br> Holdings Capital Corp.\* |  |
| 3350000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 05/01/27 | 3195565 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/01/29 | 1159044 |
| 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 03/01/30 | 1006618 |
| 1035000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 02/01/31 | 862942 |
| 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/15/30 | 470597 |
| 540000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/01/28 | 504371 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/01/32 | 444133 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; CDI Escrow Issuer, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/01/30 | 495347 |
| 810000 | &nbsp;&nbsp;&nbsp;&nbsp; Cedar Fair, LP^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 07/15/29 | 746763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Dana, Inc. |  |
| 855000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 09/01/30 | 727494 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/15/32 | 440505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DISH DBS Corp. |  |
| 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 12/01/26\* | 1121042 |
| 828000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 07/01/26 | 672825 |
| 650000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 07/01/28 | 468085 |
| 530000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 06/01/29 | 337902 |
| 1049000 | &nbsp;&nbsp;&nbsp;&nbsp; DISH Network Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 11.750%, 11/15/27 | 1088946 |
| 1510000 | &nbsp;&nbsp;&nbsp;&nbsp; Empire Resorts, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 11/01/26 | 1238910 |
| 1142000 | &nbsp;&nbsp;&nbsp;&nbsp; Everi Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/15/29 | 1034218 |
| 1075000 | &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Company |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.100%, 08/19/32 | 1055994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Credit Company, LLC |  |
| 2100000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.350%, 11/04/27 | 2204664 |
| 1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/13/30 | 1442298 |
| 1280000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.113%, 05/03/29 | 1214400 |
| 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.134%, 08/04/25 | 1195525 |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 02/16/28 | 692368 |
| 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.350%, 03/06/30 | 472981 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 05/28/27 | 192210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gap, Inc.\*^ |  |
| 391000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 10/01/31 | 293238 |
| 52000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 10/01/29 | 40016 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; goeasy, Ltd.\* |  |
| 1795000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 12/01/24 | 1722500 |
| 962000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 05/01/26 | 864193 |
| 1309000 | &nbsp;&nbsp;&nbsp;&nbsp; Goodyear Tire & Rubber Company^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 07/15/29 | 1155441 |
| 445000 | &nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 08/15/28 | 391542 |
| 1551000 | &nbsp;&nbsp;&nbsp;&nbsp; Guitar Center, Inc.\*^& |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 01/15/26 | 1356846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; International Game Technology, PLC\* |  |
| 1350000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 01/15/27 | 1357479 |
| 200000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/15/26 | 190536 |
| 1045000 | &nbsp;&nbsp;&nbsp;&nbsp; Liberty Interactive, LLC^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 02/01/30 | 493522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Life Time, Inc.\* |  |
| 783000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 04/15/26^ | 761569 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/26 | 508116 |
| 672000 | &nbsp;&nbsp;&nbsp;&nbsp; Lindblad Expeditions, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 02/15/27 | 658956 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 685000 | &nbsp;&nbsp;&nbsp;&nbsp; M/I Homes, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 02/15/30 | $577099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Macy's Retail Holdings, LLC |  |
| 1092000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 07/15/34\* | 923657 |
| 652000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 03/15/30\*^ | 597239 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.300%, 02/15/43 | 310515 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; Mclaren Finance, PLC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 08/01/26 | 908928 |
| 1329000 | &nbsp;&nbsp;&nbsp;&nbsp; Midwest Gaming Borrower, LLC / Midwest Gaming Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 05/01/29 | 1176763 |
| 1443000 | &nbsp;&nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 02/01/26 | 1368512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Newell Brands, Inc.^ |  |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 09/15/27 | 251655 |
| 129000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 09/15/29 | 130912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Nordstrom, Inc. |  |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 01/15/44 | 336970 |
| 499000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/01/31 | 375757 |
| 1195000 | &nbsp;&nbsp;&nbsp;&nbsp; Penn Entertainment, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 07/01/29 | 991623 |
| 1460000 | &nbsp;&nbsp;&nbsp;&nbsp; Premier Entertainment Sub, LLC /<br> Premier Entertainment Finance Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 09/01/29 | 1063902 |
| 2564000 | &nbsp;&nbsp;&nbsp;&nbsp; Rite Aid Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/15/26 | 1432686 |
| 1475000 | &nbsp;&nbsp;&nbsp;&nbsp; Simmons Foods, Inc. / Simmons<br> Prepared Foods, Inc. / Simmons<br> Pet Food, Inc. / Simmons Feed\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/29 | 1252865 |
| 1173000 | &nbsp;&nbsp;&nbsp;&nbsp; Sonic Automotive, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/29 | 976405 |
| 753000 | &nbsp;&nbsp;&nbsp;&nbsp; Speedway Motorsports, LLC /<br> Speedway Funding II, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 11/01/27 | 707368 |
| 2125000 | &nbsp;&nbsp;&nbsp;&nbsp; Station Casinos, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/15/28 | 1914880 |
| 636000 | &nbsp;&nbsp;&nbsp;&nbsp; Taylor Morrison Communities, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/28 | 617677 |
| 262000 | &nbsp;&nbsp;&nbsp;&nbsp; Viking Cruises, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 13.000%, 05/15/25 | 278068 |
| 1215000 | &nbsp;&nbsp;&nbsp;&nbsp; Vista Outdoor, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 03/15/29 | 985122 |
| 258000 | &nbsp;&nbsp;&nbsp;&nbsp; Williams Scotsman International, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 08/15/28 | 239282 |
|  |  | 62688279 |
|  | ***Consumer Staples (1.7%)*** |  |
| 1191000 | &nbsp;&nbsp;&nbsp;&nbsp; Central Garden & Pet Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/30/31 | 1000619 |
| 1188000 | &nbsp;&nbsp;&nbsp;&nbsp; Edgewell Personal Care Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/01/29 | 1035984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energizer Holdings, Inc.\* |  |
| 1445000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/31/29 | 1254621 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/31/27 | 254173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; JBS USA LUX, SA / JBS USA<br> Food Company / JBS USA<br> Finance, Inc.\* |  |
| 1575000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 01/15/30 | 1531561 |
| 1175000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/01/28 | 1152628 |
| 390000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 04/01/33 | 384150 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 672000 | &nbsp;&nbsp;&nbsp;&nbsp; New Albertsons, LP |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 06/15/26 | $684445 |
| 1043000 | &nbsp;&nbsp;&nbsp;&nbsp; Performance Food Group, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 08/01/29 | 931973 |
| 650000 | &nbsp;&nbsp;&nbsp;&nbsp; Petsmart, Inc. / PetSmart Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 02/15/29 | 642031 |
| 325000 | &nbsp;&nbsp;&nbsp;&nbsp; PetSmart, Inc. / PetSmart Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/15/28 | 302026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Pilgrim's Pride Corp.\* |  |
| 815000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 09/30/27 | 809238 |
| 775000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 04/15/31 | 672762 |
| 477000 | &nbsp;&nbsp;&nbsp;&nbsp; Post Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 03/01/27 | 470737 |
| 986000 | &nbsp;&nbsp;&nbsp;&nbsp; Prestige Brands, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/01/31 | 837696 |
| 1130000 | &nbsp;&nbsp;&nbsp;&nbsp; United Natural Foods, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 10/15/28 | 1092224 |
| 1628000 | &nbsp;&nbsp;&nbsp;&nbsp; Vector Group, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 02/01/29 | 1422449 |
|  |  | 14479317 |
|  | ***Energy (4.6%)*** |  |
| 1041000 | &nbsp;&nbsp;&nbsp;&nbsp; Antero Resources Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/01/30 | 971794 |
| 1037000 | &nbsp;&nbsp;&nbsp;&nbsp; Apache Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.100%, 09/01/40 | 906089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Buckeye Partners, LP |  |
| 810000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 12/01/26^ | 744131 |
| 545000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 11/15/43 | 419318 |
| 1460000 | &nbsp;&nbsp;&nbsp;&nbsp; Callon Petroleum Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 06/15/30 | 1414244 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/15/28 | 495960 |
| 780000 | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Energy Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 04/15/29 | 770351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Continental Resources, Inc.\* |  |
| 775000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 04/01/32 | 608484 |
| 515000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/15/31 | 506157 |
| 1590000 | &nbsp;&nbsp;&nbsp;&nbsp; DCP Midstream Operating, LP\*‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.850%, 05/21/43 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 3.85% | 1574927 |
| 13501 | &nbsp;&nbsp;&nbsp;&nbsp; Diamond Foreign Asset Company<br> / Diamond Finance, LLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 04/22/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 13.000% PIK rate | 13069 |
| 808000 | &nbsp;&nbsp;&nbsp;&nbsp; DT Midstream, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 06/15/29 | 713585 |
| 1564000 | &nbsp;&nbsp;&nbsp;&nbsp; Earthstone Energy Holdings, LLC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 04/15/27 | 1527277 |
| 600000 | &nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 01/15/83 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.71% | 600966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer, LP‡ |  |
| 1520000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.831%, 11/01/66<br> 3 mo. USD LIBOR + 3.02% | 1231869 |
| 764000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 11/15/26<br> 5 year CMT + 5.69% | 720987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; EnLink Midstream Partners, LP |  |
| 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.879%, 03/03/23^‡<br> 3 mo. USD LIBOR + 4.11% | 1094379 |
| 1125000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 07/15/26 | 1094355 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; Enlink Midstream, LLC\*^<br>6.500%, 09/01/30 | 530696 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; EQM Midstream Partners, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 06/01/27 | $1204536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Genesis Energy, LP / Genesis Energy Finance Corp. |  |
| 1017000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 05/15/26^ | 975934 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 04/15/30 | 264404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy Corp. |  |
| 1015000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 05/15/25& | 1 |
| 845000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 05/17/26\* | 839524 |
| 310206 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 05/17/26^ | 308196 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; Hilcorp Energy I, LP / Hilcorp Finance Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 04/15/30 | 1124652 |
| 782000 | &nbsp;&nbsp;&nbsp;&nbsp; Howard Midstream Energy Partners, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 01/15/27 | 763467 |
| 1015000 | &nbsp;&nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Operating, LLC /<br> Magnolia Oil & Gas Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/01/26 | 983271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Moss Creek Resources Holdings, Inc.\* |  |
| 540000 | &nbsp;&nbsp;&nbsp;&nbsp; 10.500%, 05/15/27 | 525139 |
| 495000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 01/15/26 | 457741 |
| 965000 | &nbsp;&nbsp;&nbsp;&nbsp; MPLX, LP^‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 02/15/23 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 4.65% | 965618 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; Nabors Industries, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 05/15/27 | 521087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; New Fortress Energy, Inc.\* |  |
| 1041000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 09/15/25 | 999953 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/30/26 | 482432 |
| 947000 | &nbsp;&nbsp;&nbsp;&nbsp; Par Petroleum, LLC / Par |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Petroleum Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 12/15/25 | 935664 |
| 1110000 | &nbsp;&nbsp;&nbsp;&nbsp; Parkland Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 07/15/27 | 1067221 |
| 1043000 | &nbsp;&nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 11/15/29 | 974433 |
| 1040000 | &nbsp;&nbsp;&nbsp;&nbsp; Plains All American Pipeline, LP‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.716%, 03/03/23 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 4.11% | 941075 |
| 935000 | &nbsp;&nbsp;&nbsp;&nbsp; Rockcliff Energy II, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 10/15/29 | 891457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Southwestern Energy Company |  |
| 780000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 03/15/30 | 727444 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 02/01/29 | 493873 |
| 521000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/01/32 | 459642 |
| 261000 | &nbsp;&nbsp;&nbsp;&nbsp; Sunoco, LP / Sunoco Finance Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/30/30 | 232961 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; Transocean, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 02/15/30 | 537332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Venture Global Calcasieu Pass, LLC\* |  |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 08/15/31 | 231091 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 08/15/29 | 232180 |
| 65000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 01/15/30 | 66294 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vital Energy, Inc. |  |
| 1125000 | &nbsp;&nbsp;&nbsp;&nbsp; 10.125%, 01/15/28^ | 1122041 |
| 519000 | &nbsp;&nbsp;&nbsp;&nbsp; 9.500%, 01/15/25 | 524164 |
| 1045000 | &nbsp;&nbsp;&nbsp;&nbsp; VOC Escrow, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/28 | 921345 |
| 725000 | &nbsp;&nbsp;&nbsp;&nbsp; W&T Offshore, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 11/01/23 | 725653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Weatherford International, Ltd.\* |  |
| 1117000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 09/15/28^ | 1113280 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 785000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 04/30/30 | $792230 |
|  |  | 39343973 |
|  | ***Financials (7.5%)*** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Acrisure, LLC / Acrisure Finance, Inc.\* |  |
| 1566000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 08/01/29 | 1293954 |
| 1387000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 11/15/25 | 1322283 |
| 1562000 | &nbsp;&nbsp;&nbsp;&nbsp; Aethon United BR, LP / Aethon |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 02/15/26 | 1555893 |
| 1601000 | &nbsp;&nbsp;&nbsp;&nbsp; AG Issuer, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/01/28 | 1515026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate, LLC / Alliant Holdings Co-Issuer\* |  |
| 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 10/15/27 | 2108677 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 11/01/29 | 226866 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/27 | 238763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc. |  |
| 1173000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/15/26‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.87% | 966317 |
| 844000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/01/31 | 927497 |
| 480000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 05/15/28‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7 year CMT + 3.48% | 370200 |
| 2082000 | &nbsp;&nbsp;&nbsp;&nbsp; AmWINS Group, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 06/30/29 | 1837282 |
| 990000 | &nbsp;&nbsp;&nbsp;&nbsp; AssuredPartners, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 08/15/25 | 978496 |
| 1146000 | &nbsp;&nbsp;&nbsp;&nbsp; Aviation Capital Group, LLC\*µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 11/01/27 | 1029578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Avolon Holdings Funding, Ltd.\*µ |  |
| 550000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.950%, 07/01/24 | 533775 |
| 425000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 01/15/26 | 416598 |
| 2084000 | &nbsp;&nbsp;&nbsp;&nbsp; BroadStreet Partners, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 04/15/29 | 1842235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Brookfield Property REIT, Inc. /<br> BPR Cumulus, LLC / BPR<br> Nimbus, LLC / GGSI Sellco, LLC\* |  |
| 2070000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 04/01/27 | 1827955 |
| 1282000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 05/15/26 | 1209362 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; Burford Capital Global Financial, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/15/30 | 915150 |
| 1173000 | &nbsp;&nbsp;&nbsp;&nbsp; Castlelake Aviation Finance DAC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/15/27 | 1074491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Credit Acceptance Corp. |  |
| 1335000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 03/15/26^ | 1222299 |
| 1045000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/31/24\* | 983606 |
| 1346000 | &nbsp;&nbsp;&nbsp;&nbsp; Enact Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 08/15/25 | 1327910 |
| 1503000 | &nbsp;&nbsp;&nbsp;&nbsp; Global Net Lease, Inc. / Global<br> Net Lease Operating Partnership, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 12/15/27 | 1270486 |
| 1688000 | &nbsp;&nbsp;&nbsp;&nbsp; Greystar Real Estate Partners, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 12/01/25 | 1668217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; HUB International, Ltd.\* |  |
| 1669000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 05/01/26 | 1662407 |
| 1571000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 12/01/29^ | 1415267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Icahn Enterprises, LP / Icahn |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Enterprises Finance Corp. |  |
| 784000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/15/27 | 734624 |
| 781000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 02/01/29 | 681407 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 2090000 | &nbsp;&nbsp;&nbsp;&nbsp; ILFC E-Capital Trust II\*‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.538%, 12/21/65 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. USD LIBOR + 1.80% | $1411189 |
| 2155000 | &nbsp;&nbsp;&nbsp;&nbsp; Iron Mountain, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 03/15/28 | 2051301 |
| 2640000 | &nbsp;&nbsp;&nbsp;&nbsp; Jefferies Finance, LLC / JFIN Co- Issuer Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 08/15/28 | 2259022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LLLP / Ladder Capital Finance Corp.\* |  |
| 2029000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 10/01/25 | 1954962 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 06/15/29 | 434299 |
| 1481000 | &nbsp;&nbsp;&nbsp;&nbsp; LD Holdings Group, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/28 | 967271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Level 3 Financing, Inc.\* |  |
| 1759000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/15/29 | 1427640 |
| 1080000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 07/01/28 | 856807 |
| 774000 | &nbsp;&nbsp;&nbsp;&nbsp; LPL Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/15/29 | 693109 |
| 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 12/15/66 | 2306745 |
| 1415000 | &nbsp;&nbsp;&nbsp;&nbsp; Nationstar Mortgage Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 08/15/28 | 1237785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Navient Corp. |  |
| 2298000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/15/27 | 2100809 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 03/15/28 | 1063140 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; Necessity Retail REIT, Inc. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; American Finance Operating |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Partner, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 09/30/28 | 923100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OneMain Finance Corp. |  |
| 715000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/15/28 | 603174 |
| 553000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 03/15/26 | 550500 |
| 517000 | &nbsp;&nbsp;&nbsp;&nbsp; Park Intermediate Holdings, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; PK Domestic Property, LLC / PK |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finance Co-Issuer\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/01/28 | 478861 |
| 1602000 | &nbsp;&nbsp;&nbsp;&nbsp; PHH Mortgage Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 03/15/26 | 1466615 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc.µ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 05/15/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.00% | 258315 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; RHP Hotel Properties, LP / RHP Finance Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/15/29 | 1074012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Rocket Mortgage, LLC / Rocket |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Mortgage Co-Issuer, Inc.\* |  |
| 475000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/01/29 | 401385 |
| 470000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/01/31 | 383638 |
| 240000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.875%, 10/15/26 | 214320 |
| 1047000 | &nbsp;&nbsp;&nbsp;&nbsp; StoneX Group, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.625%, 06/15/25 | 1061846 |
| 250000 | &nbsp;&nbsp;&nbsp;&nbsp; SVB Financial Group^‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 05/15/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.20% | 201095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United Wholesale Mortgage, LLC\* |  |
| 1212000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 04/15/29^ | 1043968 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 06/15/27 | 473266 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; Uniti Group, LP / Uniti Group |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Finance, Inc. / CSL Capital, LLC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 02/15/29 | 363557 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; VZ Secured Financing, BV\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 01/15/32 | 1028988 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 1091000 | &nbsp;&nbsp;&nbsp;&nbsp; XHR, LP\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 08/15/25 | $1082687 |
|  |  | 63530027 |
|  | ***Health Care (2.9%)*** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Companies, Inc.\* |  |
| 2092000 | &nbsp;&nbsp;&nbsp;&nbsp; 11.000%, 09/30/28 | 1643559 |
| 413000 | &nbsp;&nbsp;&nbsp;&nbsp; 14.000%, 10/15/30 | 266744 |
| 391000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/01/27^ | 267084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; CHS/Community Health Systems, Inc.\* |  |
| 2075000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 04/01/30 | 1260728 |
| 1180000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 03/15/26 | 1147302 |
| 594000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 04/15/29 | 376240 |
| 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 05/15/30 | 104995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; DaVita, Inc.\* |  |
| 2079000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 06/01/30 | 1752846 |
| 1220000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/15/31 | 949953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Embecta Corp.\* |  |
| 783000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/30 | 645646 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 02/15/30 | 234533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Encompass Health Corp. |  |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/01/30 | 481861 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 02/01/28 | 490633 |
| 1234000 | &nbsp;&nbsp;&nbsp;&nbsp; HCA, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 11/06/33 | 1369049 |
| 340000 | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Securities DAC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 01/15/29 | 311212 |
| 445000 | &nbsp;&nbsp;&nbsp;&nbsp; Mallinckrodt International Finance, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; SA / Mallinckrodt CB, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.000%, 06/15/29 | 255871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Medline Borrower, LP\* |  |
| 1297000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 10/01/29^ | 1090116 |
| 1295000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 04/01/29 | 1109193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Organon & Company / Organon |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Foreign Debt Co-Issuer, BV\* |  |
| 1900000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/30/31 | 1713629 |
| 450000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/30/28 | 408996 |
| 1103000 | &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 02/01/25 | 737135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Tenet Healthcare Corp. |  |
| 2465000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 02/01/27 | 2418042 |
| 1420000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 11/15/31 | 1316269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Netherlands III, BV |  |
| 2105000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 04/15/24 | 2102011 |
| 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/09/27 | 930620 |
| 600000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 01/31/25 | 608784 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 10/01/26 | 448865 |
|  |  | 24441916 |
|  | ***Industrials (6.1%)*** |  |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; ACCO Brands Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 03/15/29 | 1039008 |
| 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings, NV^‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/10/79 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 4.54% | 1101401 |
| 1055000 | &nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/15/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5 year CMT + 3.15% | 820526 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Albertsons Companies, Inc. / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Safeway, Inc. / New Albertsons, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; LP / Albertsons, LLC\* |  |
| 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 01/15/27 | 1665195 |
| 1039000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/15/29 | 896823 |
| 780000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 02/15/28 | 763331 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; Allegiant Travel Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 08/15/27 | $1178004 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines Group, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 03/01/25 | 243295 |
| 587000 | &nbsp;&nbsp;&nbsp;&nbsp; Arcosa, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 04/15/29 | 524860 |
| 2650000 | &nbsp;&nbsp;&nbsp;&nbsp; ARD Finance, SA\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 06/30/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% PIK rate | 2082450 |
| 405000 | &nbsp;&nbsp;&nbsp;&nbsp; Ball Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 03/15/28 | 418389 |
| 821000 | &nbsp;&nbsp;&nbsp;&nbsp; Beacon Roofing Supply, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 05/15/29 | 707948 |
| 1044000 | &nbsp;&nbsp;&nbsp;&nbsp; BWX Technologies, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 04/15/29 | 944851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Cascades, Inc. / Cascades USA, Inc.\* |  |
| 540000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 01/15/28 | 504198 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 01/15/26^ | 486897 |
| 257000 | &nbsp;&nbsp;&nbsp;&nbsp; Delta Air Lines, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 01/15/26 | 269146 |
| 257000 | &nbsp;&nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. / SkyMiles IP, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 10/20/28 | 250071 |
| 1360000 | &nbsp;&nbsp;&nbsp;&nbsp; Deluxe Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 06/01/29 | 1166173 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/29 | 466214 |
| 783000 | &nbsp;&nbsp;&nbsp;&nbsp; Eco Material Technologies, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 01/31/27 | 754804 |
| 1302000 | &nbsp;&nbsp;&nbsp;&nbsp; Endurance International Group Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 02/15/29 | 945617 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp; EnerSys\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 12/15/27 | 462390 |
| 785000 | &nbsp;&nbsp;&nbsp;&nbsp; Fly Leasing, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/15/24 | 684575 |
| 634000 | &nbsp;&nbsp;&nbsp;&nbsp; Graham Packaging Company, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 08/15/28 | 558060 |
| 535000 | &nbsp;&nbsp;&nbsp;&nbsp; Granite US Holdings Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 11.000%, 10/01/27 | 564650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Graphic Packaging<br> International, LLC\* |  |
| 675000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 07/15/27 | 650430 |
| 484000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 03/01/29 | 426699 |
| 1141000 | &nbsp;&nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 06/01/29 | 963597 |
| 2438000 | &nbsp;&nbsp;&nbsp;&nbsp; H&E Equipment Services, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/15/28 | 2152998 |
| 1549000 | &nbsp;&nbsp;&nbsp;&nbsp; Hawaiian Brand Intellectual |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Property, Ltd. / HawaiianMiles |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Loyalty, Ltd.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 01/20/26 | 1482223 |
| 1350000 | &nbsp;&nbsp;&nbsp;&nbsp; Herc Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 07/15/27 | 1295109 |
| 1550000 | &nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 10/01/24 | 1548109 |
| 1210000 | &nbsp;&nbsp;&nbsp;&nbsp; IEA Energy Services, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 08/15/29 | 1188801 |
| 1319000 | &nbsp;&nbsp;&nbsp;&nbsp; JELD-WEN, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/15/25 | 1168885 |
| 1690000 | &nbsp;&nbsp;&nbsp;&nbsp; Ken Garff Automotive, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 09/15/28 | 1457710 |
| 515000 | &nbsp;&nbsp;&nbsp;&nbsp; MasTec, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 08/15/28 | 477719 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 650000 | &nbsp;&nbsp;&nbsp;&nbsp; Moog, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 12/15/27 | $603421 |
| 1040000 | &nbsp;&nbsp;&nbsp;&nbsp; Novelis Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 01/30/30 | 951735 |
| 390000 | &nbsp;&nbsp;&nbsp;&nbsp; OI European Group, BV\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 02/15/30 | 350957 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; Pactiv Evergreen Group Issuer, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inc. / Pactiv Evergreen Group |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Issuer, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/15/27 | 1080132 |
| 1573000 | &nbsp;&nbsp;&nbsp;&nbsp; Patrick Industries, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 05/01/29 | 1346048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; QVC, Inc.^ |  |
| 653000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 09/01/28 | 419846 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 08/15/34 | 310459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sealed Air Corp.\* |  |
| 809000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 02/01/28 | 816847 |
| 261000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 04/15/29 | 247747 |
| 400000 | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies, BV\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 04/15/29 | 359344 |
| 519000 | &nbsp;&nbsp;&nbsp;&nbsp; Sensata Technologies, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 02/15/31 | 444269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Sinclair Television Group, Inc.\* |  |
| 774000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/01/30 | 616212 |
| 515000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 03/01/30^ | 411320 |
| 1030000 | &nbsp;&nbsp;&nbsp;&nbsp; Standard Industries, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 02/15/27 | 982064 |
| 835000 | &nbsp;&nbsp;&nbsp;&nbsp; Stericycle, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 01/15/29 | 743150 |
| 779000 | &nbsp;&nbsp;&nbsp;&nbsp; STL Holding Company, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 02/15/26 | 688215 |
| 1400000 | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm UK Holdings, PLC |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 05/15/26 | 1389066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TransDigm, Inc. |  |
| 1404000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 03/15/26\* | 1404913 |
| 815000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 03/15/27 | 821960 |
| 780000 | &nbsp;&nbsp;&nbsp;&nbsp; Tronox, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/15/29 | 668054 |
| 1039000 | &nbsp;&nbsp;&nbsp;&nbsp; Vertiv Group Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 11/15/28 | 906496 |
| 1095000 | &nbsp;&nbsp;&nbsp;&nbsp; Wabash National Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/15/28 | 965418 |
| 915000 | &nbsp;&nbsp;&nbsp;&nbsp; Waste Pro USA, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 02/15/26 | 851984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; WESCO Distribution, Inc.\* |  |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 06/15/25 | 528637 |
| 260000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 06/15/28 | 267605 |
| 1121000 | &nbsp;&nbsp;&nbsp;&nbsp; Williams Scotsman International, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 06/15/25 | 1126571 |
|  |  | 51613626 |
|  | ***Information Technology (1.8%)*** |  |
| 521000 | &nbsp;&nbsp;&nbsp;&nbsp; Booz Allen Hamilton, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 07/01/29 | 468452 |
| 604000 | &nbsp;&nbsp;&nbsp;&nbsp; Coherent Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 12/15/29 | 553198 |
| 1136000 | &nbsp;&nbsp;&nbsp;&nbsp; CommScope Technologies, LLC\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 06/15/25 | 1077485 |
| 955000 | &nbsp;&nbsp;&nbsp;&nbsp; CommScope, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 09/01/29 | 795219 |
| 1265000 | &nbsp;&nbsp;&nbsp;&nbsp; Dell International, LLC / EMC Corp.µ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.020%, 06/15/26 | 1301710 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; Fair Isaac Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 06/15/28 | 483480 |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 1130000 | &nbsp;&nbsp;&nbsp;&nbsp; KBR, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 09/30/28 | $1031905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; MPH Acquisition Holdings, LLC\* |  |
| 1130000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 11/01/28^ | 822425 |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 09/01/28 | 433103 |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; NCR Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/15/29 | 454667 |
| 771000 | &nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 09/01/28 | 704108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Corp.\* |  |
| 780000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/15/28 | 678748 |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 12/01/27 | 538440 |
| 391000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 12/01/29 | 325922 |
| 391000 | &nbsp;&nbsp;&nbsp;&nbsp; Open Text Holdings, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 12/01/31 | 318227 |
| 523000 | &nbsp;&nbsp;&nbsp;&nbsp; Playtika Holding Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 03/15/29 | 434901 |
| 715000 | &nbsp;&nbsp;&nbsp;&nbsp; PTC, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 02/15/28 | 666759 |
| 1450000 | &nbsp;&nbsp;&nbsp;&nbsp; TTM Technologies, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 03/01/29 | 1267517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Twilio, Inc. |  |
| 725000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 03/15/29 | 616562 |
| 259000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 03/15/31^ | 214988 |
| 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; Viavi Solutions, Inc.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 10/01/29 | 1134770 |
| 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo Technologies, LLC / |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; ZoomInfo Finance Corp.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 02/01/29 | 1036260 |
|  |  | 15358846 |
|  | ***Materials (1.5%)*** |  |
| 555000 | &nbsp;&nbsp;&nbsp;&nbsp; ArcelorMittal, SA |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 10/15/39 | 601032 |
| 500000 | &nbsp;&nbsp;&nbsp;&nbsp; ATI, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 12/01/27 | 485815 |
| 258000 | &nbsp;&nbsp;&nbsp;&nbsp; Carpenter Technology Corp. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.625%, 03/15/30 | 265108 |
| 780000 | &nbsp;&nbsp;&nbsp;&nbsp; Chemours Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 11/15/29 | 652158 |
| 1640000 | &nbsp;&nbsp;&nbsp;&nbsp; Clearwater Paper Corp.\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 08/15/28 | 1467865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Commercial Metals Company |  |
| 522000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 01/15/30 | 468808 |
| 261000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 03/15/32 | 231142 |
| 1210000 | &nbsp;&nbsp;&nbsp;&nbsp; Constellium, SE\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 04/15/29 | 1035905 |
| 770000 | &nbsp;&nbsp;&nbsp;&nbsp; HB Fuller Company |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 10/15/28 | 682751 |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp; JW Aluminum Continuous Cast |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company\* |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.250%, 06/01/26 | 813416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Kaiser Aluminum Corp.\* |  |
| 1180000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 03/01/28 | 1080078 |
| 130000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 06/01/31^ | 110153 |
| 735000 | &nbsp;&nbsp;&nbsp;&nbsp; LSF11 A5 HoldCo, LLC\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 10/15/29 | 613909 |
| 1108000 | &nbsp;&nbsp;&nbsp;&nbsp; Mercer International, Inc. |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 02/01/29 | 949135 |
| 1550000 | &nbsp;&nbsp;&nbsp;&nbsp; Owens-Brockway Glass |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Container, Inc.\*^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 05/13/27 | 1526037 |
| 1194000 | &nbsp;&nbsp;&nbsp;&nbsp; Silgan Holdings, Inc.^ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 02/01/28 | 1117142 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** | **VALUE** | **VALUE** |
| 521000 | &nbsp;&nbsp;&nbsp;&nbsp; Trinseo Materials Operating SCA / |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Trinseo Materials Finance, Inc.\* |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 04/01/29 | $| 376923 |  |
| 292000 | &nbsp;&nbsp;&nbsp;&nbsp; Univar Solutions USA, Inc.\* |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 12/01/27 |  | 284040 |  |
|  |  |  | 12761417 |  |
|  | ***Other (0.3%)*** |  |  |  |
| 1178000 | &nbsp;&nbsp;&nbsp;&nbsp; 1375209 B.C., Ltd.\*<br> 9.000%, 01/30/28 |  | 1174890 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc.\* |  |  |  |
| 475000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 09/30/30 |  | 482642 |  |
| 475000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 09/30/27 |  | 482320 |  |
|  |  |  | 2139852 |  |
|  | ***Real Estate (0.5%)*** |  |  |  |
| 834000 | &nbsp;&nbsp;&nbsp;&nbsp; EPR Properties<br> 3.750%, 08/15/29 |  | 696815 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Forestar Group, Inc.\* |  |  |  |
| 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 03/01/28 |  | 659617 |  |
| 551000 | &nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 05/15/26 |  | 494440 |  |
| 1168000 | &nbsp;&nbsp;&nbsp;&nbsp; MIWD Holdco II, LLC / MIWD<br> Finance Corp.\*<br> 5.500%, 02/01/30 |  | 973213 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Service Properties Trust |  |  |  |
| 1350000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.350%, 10/01/24 |  | 1274049 |  |
| 485000 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 02/15/26 |  | 420713 |  |
|  |  |  | 4518847 |  |
|  | ***Special Purpose Acquisition Companies (0.2%)*** | ***Special Purpose Acquisition Companies (0.2%)*** | ***Special Purpose Acquisition Companies (0.2%)*** | **** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Fertitta Entertainment, LLC /<br> Fertitta Entertainment Finance<br> Company, Inc.\* |  |  |  |
| 1045000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 01/15/30^ |  | 868729 |  |
| 524000 | &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 01/15/29 |  | 462834 |  |
|  |  |  | 1331563 |  |
|  | ***Utilities (0.3%)*** |  |  |  |
| 379000 | &nbsp;&nbsp;&nbsp;&nbsp; PPL Capital Funding, Inc.‡<br> 7.395%, 03/30/67<br> 3 mo. USD LIBOR + 2.67% |  | 333702 |  |
| 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; TerraForm Power Operating, LLC\*<br> 5.000%, 01/31/28 |  | 1223209 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Vistra Corp.\*‡ |  |  |  |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 12/15/26<br> 5 year CMT + 5.74% |  | 495495 |  |
| 520000 | &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 10/15/26<br> 5 year CMT + 6.93% |  | 510146 |  |
|  |  |  | 2562552 |  |
|  | **TOTAL CORPORATE BONDS**<br> (Cost $379,979,637) |  | 340131448 |  |
| **NUMBER OF**<br> **SHARES** |  | **VALUE** | **VALUE** | **VALUE** |
| **WARRANTS (0.0%) #** | **WARRANTS (0.0%) #** |  |  |  |
|  | ***Energy (0.0%)*** |  |  |  |
| 52447 | &nbsp;&nbsp;&nbsp;&nbsp; Mcdermott International, Ltd.&<br> 06/30/27, Strike $15.98 |  | 5 |  |
| 47202 | &nbsp;&nbsp;&nbsp;&nbsp; Mcdermott International, Ltd.<br> 06/30/27, Strike $12.33 |  | 5 |  |

---

---

| | | |
|:---|:---|:---|
| **NUMBER OF <br>SHARES** | | **VALUE** |
|  | **TOTAL WARRANTS**<br> (Cost $20,126) | 10 |
| **CONVERTIBLE PREFERRED STOCKS (12.4%)** | **CONVERTIBLE PREFERRED STOCKS (12.4%)** | **CONVERTIBLE PREFERRED STOCKS (12.4%)** |
|  | ***Communication Services (1.6%)*** |  |
| 11250 | &nbsp;&nbsp;&nbsp;&nbsp; T-Mobile Exchangeable Trust\*<br> 5.250%, 06/01/23 | $13560525 |
|  | ***Consumer Discretionary (1.3%)*** |  |
| 86550 | &nbsp;&nbsp;&nbsp;&nbsp; Aptiv, PLCµ<br> 5.500%, 06/15/23 | 10904434 |
|  | ***Energy (0.0%)*** |  |
| 29 | &nbsp;&nbsp;&nbsp;&nbsp; Gulfport Energy Corp.<br> 10.000%, 03/03/23<br> 15.00% PIK rate | 169650 |
|  | ***Financials (2.1%)*** |  |
| 25836 | &nbsp;&nbsp;&nbsp;&nbsp; B Riley Financial, Inc.<br> 5.250%, 08/31/28 | 548757 |
| 8775 | &nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp.µ<br> 7.250%, | 10917855 |
| 91925 | &nbsp;&nbsp;&nbsp;&nbsp; KKR & Company, Inc.^<br> 6.000%, 09/15/23 | 6210453 |
|  |  | 17677065 |
|  | ***Health Care (1.0%)*** |  |
| 78100 | &nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific Corp.µ<br> 5.500%, 06/01/23 | 8913553 |
|  | ***Utilities (6.4%)*** |  |
| 154145 | &nbsp;&nbsp;&nbsp;&nbsp; AES Corp.^µ<br> 6.875%, 02/15/24 | 15389837 |
| 228700 | &nbsp;&nbsp;&nbsp;&nbsp; American Electric Power<br> Company, Inc.^µ<br> 6.125%, 08/15/23 | 11766615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy, Inc. |  |
| 283165 | &nbsp;&nbsp;&nbsp;&nbsp; 6.219%, 09/01/23 | 13560772 |
| 194000 | &nbsp;&nbsp;&nbsp;&nbsp; 6.926%, 09/01/25 | 9302300 |
| 85265 | &nbsp;&nbsp;&nbsp;&nbsp; 5.279%, 03/01/23 | 4262397 |
|  |  | 54281921 |
|  | **TOTAL CONVERTIBLE**<br> **PREFERRED STOCKS**<br> (Cost $102,925,057) | 105507148 |
| **COMMON STOCKS (0.5%)** | **COMMON STOCKS (0.5%)** |  |
|  | ***Communication Services (0.0%)*** |  |
| 21970 | &nbsp;&nbsp;&nbsp;&nbsp; Altice USA, Inc. - Class Aµ# | 107653 |
| 7383 | &nbsp;&nbsp;&nbsp;&nbsp; Cumulus Media, Inc. - Class A# | 49466 |
|  |  | 157119 |
|  | ***Energy (0.5%)*** |  |
| 10051 | &nbsp;&nbsp;&nbsp;&nbsp; Chaparral Energy, Inc. - Class A&# | 427168 |
| 3106 | &nbsp;&nbsp;&nbsp;&nbsp; Chesapeake Energy Corp. | 269352 |
| 72575 | &nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer, LP | 963796 |
| 43085 | &nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Partners, LP | 1102976 |
| 7238 | &nbsp;&nbsp;&nbsp;&nbsp; Ep Energy Corp.&# | 56999 |
| 13895 | &nbsp;&nbsp;&nbsp;&nbsp; Magellan Midstream Partners, LP~ | 741993 |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;**NUMBER OF** <br> **SHARES** | | **VALUE** | **VALUE** | **VALUE** |
| 9185 | &nbsp;&nbsp;&nbsp;&nbsp; Williams Companies, Inc.^ | $| 296124 |  |
|  |  |  | 3858408 |  |
|  | ***Health Care (0.0%)*** |  |  |  |
| 15649 | &nbsp;&nbsp;&nbsp;&nbsp; Mallinckrodt, PLC# |  | 117368 |  |
|  | ***Special Purpose Acquisition Company (0.0%)*** | ***Special Purpose Acquisition Company (0.0%)*** | ***Special Purpose Acquisition Company (0.0%)*** | **** |
| 12274 | &nbsp;&nbsp;&nbsp;&nbsp; Intelsat Emergence, SA&# |  | 285371 |  |
|  | **TOTAL COMMON STOCKS**<br> (Cost $6,876,861) |  | 4418266 |  |
| **PREFERRED STOCKS (0.4%)** | **PREFERRED STOCKS (0.4%)** |  |  |  |
|  | ***Consumer Discretionary (0.1%)*** |  |  |  |
| 6662 | &nbsp;&nbsp;&nbsp;&nbsp; Guitar Center, Inc.& |  | 829419 |  |
|  | ***Energy (0.3%)*** |  |  |  |
| 52270 | &nbsp;&nbsp;&nbsp;&nbsp; NuStar Energy, LP^‡<br> 10.379%, 03/02/23<br> 3 mo. USD LIBOR + 5.64% |  | 1214755 |  |
| 18195 | &nbsp;&nbsp;&nbsp;&nbsp; NuStar Energy, LP^‡<br> 11.502%, 03/02/23<br> 3 mo. USD LIBOR + 6.77% |  | 455239 |  |
| 47000 | &nbsp;&nbsp;&nbsp;&nbsp; NuStar Logistics, LP^‡<br> 11.526%, 01/15/43<br> 3 mo. USD LIBOR + 6.73% |  | 1178290 |  |
|  |  |  | 2848284 |  |
|  | **TOTAL PREFERRED STOCKS**<br> (Cost $3,786,999) |  | 3677703 |  |
| **PRINCIPAL<br>AMOUNT** |  | **VALUE** | **VALUE** | **VALUE** |
| **BANK LOANS (5.4%)** | **BANK LOANS (5.4%)** |  |  |  |
|  | ***Airlines (0.3%)*** |  |  |  |
| 967500 | &nbsp;&nbsp;&nbsp;&nbsp; Mileage Plus Holdings, LLC ‡<br> 9.996%, 06/21/27<br> 3 mo. LIBOR + 5.25% |  | 1010375 |  |
| 1277250 | &nbsp;&nbsp;&nbsp;&nbsp; United Airlines, Inc. ‡<br> 8.568%, 04/21/28<br> 3 mo. LIBOR + 3.75% |  | 1279632 |  |
|  |  |  | 2290007 |  |
|  | ***Communication Services (0.6%)*** |  |  |  |
| 1254500 | &nbsp;&nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc.‡<br> 8.325%, 08/21/26<br> 3 mo. LIBOR + 3.50% |  | 1196479 |  |
| 3250 | &nbsp;&nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc.‡<br> 8.069%, 08/21/26<br> 1 mo. LIBOR + 3.50% |  | 3100 |  |
| 523664 | &nbsp;&nbsp;&nbsp;&nbsp; CMG Media Corp. ‡<br> 8.230%, 12/17/26<br> 3 mo. LIBOR + 3.50% |  | 498083 |  |
| 1501782 | &nbsp;&nbsp;&nbsp;&nbsp; DIRECTV Financing, LLC ‡<br> 9.570%, 08/02/27<br> 1 mo. LIBOR + 5.00% |  | 1480276 |  |
| 1527000 | &nbsp;&nbsp;&nbsp;&nbsp; Entercom Media Corp. ‡<br> 7.047%, 11/18/24<br> 1 mo. LIBOR + 2.50% |  | 1101028 |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** | **VALUE** | **VALUE** |
| 286362 | &nbsp;&nbsp;&nbsp;&nbsp; Nexstar Broadcasting, Inc. ‡<br> 7.070%, 09/18/26<br> 1 mo. USD LIBOR + 2.5% | $| 286839 |  |
| 522375 | &nbsp;&nbsp;&nbsp;&nbsp; Univision Communications, Inc. ‡<br> 8.830%, 06/24/29<br> 3 mo. SOFR + 4.25% |  | 523028 |  |
|  |  |  | 5088833 |  |
|  | ***Consumer Discretionary (1.0%)*** | ***Consumer Discretionary (1.0%)*** | ***Consumer Discretionary (1.0%)*** | **** |
| 540000 | &nbsp;&nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc.<br> 0.000%, 01/20/30 |  | 540195 |  |
| 321912 | &nbsp;&nbsp;&nbsp;&nbsp; Life Time Fitness, Inc. ‡<br> 9.485%, 12/16/24<br> 3 mo. LIBOR + 4.75% |  | 322676 |  |
| 517201 | &nbsp;&nbsp;&nbsp;&nbsp; Penn National Gaming, Inc. ‡<br> 7.411%, 05/03/29<br> 1 mo. SOFR + 2.75% |  | 517488 |  |
| 1802888 | &nbsp;&nbsp;&nbsp;&nbsp; Petco Health and Wellness<br> Company, Inc. ‡<br> 7.976%, 03/03/28<br> 3 mo. LIBOR + 3.25% |  | 1787212 |  |
| 2601708 | &nbsp;&nbsp;&nbsp;&nbsp; PetSmart, Inc. ‡<br> 8.411%, 02/11/28<br> 1 mo. LIBOR + 3.75% |  | 2587620 |  |
| 1073500 | &nbsp;&nbsp;&nbsp;&nbsp; SkyMiles IP, Ltd. ‡<br> 8.558%, 10/20/27<br> 3 mo. LIBOR + 3.75% |  | 1112017 |  |
| 659657 | &nbsp;&nbsp;&nbsp;&nbsp; TKC Holdings, Inc. ‡<br> 10.070%, 05/15/28<br> 1 mo. LIBOR + 5.50% |  | 553835 |  |
| 1752975 | &nbsp;&nbsp;&nbsp;&nbsp; WW International, Inc. ‡<br> 8.070%, 04/13/28<br> 1 mo. LIBOR + 3.50% |  | 1053240 |  |
|  |  |  | 8474283 |  |
|  | ***Financials (0.6%)*** |  |  |  |
| 1047362 | &nbsp;&nbsp;&nbsp;&nbsp; AssuredPartners, Inc.<br> 0.000%, 02/12/27 |  | 1037380 |  |
| 1050000 | &nbsp;&nbsp;&nbsp;&nbsp; Hub International, Ltd. ‡<br> 8.220%, 11/10/29<br> 3 mo. SOFR + 4.00% |  | 1050819 |  |
| 1865274 | &nbsp;&nbsp;&nbsp;&nbsp; Jazz Financing Lux Sarl ‡<br> 8.070%, 05/05/28<br> 1 mo. LIBOR + 3.50% |  | 1865563 |  |
| 1440450 | &nbsp;&nbsp;&nbsp;&nbsp; VFH Parent, LLC ‡<br> 7.612%, 01/13/29<br> 1 mo. SOFR + 3.00% |  | 1435949 |  |
|  |  |  | 5389711 |  |
|  | ***Health Care (0.8%)*** |  |  |  |
| 927709 | &nbsp;&nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, LLC ‡<br> 8.125%, 05/04/25<br> 1 mo. LIBOR + 3.50% |  | 876880 |  |
| 901930 | &nbsp;&nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, LLC ‡<br> 8.250%, 05/04/25<br> 3 mo. LIBOR + 3.50% |  | 852513 |  |
| 258375 | &nbsp;&nbsp;&nbsp;&nbsp; Bausch Health Companies, Inc. ‡<br> 9.828%, 02/01/27<br> 1 mo. SOFR + 5.25% |  | 199963 |  |
| 683018 | &nbsp;&nbsp;&nbsp;&nbsp; Icon Luxembourg Sarl ‡<br> 7.000%, 07/03/28<br> 3 mo. LIBOR + 2.25% |  | 683876 |  |
| 1022548 | &nbsp;&nbsp;&nbsp;&nbsp; Mallinckrodt International Finance, SA‡<br> 9.986%, 09/30/27<br> 3 mo. LIBOR + 5.25% |  | 787418 |  |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** |
| 1152941 | &nbsp;&nbsp;&nbsp;&nbsp; Padagis, LLC ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.538%, 07/06/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.75% | $1076080 |
| 170174 | &nbsp;&nbsp;&nbsp;&nbsp; PRA Health Sciences, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 07/03/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 2.25% | 170388 |
| 2615357 | &nbsp;&nbsp;&nbsp;&nbsp; Team Health Holdings, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.811%, 03/02/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 5.25% | 2180554 |
|  |  | 6827672 |
|  | ***Industrials (0.8%)*** |  |
| 384800 | &nbsp;&nbsp;&nbsp;&nbsp; ACProducts, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.980%, 05/17/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 6 mo. LIBOR + 4.25% | 313196 |
| 127400 | &nbsp;&nbsp;&nbsp;&nbsp; ACProducts, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.980%, 05/17/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.25% | 103693 |
| 646750 | &nbsp;&nbsp;&nbsp;&nbsp; Air Canada ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.130%, 08/11/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 3.50% | 648480 |
| 880000 | &nbsp;&nbsp;&nbsp;&nbsp; American Airlines, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.558%, 04/20/28 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.75% | 905023 |
| 1321688 | &nbsp;&nbsp;&nbsp;&nbsp; ChampionX Corp. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.747%, 06/07/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.25% | 1323961 |
| 1012401 | &nbsp;&nbsp;&nbsp;&nbsp; Dun & Bradstreet Corp. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.767%, 02/06/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.25% | 1011951 |
| 928239 | &nbsp;&nbsp;&nbsp;&nbsp; Granite Holdings US Acquisition |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 09/30/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. LIBOR + 4.00% | 928819 |
| 1194000 | &nbsp;&nbsp;&nbsp;&nbsp; Scientific Games International, |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inc.‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.578%, 04/14/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.00% | 1194424 |
| 550000 | &nbsp;&nbsp;&nbsp;&nbsp; Summit Materials, LLC ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.608%, 12/14/27 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 3.00% | 552178 |
|  |  | 6981725 |
|  | ***Information Technology (0.4%)*** |  |
| 1037512 | &nbsp;&nbsp;&nbsp;&nbsp; Banff Merger Sub, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.320%, 10/02/25 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.75% | 1020850 |
| 919417 | &nbsp;&nbsp;&nbsp;&nbsp; Camelot U.S. Acquisition 1 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.517%, 10/30/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.00% | 919302 |
| 364586 | &nbsp;&nbsp;&nbsp;&nbsp; Camelot U.S. Acquisition 1 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Company‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.517%, 10/30/26 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.00% | 364757 |
| 270000 | &nbsp;&nbsp;&nbsp;&nbsp; CDK Global, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.080%, 07/06/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 4.50% | 269789 |
| 1023727 | &nbsp;&nbsp;&nbsp;&nbsp; II-VI, Inc. ‡ |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.320%, 07/02/29 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 2.75% | 1023404 |
|  |  | 3598102 |

---

---

| | | | |
|:---|:---|:---|:---|
| **PRINCIPAL <br>AMOUNT** | | **VALUE** | **VALUE** |
|  | ***Materials (0.4%)*** |  |  |
| 800000 | &nbsp;&nbsp;&nbsp;&nbsp; American Axle and Manufacturing, |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inc.‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.033%, 12/13/29 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.60% | $801332 |  |
| 1298688 | &nbsp;&nbsp;&nbsp;&nbsp; Innophos, Inc. ‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 7.820%, 02/05/27 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 3.25% | 1297876 |  |
| 525000 | &nbsp;&nbsp;&nbsp;&nbsp; LSF11 A5 HoldCo, LLC |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 10/15/28 | 513187 |  |
| 516100 | &nbsp;&nbsp;&nbsp;&nbsp; LSF11 A5 Holdco, LLC ‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.176%, 10/15/28 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 3.50% | 501693 |  |
|  |  | 3114088 |  |
|  | ***Special Purpose Acquisition Companies (0.5%)*** | ***Special Purpose Acquisition Companies (0.5%)*** | **** |
| 967500 | &nbsp;&nbsp;&nbsp;&nbsp; AP Core Holdings II, LLC ‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 10.070%, 09/01/27 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. LIBOR + 5.50% | 936056 |  |
| 527350 | &nbsp;&nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings, |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; Inc.‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.836%, 04/13/29 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 4.18% | 518933 |  |
| 263013 | &nbsp;&nbsp;&nbsp;&nbsp; Fertitta Entertainment, LLC ‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 8.561%, 01/27/29 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 1 mo. SOFR + 4.00% | 260401 |  |
| 1127175 | &nbsp;&nbsp;&nbsp;&nbsp; Oscar AcquisitionCo, LLC ‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.180%, 04/29/29 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 4.5% | 1094611 |  |
| 1057350 | &nbsp;&nbsp;&nbsp;&nbsp; Patagonia Holdco LLC ‡ |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 9.960%, 08/01/29 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3 mo. SOFR + 5.75% | 893461 |  |
|  |  | 3703462 |  |
|  | **TOTAL BANK LOANS** |  |  |
|  | (Cost $47,401,593) | 45467883 |  |
| **U.S. GOVERNMENT AND AGENCY SECURITIES (2.7%)** | **U.S. GOVERNMENT AND AGENCY SECURITIES (2.7%)** | **U.S. GOVERNMENT AND AGENCY SECURITIES (2.7%)** |  |
|  | ***Other (2.7%)*** |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; United States Treasury Note^µ |  |  |
| 14750000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 05/31/24 | 14351001 |  |
| 9250000 | &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 04/30/24 | 9011704 |  |
|  | **TOTAL U.S. GOVERNMENT** |  |  |
|  | **AND AGENCY SECURITIES** |  |  |
|  | (Cost $23,997,710) | 23362705 |  |
| **NUMBER OF**<br> **CONTRACTS/**<br> **NOTIONAL**<br> **AMOUNT** |  | **VALUE** | **VALUE** |
| **PURCHASED OPTION (0.1%) #** | **PURCHASED OPTION (0.1%) #** |  |  |
|  | ***Consumer Discretionary (0.1%)*** |  |  |
| 36 | &nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc. |  |  |
| 8762760 | &nbsp;&nbsp;&nbsp;&nbsp; Call, 06/16/23, Strike $2,350.00 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp; (Cost $889,904) | $940320 |  |

---

See accompanying Notes to Schedule of Investments

------

---

| |
|:---|
| **Calamos Convertible and High Income Fund** |
|  **SCHEDULE OF INVESTMENTS JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | |
|:---|:---|
| | **VALUE** |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS (153.8%)** |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,353,807,273) | $1305885558 |
|  MANDATORY REDEEMABLE PREFERRED |  |
|  SHARES, AT LIQUIDATION VALUE (-17.1%) | (145000000) |
|  LIABILITIES, LESS OTHER ASSETS (-36.7%) | (311935015) |
|  **NET ASSETS (100.0%)** | $848950543 |

---

**NOTES TO SCHEDULE OF INVESTMENTS** 

**\*** Securities issued and sold pursuant to a Rule 144A transaction are exempted from the registration requirement of the Securities Act of 1933, as amended. These securities may only be sold to qualified institutional buyers ("QIBs"), such as the Fund. Any resale of these securities must generally be effected through a sale that is registered under the Act or otherwise exempted from such registration requirements. 

---

| | |
|:---|:---|
| **~** | Security, or portion of security, is segregated as collateral (or collateral for potential future transactions) for written options. The aggregate value of such securities is $2,532,359.  |

---

---

| | |
|:---|:---|
| **^** | Security, or portion of security, is on loan.  |

---

---

| | |
|:---|:---|
| **µ** | Security, or portion of security, is held in a segregated account as collateral for note payable aggregating a total value of $357,219,822.  |

---

---

| | |
|:---|:---|
| **@** | In default status and considered non-income producing.  |

---

**‡** Variable rate security. The rate shown is the rate in effect at January 31, 2023.

---

| | |
|:---|:---|
| **&** | Illiquid security.  |

---

**#** Non-income producing security. 

See accompanying Notes to Schedule of Investments

------

**Note 1 – Organization and Significant Accounting Policies** 

**Organization.** Calamos Convertible and High Income Fund (the "Fund") was organized as a Delaware statutory trust on March 12, 2003 and is registered under the Investment Company Act of 1940 (the "1940 Act") as a diversified, closed-end management investment company. The Fund commenced operations on May 28, 2003.

The Fund's investment strategy is to provide total return through a combination of capital appreciation and current income. Under normal circumstances, the Fund will invest at least 80% of its managed assets in a diversified portfolio of convertibles and below investment grade (high yield) non-convertible debt securities and under normal circumstances, the Fund will invest at least 20% of its managed assets in convertible securities and at least 20% of its managed assets in below investment grade (high yield/high risk) non-convertible debt securities. The Fund invests in securities with a broad range of maturities. The average term to maturity of the Fund's securities typically will range from five to ten years. "Managed assets" means the Fund's total assets (including any assets attributable to any leverage that may be outstanding) minus total liabilities (other than debt representing financial leverage).

**Significant Accounting Policies.** The Schedule of Investments has been prepared in conformity with accounting principles generally accepted in the United States of America (U.S. GAAP) and the Fund is considered an investment company under U.S. GAAP and follows the accounting and reporting guidance applicable to investment companies. The following summarizes the significant accounting policies of the Fund:

**Fund Valuation.** The Trust's Board of Trustees, including a majority of the Trustees who are not "interested persons" of the Trust, have designated Calamos Advisors LLC ("Calamos Advisors") to perfom fair valuation determinations related to all Fund investments under the oversight of the Board. As "valuation designee" the Calamos Advisors has adopted procedures to guide the determination of the NAV on any day on which the Fund's NAVs are dertermined. The valuation of the Fund's investments is in accordance with these procedures.

Fund securities that are traded on U.S. securities exchanges, except option securities, are valued at the official closing price, which is the last current reported sales price on its principal exchange at the time each Fund determines its net asset value ("NAV"). Securities traded in the over-the-counter market and quoted on The NASDAQ Stock Market are valued at the NASDAQ Official Closing Price, as determined by NASDAQ, or lacking a NASDAQ Official Closing Price, the last current reported sale price on NASDAQ at the time the Fund determines its NAV. When a last sale or closing price is not available, equity securities, other than option securities, that are traded on a U.S. securities exchange and other equity securities traded in the over-the-counter market are valued at the mean between the most recent bid and asked quotations on its principal exchange in accordance with guidelines adopted by the board of trustees. Each option security traded on a U.S. securities exchange is valued at the mid-point of the consolidated bid/ask quote for the option security, also in accordance with guidelines adopted by the board of trustees. Each over-the-counter option that is not traded through the Options Clearing Corporation is valued either by an independent pricing agent approved by the board of trustees or based on a quotation provided by the counterparty to such option under the ultimate supervision of the board of trustees.

Fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives are normally valued by independent pricing services or by dealers or brokers who make markets in such securities. Valuations of such fixed income securities, bank loans, certain convertible preferred securities, and non-exchange traded derivatives consider yield or price of equivalent securities of comparable quality, coupon rate, maturity, type of issue, trading characteristics and other market data and do not rely exclusively upon exchange or over-the-counter prices.

Trading on European and Far Eastern exchanges and over-the-counter markets is typically completed at various times before the close of business on each day on which the New York Stock Exchange ("NYSE") is open. Each security trading on these exchanges or in over-the-counter markets may be valued utilizing a systematic fair valuation model provided by an independent pricing service approved by the board of trustees. The valuation of each security that meets certain criteria in relation to the valuation model is systematically adjusted to reflect the impact of movement in the U.S. market after the foreign markets close. Securities that do not meet the criteria, or that are principally traded in other foreign markets, are valued as of the last reported sale price at the time the Fund determines its NAV, or when reliable market prices or quotations are not readily available, at the mean between the most recent bid and asked quotations as of the close of the appropriate exchange or other designated time. Trading of foreign securities may not take place on every NYSE business day. In addition, trading may take place in various foreign markets on Saturdays or on other days when the NYSE is not open and on which the Fund's NAV is not calculated.

If the pricing committee determines that the valuation of a security in accordance with the methods described above is not reflective of a fair value for such security, the security is valued at a fair value by the pricing committee.

The Fund also may use fair value pricing, pursuant to guidelines adopted by Calamos Advisors, if trading in the security is halted or if the value of a security it holds is materially affected by events occurring before the Fund's pricing time but after the close of the primary market or exchange on which the security is listed. Those procedures may utilize valuations furnished by pricing services approved by Calamos Advisors, which may be based on market transactions for comparable securities and various relationships between securities that are generally recognized by institutional traders, a computerized matrix system, or appraisals derived from information concerning the securities or similar securities received from recognized dealers in those securities.

When fair value pricing of securities is employed, the prices of securities used by a Fund to calculate its NAV may differ from market quotations or official closing prices. There can be no assurance that the Fund could purchase or sell a portfolio security at the price used to calculate the Fund's net asset value ("NAV").

**Foreign Currency Translation.** Values of investments and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using a rate quoted by a major bank or dealer in the particular currency market, as reported by a recognized quotation dissemination service.

**Option Transactions.** For hedging and investment purposes, the Fund may purchase or write (sell) put and call options. One of the risks associated with purchasing an option is that the Fund pays a premium whether or not the option is exercised. Additionally, the Fund bears the

------

risk of loss of premium and change in value should the counterparty not perform under the contract. The Fund as writer of an option bears the market risk of an unfavorable change in the price of the security underlying the written option.

**Note 2 – Investments** 

The cost basis of investments for federal income tax purposes at January 31, 2023 was as follows\*:

---

| | |
|:---|:---|
|  &nbsp;&nbsp;&nbsp;&nbsp;Cost basis of investments | $1353796274 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Gross unrealized appreciation | 77460529 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Gross unrealized depreciation | (125381253) |
|  &nbsp;&nbsp;&nbsp;&nbsp;Net unrealized appreciation (depreciation) | $(47920724) |

---

\* Because tax adjustments are calculated annually, the above table does not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to Financial Statements section in the Fund's most recent semi-annual or annual report.

**Note 3 – Mandatory Redeemable Preferred Shares** 

The Fund issued MRPS on August 24, 2021 and September 6, 2017. On August 24, 2021, 2,860,000 MRPS were issued with an aggregate liquidation preference of $71.5 million. On September 6, 2017, 4,400,000 MRPS were issued with an aggregate liquidation preference of $110.0 million. Offering costs incurred by the Fund in connection with the MRPS issuance are aggregated with the outstanding liability and are being amortized to Interest expense and amortization of offering costs on MRPS over the respective life of each series of MRPS and shown in the Statement of Operations.

The MRPS are divided into four series with different mandatory redemption dates and dividend rates. The table below summarizes the key terms of each series of the MRPS at January 31, 2023.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series | Term<br> Redemption Date | Dividend Rate | Shares (000's) | Liquidation Preference Per Share | Aggregate Liquidation Preference |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series B | 9/06/24 | 4.00% | 1460 | $25 | $36500000 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series C | 9/06/27 | 4.24% | 1480 | $25 | $37000000 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series D | 8/24/26 | 2.45% | 1400 | $25 | $35000000 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Series E | 5/24/27 | 2.68% | 1460 | $25 | $36500000 |
|  |  |  |  | *Total* | $145000000 |

---

The MRPS are not listed on any exchange or automated quotation system. The MRPS are considered debt of the issuer; therefore, the liquidation preference, which approximates fair value of the MRPS, is recorded as a liability in the Statement of Assets and Liabilities net of deferred offering costs. The MRPS are categorized as Level 2 within the fair value hierarchy.

During the period ended January 31, 2023, all MRPS were rated `AA-' by Kroll Bond Rating Agency LLC ("KBRA"). If the ratings of the MRPS are downgraded, the Fund's dividend expense may increase, as described below.

Holders of MRPS are entitled to receive monthly cumulative cash dividends payable on the first business day of each month. The MRPS currently are rated "AA-" by Kroll. If on the first day of a monthly dividend period the MRPS of any class are rated lower than "A" by Kroll, the dividend rate for such period shall be increased by 0.5%, 2.0% or 4.0% according to an agreed upon schedule. The MRPS' dividend rate is also subject to increase during periods when the Fund has not made timely payments to MRPS holders and/or the MRPS do not have a current credit rating, subject to various terms and conditions. Dividends accrued and paid to the shareholders of MRPS are included in "Interest expense and amortization of offering costs on Mandatory Redeemable Preferred Shares" within the Statement of Operations.

With regard to the Series A, B and C MRPS, so long as any MRPS are outstanding, the Fund will not declare, pay or set apart for payment any dividend or other distribution (other than non-cash distributions) with respect to Fund shares ranking junior to or on parity with the MRPS, unless (1) the Fund has satisfied the MRPS Overcollateralization Test (as defined below) on at least one "valuation date" in the preceding 65 calendar days, (2) immediately after such transaction the Fund would satisfy the MRPS Asset Coverage Test (as defined below), (3) full cumulative dividends on the MRPS due on or prior to the date of the transaction have been declared and paid to the holders of MRPS and (4) the Fund has redeemed the full number of MRPS required to be redeemed by any provision for mandatory redemption or deposited sufficient monies with the Fund's paying agent for that purpose, subject to certain grace periods and exceptions.

<u>MRPS Asset Coverage Test</u>: Asset coverage with respect to all outstanding senior securities and preferred shares, including the MRPS, determined in accordance with Section 18(h) of the 1940 Act, on the basis of values calculated as of a time within 48 hours (not including Sundays or holidays) next preceding the time of determination, must be greater than or equal to 225%.

<u>MRPS Overcollateralization Test</u>: So long as Fitch or any other NSRSO, such as Kroll, is then rating any class of the outstanding MRPS pursuant to the request of the Fund, satisfaction of only those overcollateralization ratios applicable to closed-end fund issuers with the same rating(s) as the Fund's MRP Shares' then-current rating(s) issued by Fitch or such other NSRSO, such as Kroll, by application of the applicable rating agency guidelines.

With regard to Series D and E MRPS, for so long as any MRPS are Outstanding, the Fund will not declare, pay or set apart for payment any dividend or other distribution (other than a dividend or distribution paid in shares of, or options, warrants or rights to subscribe for or purchase, Common Shares or other shares of beneficial interest, if any, ranking junior to the MRPS as to dividends or upon liquidation (collectively "non-cash distributions") with respect to Common Shares or any other shares of the Series or Fund ranking junior to or on a parity with the MRPS as to dividends or upon liquidation, or call for redemption, redeem, purchase or otherwise acquire for consideration any Common Shares or any other such junior shares (except by conversion into or exchange for shares of the Fund ranking junior to the MRPS as to dividends and upon liquidation) or any such parity shares (except by conversion into or exchange for shares of the Fund ranking junior to or on a parity with the MRPS as to dividends and upon liquidation), unless (1) immediately after such transaction the Fund would satisfy the MRPS Asset Coverage Test, (2) full cumulative dividends on the MRPS due on or prior to the date of the transaction have been declared and paid to the Holders of MRPS, and (3) the Fund has redeemed the full number of MRPS required to be redeemed by any provision for mandatory

------

redemption contained in Section 3(a) or deposited sufficient monies with the Paying Agent for that purpose (without regard to the provisions of the Special Proviso); provided that the Fund may make any distributions reasonably necessary for the Fund to continue to qualify as a "regulated investment company" under Subchapter M of the Internal Revenue Code and to avoid excise tax under Section 4982 of the Internal Revenue Code ("Tax Required Payments"). For the avoidance of doubt, any such Tax Required Payments would only be paid to holders of Common Shares after full cumulative dividends due on or prior to the date of the applicable distribution and any mandatory redemptions occurring on or prior to the date of the applicable distribution have been paid to the holders of MRPS.

Except as otherwise required pursuant to the Fund's governing documents or applicable law, the holders of the MRPS have one vote per share and vote together with the holders of common stock of the Fund as a single class except on matters affecting only the holders of MRPS or the holders of common stock. Pursuant to the 1940 Act, holders of the MRPS have the right to elect at least two trustees of the Fund, voting separately as a class. Except during any time when the Fund has failed to make a dividend or redemption payment in respect of MRPS outstanding, the holders of MRPS have agreed to vote in accordance with the recommendation of the board of trustees on any matter submitted to them for their vote or to the vote of shareholders of the Fund generally.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Calamos Convertible and High Income Fund

- **b. Investment Company Act file number:** 811-21319

- **c. CIK number of Registrant:** 0001222719

- **d. LEI of Registrant:** 549300S5PS2P178Z6N82

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

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

  - **City:** Naperville

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60563

  - **Telephone number:** 6302457200

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

- **a. Name of Series:** Calamos Convertible and High Income Fund

- **c. LEI of Series:** 549300S5PS2P178Z6N82

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1366049409.38

**Total Liabilities:** $517219035.43

**Net Assets:** $848830373.95

**Cash Not Reported:** $46721081.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -73.989536600000 | **1-Year:** -1807.570000000000 | **5-Year:** -8254.370000000000 | **10-Year:** -6350.890000000000 | **30-Year:** -875.290000000000

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

- **3-Month:** -633.264962300000 | **1-Year:** -24722.980000000000 | **5-Year:** -85628.790000000000 | **10-Year:** -24934.220000000000 | **30-Year:** -3240.660000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.51%                | -3.43%               | 6.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19588534.46             | $4541764.31                                |
| Month 2  | $914018.47               | $-30216164.40                              |
| Month 3  | $1778472.04              | $49687849.37                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO BRANDS CORP                                    | ACCO BRANDS CORP COMPANY GUAR 144A 03/29 4.25            | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1039008.00   | 0.12%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                       | AG ISSUER LLC SR SECURED 144A 03/28 6.25                 | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1515026.30   | 0.18%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                                        | AES CORP/THE PREFERRED STOCK 02/24 6.875                 | CUSIP: N/A<br>LEI: 2NUNNB7D43COUIRE5295       | Long             | EP               | CORP              | US        |    154145 | NS      | $15389836.80  | 1.81%             |  |  |  | No            |                  1 | On Loan: —       |
| TYLER TECHNOLOGIES INC                              | TYLER TECHNOLOGIES INC SR UNSECURED 03/26 0.25           | CUSIP: N/A<br>LEI: 25490040SMU4Z8LBCW70       | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10219165.00  | 1.20%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| API GROUP DE INC                                    | API GROUP DE INC COMPANY GUAR 144A 10/29 4.75            | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1133177.15   | 0.13%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                      | ARD FINANCE SA SR SECURED 144A 06/27 6.5                 | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   2650000 | PA      | $2082449.50   | 0.25%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INSMED INC                                          | INSMED INC SR UNSECURED 06/28 0.75                       | CUSIP: N/A<br>LEI: 529900Q55QAG41CCAC11       | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4227310.00   | 0.50%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR SR SECURED FIN DAC SR SECURED 144A 10/27 6.75       | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1295000 | PA      | $1262184.70   | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL HOLDINGS INC COMPANY GUAR 144A 03/29 4               | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    774000 | PA      | $693109.26    | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                 | LSF11 A5 HOLDCO LLC TERM LOAN                            | CUSIP: 50216YAB6<br>LEI: 254900FPK7P5WNA66Y10 | Long             | LON              | CORP              | US        |    516100 | PA      | $501693.07    | 0.06%             | 2028-10-13      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                               | LIFE TIME FITNESS INC 2021 TERM LOAN B                   | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    321912 | PA      | $322676.30    | 0.04%             | 2024-12-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                 | LSF11 A5 HOLDCO LLC SR UNSECURED 144A 10/29 6.625        | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    735000 | PA      | $613908.75    | 0.07%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                            | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25    | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1954961.79   | 0.23%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                            | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75    | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $434298.78    | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                               | LANTHEUS HOLDINGS INC COMPANY GUAR 144A 12/27 2.625      | CUSIP: N/A<br>LEI: 5299005HUB5IOJGO7S39       | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4335808.80   | 0.51%             | 2027-12-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| VITAL ENERGY INC                                    | VITAL ENERGY INC COMPANY GUAR 01/25 9.5                  | CUSIP: 516806AF3<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    519000 | PA      | $524164.05    | 0.06%             | 2025-01-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                    | VITAL ENERGY INC COMPANY GUAR 01/28 10.125               | CUSIP: 516806AG1<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1122041.25   | 0.13%             | 2028-01-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: —       |
| LD HOLDINGS GROUP LLC                               | LD HOLDINGS GROUP LLC COMPANY GUAR 144A 04/28 6.125      | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1481000 | PA      | $967270.72    | 0.11%             | 2028-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | LEVEL 3 FINANCING INC SR SECURED 144A 11/29 3.875        | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1427639.58   | 0.17%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/28 4.25       | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $856807.20    | 0.10%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                              | LIBERTY BROADBAND CORP SR UNSECURED 144A 09/50 2.75      | CUSIP: N/A<br>LEI: 549300MIX43II8JLN536       | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1715385.00   | 0.20%             | 2050-09-30      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                             | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25          | CUSIP: 530715AJ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $493522.15    | 0.06%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                  | LIBERTY MEDIA CORP SR UNSECURED 10/23 1.375              | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |   9499000 | PA      | $12436280.78  | 1.47%             | 2023-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                  | LIBERTY MEDIA CORP SR UNSECURED 144A 12/50 0.5           | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10496400.00  | 1.24%             | 2050-12-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                  | LIBERTY MEDIA CORP SR UNSECURED 144A 08/27 2.25          | CUSIP: N/A<br>LEI: 549300ZKUTPIBZLWLL89       | Long             | DBT              | CORP              | US        |   9750000 | PA      | $10255342.50  | 1.21%             | 2027-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                                       | LIFE TIME INC SR SECURED 144A 01/26 5.75                 | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    525000 | PA      | $508116.00    | 0.06%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                            | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    783000 | PA      | $768514.50    | 0.09%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                            | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $252903.78    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                                       | LIFE TIME INC COMPANY GUAR 144A 04/26 8                  | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    783000 | PA      | $761569.29    | 0.09%             | 2026-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| LIGADO NETWORKS LLC                                 | LIGADO NETWORKS LLC SR SECURED 144A 11/23 15.5           | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734234 | PA      | $257099.38    | 0.03%             | 2023-11-01      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                            | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 02/27 6.75      | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    672000 | PA      | $658956.48    | 0.08%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP                               | LITHIUM AMERICAS CORP SR UNSECURED 01/27 1.75            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   5407000 | PA      | $4721230.19   | 0.56%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                                     | LUCID GROUP INC SR UNSECURED 144A 12/26 1.25             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2620000 | PA      | $1690948.00   | 0.20%             | 2026-12-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| M/I HOMES INC                                       | M/I HOMES INC COMPANY GUAR 02/30 3.95                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    685000 | PA      | $577098.80    | 0.07%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                                       | MIDDLEBY CORP SR UNSECURED 09/25 1                       | CUSIP: N/A<br>LEI: JDFO86U9VQRBKW5KYA35       | Long             | DBT              | CORP              | US        |   4750000 | PA      | $6209105.00   | 0.73%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| MIDWEST GMNG BOR/MWG FIN                            | MIDWEST GMNG BOR/MWG FIN SR SECURED 144A 05/29 4.875     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1176763.05   | 0.14%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ABERCROMBIE & FITCH MANA                            | ABERCROMBIE + FITCH MANA SR SECURED 144A 07/25 8.75      | CUSIP: 003000AA4<br>LEI: 5493003QMCFDA98NPT74 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1271153.82   | 0.15%             | 2025-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| ACPRODUCTS INC.                                     | ACPRODUCTS INC 2021 TERM LOAN B                          | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    512200 | PA      | $416889.82    | 0.05%             | 2028-05-17      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                               | DIGITALOCEAN HOLDINGS SR UNSECURED 12/26 0.00000         | CUSIP: N/A<br>LEI: 549300EPISPY3RE3DL21       | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5223690.00   | 0.62%             | 2026-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                               | DIRECTV FINANCING LLC TERM LOAN                          | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1501782 | PA      | $1480276.13   | 0.17%             | 2027-08-02      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                               | DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1297524.80   | 0.15%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                   | DISH NETWORK CORP SR UNSECURED 03/24 2.375               | CUSIP: N/A<br>LEI: 529900U350CWHH15G169       | Long             | DBT              | CORP              | US        |   2063000 | PA      | $1922736.63   | 0.23%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                   | DISH NETWORK CORP SR UNSECURED 12/25 0.00000             | CUSIP: N/A<br>LEI: 529900U350CWHH15G169       | Long             | DBT              | CORP              | US        |  14000000 | PA      | $9301880.00   | 1.10%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                   | DISH NETWORK CORP SR SECURED 144A 11/27 11.75            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1088945.92   | 0.13%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS CORP COMPANY GUAR 07/26 7.75                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    828000 | PA      | $672824.52    | 0.08%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INNOPHOS INC.                                       | INNOPHOS INC 2020 TERM LOAN B                            | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |   1298688 | PA      | $1297875.82   | 0.15%             | 2027-02-07      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS CORP COMPANY GUAR 07/28 7.375                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $468084.50    | 0.06%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS CORP COMPANY GUAR 06/29 5.125                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $337901.50    | 0.04%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS CORP SR SECURED 144A 12/26 5.25                 | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1121042.00   | 0.13%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                             | DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000       | CUSIP: N/A<br>LEI: 5493008P45UYYL683Z97       | Long             | DBT              | CORP              | US        |  12500000 | PA      | $8573000.00   | 1.01%             | 2028-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                               | DUN + BRADSTREET CORP COMPANY GUAR 144A 12/29 5          | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    522000 | PA      | $466213.86    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| EMBECTA CORP                                        | EMBECTA CORP SR SECURED 144A 02/30 5                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    783000 | PA      | $645646.14    | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EMBECTA CORP                                        | EMBECTA CORP SR SECURED 144A 02/30 6.75                  | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234533.00    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                  | EMPIRE RESORTS INC SR SECURED 144A 11/26 7.75            | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1238909.70   | 0.15%             | 2026-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                        | ENBRIDGE INC JR SUBORDINA 01/83 VAR                      | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $600966.00    | 0.07%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5             | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $490633.50    | 0.06%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | ENCOMPASS HEALTH CORP COMPANY GUAR 02/30 4.75            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $481860.75    | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                              | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 03/29 4.375     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1254621.25   | 0.15%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                              | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 12/27 6.5       | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254173.40    | 0.03%             | 2027-12-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | ENERGY TRANSFER LP JR SUBORDINA 11/66 VAR                | CUSIP: 29273RBA6<br>LEI: RY1052DWLDPLDW74Y843 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1231868.80   | 0.15%             | 2066-11-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                              | GOODYEAR TIRE + RUBBER COMPANY GUAR 07/29 5              | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    784000 | PA      | $692028.96    | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                  | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    764000 | PA      | $720986.80    | 0.08%             | 2063-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                             | ENERSYS COMPANY GUAR 144A 12/27 4.375                    | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462390.00    | 0.05%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                             | ENDURANCE INTERNATIONAL SR UNSECURED 144A 02/29 6        | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $945616.56    | 0.11%             | 2029-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                | ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5         | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    520000 | PA      | $530696.40    | 0.06%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | ENLINK MIDSTREAM PARTNER SR UNSECURED 07/26 4.85         | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1094355.00   | 0.13%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                            | ENLINK MIDSTREAM PARTNER JR SUBORDINA 12/99 VAR          | CUSIP: 29336UAH0<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | EP               | CORP              | US        |   1300000 | PA      | $1094379.00   | 0.13%             | 2063-09-21      | Variable      | 8.96%                 | No            |                  2 | On Loan: —       |
| ENPHASE ENERGY INC                                  | ENPHASE ENERGY INC SR UNSECURED 03/26 0.00000            | CUSIP: N/A<br>LEI: 5493008U7KIGMI59Z314       | Long             | DBT              | CORP              | US        |  10012000 | PA      | $10563961.56  | 1.24%             | 2026-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                                 | ENTERCOM MEDIA CORP SECURED 144A 05/27 6.5               | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |    490000 | PA      | $85313.90     | 0.01%             | 2027-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INSULET CORPORATION                                 | INSULET CORPORATION SR UNSECURED 09/26 0.375             | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | DBT              | CORP              | US        |   5000000 | PA      | $6916950.00   | 0.81%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                            | INTEGRA LIFESCIENCES HLD SR UNSECURED 08/25 0.5          | CUSIP: N/A<br>LEI: WB7IJCYY8YFTENS4O147       | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9530235.00   | 1.12%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                                 | ENTERCOM MEDIA CORP SECURED 144A 03/29 6.75              | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $234880.97    | 0.03%             | 2029-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                               | ENVISTA HOLDINGS CORP SR UNSECURED 06/25 2.375           | CUSIP: N/A<br>LEI: 549300BX623VURJZ5269       | Long             | DBT              | CORP              | US        |   2599000 | PA      | $4968430.33   | 0.59%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                            | ETSY INC SR UNSECURED 09/27 0.125                        | CUSIP: N/A<br>LEI: 54930089Q7XT501AEA40       | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14458220.00  | 1.70%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                  | EVERI HOLDINGS INC COMPANY GUAR 144A 07/29 5             | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1034218.04   | 0.12%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CAMTEK LTD/ISRAEL                                   | CAMTEK LTD/ISRAEL SR UNSECURED 144A 12/26 0.0000         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IL        |   6750000 | PA      | $5423220.00   | 0.64%             | 2026-12-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FLY LEASING LTD                                     | FLY LEASING LTD SR UNSECURED 144A 10/24 7                | CUSIP: 14308CAA1<br>LEI: 549300LI58A0MHGHTZ98 | Long             | DBT              | CORP              | BM        |    785000 | PA      | $684574.95    | 0.08%             | 2024-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                 | EXACT SCIENCES CORP SR UNSECURED 03/27 0.375             | CUSIP: N/A<br>LEI: 549300VM3X1FYD4N9Z14       | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7093650.00   | 0.84%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                     | FAIR ISAAC CORP SR UNSECURED 144A 06/28 4                | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    520000 | PA      | $483480.40    | 0.06%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | ESC GCB INTELSAT JACKS 08/23 5.5                         | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | DBT              | CORP              | LU        |    510000 | PA      | $0.51         | 0.00%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                             | INTERNATIONAL GAME TECH SR SECURED 144A 01/27 6.25       | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1357479.00   | 0.16%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                          | FERTITTA ENTERTAINMENT, LLC 2022 TERM LOAN B             | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    263012 | PA      | $260400.79    | 0.03%             | 2029-01-27      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                              | FERTITTA ENTERTAINMENT SR SECURED 144A 01/29 4.625       | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    524000 | PA      | $462833.48    | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                             | INTERNATIONAL GAME TECH SR SECURED 144A 04/26 4.125      | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190536.00    | 0.02%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| STONEX GROUP INC                                    | STONEX GROUP INC SR SECURED 144A 06/25 8.625             | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1061846.46   | 0.13%             | 2025-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                            | DIAMOND SPORTS GR/DIAMON SECURED 144A 08/26 5.375        | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $43237.35     | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SILICON LABORATORIES INC                            | SILICON LABORATORIES INC SR UNSECURED 06/25 0.625        | CUSIP: N/A<br>LEI: 4PRDF8Q9TDHRVZKZSZ47       | Long             | DBT              | CORP              | US        |   8500000 | PA      | $11697530.00  | 1.38%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                              | FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75      | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $868729.40    | 0.10%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FIVE9 INC                                           | FIVE9 INC SR UNSECURED 06/25 0.5                         | CUSIP: N/A<br>LEI: 254900MXP6EWY0SFFR59       | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5920312.50   | 0.70%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                            | IONIS PHARMACEUTICALS IN SR UNSECURED 04/26 0.00000      | CUSIP: N/A<br>LEI: 549300SI4ZGLG0BLUZ92       | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4570355.00   | 0.54%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | IRON MOUNTAIN INC COMPANY GUAR 144A 03/28 5.25           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2051301.40   | 0.24%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | FORD MOTOR COMPANY SR UNSECURED 03/26 0.00000            | CUSIP: N/A<br>LEI: 20S05OYHG0MQM4VUIC57       | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18835220.00  | 2.22%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                  | FORD MOTOR COMPANY SR UNSECURED 08/32 6.1                | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1055994.00   | 0.12%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                   | IVANHOE MINES LTD SR UNSECURED 144A 04/26 2.5            | CUSIP: N/A<br>LEI: 5299006XZISURYIA4G32       | Long             | DBT              | CORP              | CA        |   3750000 | PA      | $5196900.00   | 0.61%             | 2026-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA/FOOD/FINANCE SR UNSECURED 144A 01/30 5.5         | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1531561.50   | 0.18%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9          | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $692368.00    | 0.08%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2204664.00   | 0.26%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA/FOOD/FINANCE COMPANY GUAR 144A 02/28 5.125       | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1152628.00   | 0.14%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA/FOOD/FINANCE COMPANY GUAR 144A 04/33 5.75        | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $384150.00    | 0.05%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                             | GREAT LAKES DREDGE+DOCK COMPANY GUAR 144A 06/29 5.25     | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $963597.32    | 0.11%             | 2029-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| GREYSTAR REAL ESTATE PAR                            | GREYSTAR REAL ESTATE PAR SR SECURED 144A 12/25 5.75      | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1668216.64   | 0.20%             | 2025-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                            | JW ALUMINUM CONT CAST CO SR SECURED 144A 06/26 10.25     | CUSIP: 46648XAA6<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813416.00    | 0.10%             | 2026-06-01      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                              | JAZZ INVESTMENTS I LTD COMPANY GUAR 06/26 2              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |  10905000 | PA      | $12861902.25  | 1.52%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                              | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4         | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    445000 | PA      | $391542.15    | 0.05%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GUITAR CENTER INC                                   | GUITAR CENTER INC SR SECURED 144A 01/26 8.5              | CUSIP: 40204BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1356845.82   | 0.16%             | 2026-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| GULFPORT ENERGY OP CORP                             | GULFPORT ENERGY OP CORP COMPANY GUAR 05/26 8             | CUSIP: 402635AQ9<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    310206 | PA      | $308195.87    | 0.04%             | 2026-05-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| GULFPORT ENERGY OP CORP                             | GULFPORT ENERGY OP CORP COMPANY GUAR 144A 05/26 8        | CUSIP: 402635AR7<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    845000 | PA      | $839524.40    | 0.10%             | 2026-05-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                 | JAZZ SECURITIES DAC SR SECURED 144A 01/29 4.375          | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    340000 | PA      | $311212.20    | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                            | JEFFERIES FIN LLC / JFIN SR UNSECURED 144A 08/28 5       | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2259021.60   | 0.27%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN INC                                        | JELD WEN INC COMPANY GUAR 144A 12/25 4.625               | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1168884.61   | 0.14%             | 2025-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| JOHN BEAN TECHNOLOGIES C                            | JOHN BEAN TECHNOLOGIES C SR UNSECURED 05/26 0.25         | CUSIP: N/A<br>LEI: 5493007CT6ATBZ2L6826       | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7180297.50   | 0.85%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KBR INC                                             | KBR INC COMPANY GUAR 144A 09/28 4.75                     | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1031904.70   | 0.12%             | 2028-09-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | KAISER ALUMINUM CORP COMPANY GUAR 144A 03/28 4.625       | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1080077.60   | 0.13%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | KAISER ALUMINUM CORP COMPANY GUAR 144A 06/31 4.5         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $110152.90    | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                            | KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875   | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1457709.50   | 0.17%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | ESC GCB GULFPORT ENERG 05/25 FIXED 6.375                 | CUSIP: N/A<br>LEI: 549300FJX18IDUFPHD40       | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1.02         | 0.00%             | 2025-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                              | H+E EQUIPMENT SERVICES COMPANY GUAR 144A 12/28 3.875     | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2152997.80   | 0.25%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                               | BATH + BODY WORKS INC COMPANY GUAR 11/35 6.875           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1185965.05   | 0.14%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                            | MPH ACQUISITION HOLDINGS COMPANY GUAR 144A 11/28 5.75    | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $822425.30    | 0.10%             | 2028-11-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| H.B. FULLER CO                                      | H.B. FULLER CO SR UNSECURED 10/28 4.25                   | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    770000 | PA      | $682751.30    | 0.08%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA INC COMPANY GUAR 11/33 7.5                           | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1369048.96   | 0.16%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                            | MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5       | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    520000 | PA      | $433102.80    | 0.05%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                               | NABORS INDUSTRIES INC COMPANY GUAR 144A 05/27 7.375      | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521086.80    | 0.06%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                            | HALOZYME THERAPEUTICS IN SR UNSECURED 144A 08/28 1       | CUSIP: N/A<br>LEI: 529900242I3SV9AGM753       | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8657215.00   | 1.02%             | 2028-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                            | HAWAIIAN BRAND INTELLECT SR SECURED 144A 01/26 5.75      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1549000 | PA      | $1482222.61   | 0.17%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                   | HERC HOLDINGS INC COMPANY GUAR 144A 07/27 5.5            | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1295109.00   | 0.15%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 04/30 6       | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1124652.00   | 0.13%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | NATIONSTAR MTG HLD INC COMPANY GUAR 144A 08/28 5.5       | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1237785.40   | 0.15%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                        | NAVIENT CORP SR UNSECURED 03/27 5                        | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2100808.62   | 0.25%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                        | NAVIENT CORP SR UNSECURED 03/28 4.875                    | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1063140.00   | 0.13%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEOGENOMICS INC                                     | NEOGENOMICS INC SR UNSECURED 01/28 0.25                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  11250000 | PA      | $7524787.50   | 0.89%             | 2028-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/27 6.75     | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782000 | PA      | $763466.60    | 0.09%             | 2027-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                           | HUB INTERNATIONAL LTD 2022 TERM LOAN B                   | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1050000 | PA      | $1050819.00   | 0.12%             | 2029-11-10      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                         | NETFLIX INC SR UNSECURED 04/28 4.875                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525131.25    | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                         | NETFLIX INC SR UNSECURED 144A 06/30 4.875                | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    835000 | PA      | $827702.10    | 0.10%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                               | HUB INTERNATIONAL LTD COMPANY GUAR 144A 05/26 7          | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1662407.45   | 0.20%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                               | HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625      | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1415266.77   | 0.17%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| NEW FORTRESS ENERGY INC                             | NEW FORTRESS ENERGY INC SR SECURED 144A 09/25 6.75       | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $999953.37    | 0.12%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                             | NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5        | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $482432.40    | 0.06%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                            | HUGHES SATELLITE SYSTEMS SR SECURED 08/26 5.25           | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $283141.50    | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                             | MATCH GROUP FINANCECO 3 COMPANY GUAR 144A 01/30 2        | CUSIP: N/A<br>LEI: 5493003IEL8HSZKWUI17       | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5653687.50   | 0.67%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: —       |
| ILFC E-CAPITAL TRUST II                             | ILFC E CAPITAL TRUST II LIMITD GUARA 144A 12/65 VAR      | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   2090000 | PA      | $1411188.90   | 0.17%             | 2065-12-21      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                               | ICAHN ENTERPRISES/FIN COMPANY GUAR 05/27 5.25            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    784000 | PA      | $734623.68    | 0.09%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | NEWELL BRANDS INC SR UNSECURED 09/27 6.375               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251655.00    | 0.03%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | NEWELL BRANDS INC SR UNSECURED 09/29 6.625               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130911.78    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| II-VI INCORPORATED                                  | II VI INCORPORATED 2022 TERM LOAN B                      | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1023727 | PA      | $1023404.32   | 0.12%             | 2029-07-01      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                               | ON SEMICONDUCTOR CORP SR UNSECURED 05/27 0.00000         | CUSIP: N/A<br>LEI: ZV20P4CNJVT8V1ZGJ064       | Long             | DBT              | CORP              | US        |  15250000 | PA      | $22875000.00  | 2.69%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                              | NEXTGEN HEALTHCARE INC SR UNSECURED 144A 11/27 3.75      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4725180.00   | 0.56%             | 2027-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| US CELLULAR CORP                                    | US CELLULAR CORP SR UNSECURED 12/33 6.7                  | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1586843.50   | 0.19%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875     | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $232180.00    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125     | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231090.60    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | VENTURE GLOBAL CALCASIEU SR SECURED 144A 01/30 6.25      | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66294.15     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                            | VERTIV GROUP CORPORATION SR SECURED 144A 11/28 4.125     | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $906496.33    | 0.11%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                 | VIAVI SOLUTIONS INC COMPANY GUAR 144A 10/29 3.75         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1134770.00   | 0.13%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | PARAMOUNT GLOBAL JR SUBORDINA 03/62 VAR                  | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    520000 | PA      | $452982.40    | 0.05%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                  | VIKING CRUISES LTD SR SECURED 144A 05/25 13              | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    262000 | PA      | $278068.46    | 0.03%             | 2025-05-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                              | CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 04/29 6.75      | CUSIP: 92735LAA0<br>LEI: 254900PNIMG4CPJH6R25 | Long             | DBT              | CORP              | US        |    780000 | PA      | $770351.40    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                   | VISTA OUTDOOR INC COMPANY GUAR 144A 03/29 4.5            | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $985122.00    | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                         | VISTRA CORP JR SUBORDINA 144A VAR                        | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    520000 | PA      | $510146.00    | 0.06%             | 2063-01-31      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA CORP                                         | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $495495.00    | 0.06%             | 2063-01-31      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| W & T OFFSHORE INC                                  | W + T OFFSHORE INC SECURED 144A 11/23 9.75               | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725652.50    | 0.09%             | 2023-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                | WABASH NATIONAL CORP COMPANY GUAR 144A 10/28 4.5         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $965417.70    | 0.11%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORPORATION (THE)                  | DUN + BRADSTREET CORP TERM LOAN                          | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   1012401 | PA      | $1011950.78   | 0.12%             | 2026-02-08      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1B PTT                              | AIR CANADA 2015 1B PTT PASS THRU CE 144A 09/24 3.875     | CUSIP: 009090AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1484167 | PA      | $1478393.70   | 0.17%             | 2023-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                      | AIR LEASE CORP JR SUBORDINA 12/99 VAR                    | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $820526.25    | 0.10%             | 2063-01-31      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/30 7.35         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472981.50    | 0.06%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134        | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1195525.00   | 0.14%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1214400.00   | 0.14%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                  | FORESTAR GROUP INC COMPANY GUAR 144A 03/28 5             | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659617.50    | 0.08%             | 2028-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES G                            | AIR TRANSPORT SERVICES G SR UNSECURED 10/24 1.125        | CUSIP: N/A<br>LEI: 5493000F3MSFGIXTQE27       | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4507975.00   | 0.53%             | 2024-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                             | AKAMAI TECHNOLOGIES INC SR UNSECURED 09/27 0.375         | CUSIP: N/A<br>LEI: OC1LZNN2LF5WTJ5RIL89       | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4727722.50   | 0.56%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                  | FORESTAR GROUP INC COMPANY GUAR 144A 05/26 3.85          | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    551000 | PA      | $494439.85    | 0.06%             | 2026-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5          | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    658000 | PA      | $597687.72    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                             | FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $270589.14    | 0.03%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                  | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    844000 | PA      | $927496.92    | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                             | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8      | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1054029 | PA      | $1028996.12   | 0.12%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/29 3.5       | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1039000 | PA      | $896823.24    | 0.11%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                             | FRONTIER CALIFORNIA INC SR UNSECURED 05/27 6.75          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1004795.20   | 0.12%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                | FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1083741.25   | 0.13%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                  | FRONTIER NORTH INC SR UNSECURED 02/28 6.73               | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1439961.10   | 0.17%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                         | GAP INC/THE COMPANY GUAR 144A 10/29 3.625                | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     52000 | PA      | $40015.56     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE                                         | GAP INC/THE COMPANY GUAR 144A 10/31 3.875                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    391000 | PA      | $293238.27    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| GENESIS ENERGY LP/FIN                               | GENESIS ENERGY LP/FIN COMPANY GUAR 05/26 6.25            | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1017000 | PA      | $975933.54    | 0.11%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GENESIS ENERGY LP/FIN                               | GENESIS ENERGY LP/FIN SR UNSECURED 04/30 8.875           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264404.40    | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                  | ENACT HOLDINGS INC SR UNSECURED 144A 08/25 6.5           | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1327909.76   | 0.16%             | 2025-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                             | GLOBAL NET LEASE/GLOBAL COMPANY GUAR 144A 12/27 3.75     | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1270485.90   | 0.15%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                 | GO DADDY OPCO/FINCO COMPANY GUAR 144A 12/27 5.25         | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $261824.40    | 0.03%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                 | GO DADDY OPCO/FINCO COMPANY GUAR 144A 03/29 3.5          | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $783956.25    | 0.09%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GOEASY LTD                                          | GOEASY LTD COMPANY GUAR 144A 12/24 5.375                 | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1795000 | PA      | $1722499.95   | 0.20%             | 2024-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOEASY LTD                                          | GOEASY LTD COMPANY GUAR 144A 05/26 4.375                 | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    962000 | PA      | $864193.46    | 0.10%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                            | GRAHAM PACKAGING/GPC CAP COMPANY GUAR 144A 08/28 7.125   | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    634000 | PA      | $558059.48    | 0.07%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GRANITE HOLDINGS US ACQUISITION CO.                 | GRANITE HOLDINGS US ACQ CO 2021 TERM LOAN B              | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    928239 | PA      | $928818.66    | 0.11%             | 2026-09-30      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                            | GRANITE US HOLDINGS CORP COMPANY GUAR 144A 10/27 11      | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $564649.70    | 0.07%             | 2027-10-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                            | GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/27 4.75    | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    675000 | PA      | $650430.00    | 0.08%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                            | GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 03/29 3.5     | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    484000 | PA      | $426699.24    | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                            | EQT CORP SR UNSECURED 05/26 1.75                         | CUSIP: N/A<br>LEI: 4NT01YGM4X7ZX86ISY52       | Long             | DBT              | CORP              | US        |   2500000 | PA      | $5624700.00   | 0.66%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AP CORE HOLDINGS II LLC                             | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2          | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    967500 | PA      | $936056.25    | 0.11%             | 2027-09-01      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| ALASKA AIR 2020-1 CL B                              | ALASKA AIR 2020 1 CL B PASS THRU CE 144A 02/27 8         | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605026 | PA      | $617138.25    | 0.07%             | 2025-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                      | EPR PROPERTIES SR UNSECURED 08/29 3.75                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    834000 | PA      | $696815.34    | 0.08%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 06/27 7.5     | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204536.00   | 0.14%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                            | SERVICE PROPERTIES TRUST SR UNSECURED 02/26 5.25         | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    485000 | PA      | $420713.25    | 0.05%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                            | SERVICE PROPERTIES TRUST SR UNSECURED 10/24 4.35         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1274049.00   | 0.15%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                               | EARTHSTONE ENERGY HOL COMPANY GUAR 144A 04/27 8          | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1527277.28   | 0.18%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| ECO MATERIAL TECH INC                               | ECO MATERIAL TECH INC SR SECURED 144A 01/27 7.875        | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    783000 | PA      | $754804.17    | 0.09%             | 2027-01-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 02/28 5.875     | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $763331.40    | 0.09%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625     | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1665195.00   | 0.20%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                              | EDGEWELL PERSONAL CARE COMPANY GUAR 144A 04/29 4.125     | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1035983.52   | 0.12%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | CAESARS ENTERTAIN INC SR SECURED 144A 07/25 6.25         | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    512000 | PA      | $510423.04    | 0.06%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | CAESARS ENTERTAIN INC SR UNSECURED 144A 07/27 8.125      | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    512000 | PA      | $520125.44    | 0.06%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| EMBARQ CORP                                         | EMBARQ CORP SR UNSECURED 06/36 7.995                     | CUSIP: 29078EAA3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    727000 | PA      | $351242.78    | 0.04%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 B PTT                              | BRITISH AIR 21 1 B PTT PASS THRU CE 144A 03/33 3.9       | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145439 | PA      | $979396.40    | 0.12%             | 2031-09-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                            | BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75      | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1209361.88   | 0.14%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4            | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1442298.00   | 0.17%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192210.00    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                            | BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5       | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1827954.90   | 0.22%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | LUMEN TECHNOLOGIES INC SR UNSECURED 09/39 7.6            | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1108844.10   | 0.13%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                               | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875      | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    771000 | PA      | $704108.04    | 0.08%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1375209 BC LTD                                      | 1375209 BC LTD SR SECURED 144A 01/28 9                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1178000 | PA      | $1174890.08   | 0.14%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                               | ICAHN ENTERPRISES/FIN COMPANY GUAR 02/29 4.375           | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    781000 | PA      | $681406.88    | 0.08%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                             | MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $798561.40    | 0.09%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1316269.00   | 0.16%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | TENET HEALTHCARE CORP 02/27 6.25                         | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2418041.75   | 0.28%             | 2027-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                            | TEAM HEALTH HOLDINGS INC COMPANY GUAR 144A 02/25 6.375   | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $737134.90    | 0.09%             | 2025-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                            | TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5       | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1223209.00   | 0.14%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                               | CMG MEDIA CORPORATION 2021 TERM LOAN                     | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    523664 | PA      | $498083.13    | 0.06%             | 2026-12-17      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                               | CMG MEDIA CORPORATION COMPANY GUAR 144A 12/27 8.875      | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $203767.20    | 0.02%             | 2027-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| CHAMPIONX CORPORATION                               | CHAMPIONX CORPORATION TERM LOAN B 1                      | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |   1321688 | PA      | $1323960.80   | 0.16%             | 2029-06-07      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                           | CHEGG INC SR UNSECURED 09/26 0.00000                     | CUSIP: N/A<br>LEI: 549300AKX7O8JG0O3G77       | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5952375.00   | 0.70%             | 2026-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                             | TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $448865.00    | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                             | TEVA PHARMACEUTICALS NE COMPANY GUAR 04/24 6             | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2105000 | PA      | $2102010.90   | 0.25%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                   | NEW ALBERTSONS LP SR UNSECURED 06/26 7.75                | CUSIP: 013104AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672000 | PA      | $684445.44    | 0.08%             | 2026-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | HOWMET AEROSPACE INC SR UNSECURED 10/24 5.125            | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1548109.00   | 0.18%             | 2024-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                             | TEVA PHARMACEUTICALS NE COMPANY GUAR 01/25 7.125         | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $608784.00    | 0.07%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                            | TEVA PHARMACEUTICAL INDU COMPANY GUAR 05/27 4.75         | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $930620.00    | 0.11%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                               | TIME WARNER CABLE LLC SR SECURED 07/38 7.3               | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $451672.20    | 0.05%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TRANSDIGM INC SR SECURED 144A 03/26 6.25                 | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1404912.60   | 0.17%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                         | CHEMOURS CO COMPANY GUAR 144A 11/29 4.625                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    780000 | PA      | $652158.00    | 0.08%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                 | CHENIERE ENERGY INC SR UNSECURED 10/28 4.625             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    520000 | PA      | $495960.40    | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TRANSDIGM INC COMPANY GUAR 03/27 7.5                     | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    815000 | PA      | $821960.10    | 0.10%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM UK HOLDINGS                               | TRANSDIGM UK HOLDINGS COMPANY GUAR 05/26 6.875           | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1389066.00   | 0.16%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN CORP                                      | MULTIPLAN CORP SR UNSECURED 144A 10/27 6                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    525000 | PA      | $343533.75    | 0.04%             | 2027-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CINC BELL TEL                                       | CINC BELL TEL SR SECURED 12/28 6.3                       | CUSIP: 171875AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801000 | PA      | $721572.84    | 0.09%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                               | UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000         | CUSIP: N/A<br>LEI: 549300B2FTG34FILDR98       | Long             | DBT              | CORP              | US        |  21750000 | PA      | $18970350.00  | 2.23%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-2 B PTT                             | UNITED AIR 2019 2 B PTT PASS THRU CE 11/29 3.5           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460580 | PA      | $413762.05    | 0.05%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                             | ATI INC SR UNSECURED 12/27 5.875                         | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485815.00    | 0.06%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                             | ATI INC SR UNSECURED 06/25 3.5                           | CUSIP: N/A<br>LEI: ZW1LRE7C3H17O2ZN9B45       | Long             | DBT              | CORP              | US        |   2000000 | PA      | $4841180.00   | 0.57%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC.                                | UNITED AIRLINES, INC. 2021 TERM LOAN B                   | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1277250 | PA      | $1279632.07   | 0.15%             | 2028-04-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                            | UNITED NATURAL FOODS INC COMPANY GUAR 144A 10/28 6.75    | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1092224.10   | 0.13%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC.                 | CLEAR CHANNEL OUTDOOR HLDNGS I TERM LOAN B               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1257750 | PA      | $1199579.06   | 0.14%             | 2026-08-21      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                               | CLEARWATER PAPER CORP COMPANY GUAR 144A 08/28 4.75       | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1467865.60   | 0.17%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                     | US TREASURY N/B 04/24 2.5                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9250000 | PA      | $9011704.09   | 1.06%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                     | US TREASURY N/B 05/24 2.5                                | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14750000 | PA      | $14351001.00  | 1.69%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| UNITED WHOLESALE MTGE LL                            | UNITED WHOLESALE MTGE LL SR UNSECURED 144A 04/29 5.5     | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1043968.32   | 0.12%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | UNITED WHOLESALE MTGE LL SR UNSECURED 144A 06/27 5.75    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    525000 | PA      | $473266.50    | 0.06%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                             | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5      | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $363557.25    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                  | UNITY SOFTWARE INC SR UNSECURED 11/26 0.00000            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  13250000 | PA      | $10243840.00  | 1.21%             | 2026-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                 | CLYDESDALE ACQ HOLDINGS INC. TERM LOAN B                 | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    527350 | PA      | $518933.49    | 0.06%             | 2029-04-13      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                | COMMERCIAL METALS CO SR UNSECURED 01/30 4.125            | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    522000 | PA      | $468808.20    | 0.06%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                            | UNIVAR SOLUTIONS USA INC COMPANY GUAR 144A 12/27 5.125   | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    292000 | PA      | $284040.08    | 0.03%             | 2027-12-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC.                       | UNIVISION COMMUNICATIONS INC 2022 FIRST LIEN TERM LOAN B | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    522375 | PA      | $523027.97    | 0.06%             | 2029-06-24      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                      | VFH PARENT LLC 2022 TERM LOAN B                          | CUSIP: N/A<br>LEI: 549300FRO9M476YHHY64       | Long             | LON              | CORP              | US        |   1440450 | PA      | $1435948.59   | 0.17%             | 2029-01-13      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD SR SECURED 144A 02/28 5              | VOC ESCROW LTD SR SECURED 144A 02/28 5                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1045000 | PA      | $921345.15    | 0.11%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                       | CONFLUENT INC SR UNSECURED 01/27 0.00000                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4883062.50   | 0.58%             | 2027-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                         | CONMED CORP SR UNSECURED 144A 06/27 2.25                 | CUSIP: N/A<br>LEI: Z6C0YCECH9DCU5ZIQW84       | Long             | DBT              | CORP              | US        |  10250000 | PA      | $9747340.00   | 1.15%             | 2027-06-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                             | VZ SECURED FINANCING BV SR SECURED 144A 01/32 5          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1028988.00   | 0.12%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VECTOR GROUP LTD                                    | VECTOR GROUP LTD SR SECURED 144A 02/29 5.75              | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1422448.72   | 0.17%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                            | CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 6.5       | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1295737.50   | 0.15%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| CONSTELLIUM SE                                      | CONSTELLIUM SE COMPANY GUAR 144A 04/29 3.75              | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1210000 | PA      | $1035905.20   | 0.12%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| WIX LTD                                             | WIX LTD SR UNSECURED 08/25 0.00000                       | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | DBT              | CORP              | IL        |   7000000 | PA      | $6031900.00   | 0.71%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| CONTINENTAL RESOURCES                               | CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75       | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    515000 | PA      | $506157.45    | 0.06%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                               | CONTINENTAL RESOURCES COMPANY GUAR 144A 04/32 2.875      | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    775000 | PA      | $608483.50    | 0.07%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| COUPA SOFTWARE INC                                  | COUPA SOFTWARE INC SR UNSECURED 06/25 0.125              | CUSIP: N/A<br>LEI: 549300Q95ICR2GFL2K37       | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10503717.50  | 1.24%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $713585.20    | 0.08%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                            | DANA INC SR UNSECURED 09/30 4.25                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    855000 | PA      | $727493.85    | 0.09%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | DANA INC SR UNSECURED 02/32 4.5                          | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    522000 | PA      | $440505.36    | 0.05%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                         | DATADOG INC SR UNSECURED 06/25 0.125                     | CUSIP: N/A<br>LEI: 549300F6JNO0KRPO1K63       | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9874260.00   | 1.16%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DAVITA INC COMPANY GUAR 144A 06/30 4.625                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1752846.48   | 0.21%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                          | DAVITA INC COMPANY GUAR 144A 02/31 3.75                  | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $949953.00    | 0.11%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                             | DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1301710.30   | 0.15%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                 | DELTA AIR LINES INC SR UNSECURED 01/26 7.375             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    257000 | PA      | $269145.82    | 0.03%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DELUXE CORP                                         | DELUXE CORP COMPANY GUAR 144A 06/29 8                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1166172.80   | 0.14%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DEXCOM INC                                          | DEXCOM INC SR UNSECURED 11/25 0.25                       | CUSIP: N/A<br>LEI: 549300YSK3QDSFR5EU59       | Long             | DBT              | CORP              | US        |  17458000 | PA      | $18405096.50  | 2.17%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                      | OPEN TEXT CORP COMPANY GUAR 144A 02/28 3.875             | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $678748.20    | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                 | ALLEGIANT TRAVEL CO SR SECURED 144A 08/27 7.25           | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1178004.00   | 0.14%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/27 6.75    | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2108677.50   | 0.25%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | ORGANON + CO/ORG SR SECURED 144A 04/28 4.125             | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408996.00    | 0.05%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | ORGANON + CO/ORG SR UNSECURED 144A 04/31 5.125           | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1713629.00   | 0.20%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | ALLIANT HOLD / CO ISSUER SR SECURED 144A 10/27 4.25      | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $238763.20    | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 11/29 5.875   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $226865.60    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                             | OSCAR ACQUISITIONCO, LLC TERM LOAN B                     | CUSIP: 68778DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1127175 | PA      | $1094610.91   | 0.13%             | 2029-04-29      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                      | OWENS BROCKWAY COMPANY GUAR 144A 05/27 6.625             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1526037.00   | 0.18%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                              | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR            | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258315.20    | 0.03%             | 2063-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                             | PPL CAPITAL FUNDING INC COMPANY GUAR 03/67 VAR           | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    379000 | PA      | $333701.92    | 0.04%             | 2067-03-30      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC.                           | NEXSTAR BROADCASTING INC 2019 TERM LOAN B4               | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    286362 | PA      | $286838.54    | 0.03%             | 2026-09-18      | Floating      | 7.85%                 | No            |                  1 | On Loan: No      |
| PHH MORTGAGE CORP                                   | PHH MORTGAGE CORP SR SECURED 144A 03/26 7.875            | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1466614.98   | 0.17%             | 2026-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PTC INC                                             | PTC INC COMPANY GUAR 144A 02/28 4                        | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    715000 | PA      | $666758.95    | 0.08%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PACIRA PHARMACEUTICALS                              | PACIRA PHARMACEUTICALS SR UNSECURED 08/25 0.75           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8045625.00   | 0.95%             | 2025-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PADAGIS LLC                                         | PADAGIS LLC TERM LOAN B                                  | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1152941 | PA      | $1076080.36   | 0.13%             | 2028-07-06      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS                                  | PALO ALTO NETWORKS SR UNSECURED 07/23 0.75               | CUSIP: N/A<br>LEI: 549300QXR2YVZV231H43       | Long             | DBT              | CORP              | US        |   9500000 | PA      | $17021530.00  | 2.01%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PAR PETRO LLC / FIN CORP                            | PAR PETRO LLC / FIN CORP SR SECURED 144A 12/25 7.75      | CUSIP: 69889MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    947000 | PA      | $935664.41    | 0.11%             | 2025-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                              | PARK INTERMED HOLDINGS SR SECURED 144A 10/28 5.875       | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $478860.91    | 0.06%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                                       | PARKLAND CORP COMPANY GUAR 144A 07/27 5.875              | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1067220.60   | 0.13%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PARSONS CORP                                        | PARSONS CORP SR UNSECURED 08/25 0.25                     | CUSIP: N/A<br>LEI: 549300ZXH0VRBSEPX752       | Long             | DBT              | CORP              | US        |   5500000 | PA      | $6020410.00   | 0.71%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PATAGONIA HOLDCO LLC                                | PATAGONIA HOLDCO LLC TERM LOAN B1                        | CUSIP: 70289FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1057350 | PA      | $893460.75    | 0.11%             | 2029-08-01      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                              | PATRICK INDUSTRIES INC COMPANY GUAR 144A 05/29 4.75      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1346047.56   | 0.16%             | 2029-05-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                            | PATTERSON UTI ENERGY INC SR UNSECURED 11/29 5.15         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $974433.18    | 0.11%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                  | ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR                | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $966317.40    | 0.11%             | 2063-01-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                  | ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR                | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $370200.00    | 0.04%             | 2063-01-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                             | ALNYLAM PHARMACEUTICALS SR UNSECURED 144A 09/27 1        | CUSIP: N/A<br>LEI: 529900S3ZI14OWRJII50       | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5349000.00   | 0.63%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                               | ALPHATEC HOLDINGS INC SR UNSECURED 08/26 0.75            | CUSIP: N/A<br>LEI: 549300EZE8CQ8K65FS24       | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5818920.00   | 0.69%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                             | PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75          | CUSIP: N/A<br>LEI: 5493004Q1NNH6JXCSI52       | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5902065.00   | 0.70%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALTICE USA INC                                      | ALTICE USA INC  A COMMON STOCK USD.01                    | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     21970 | NS      | $107653.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                    | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5               | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $949356.00    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | PENN ENTERTAINMENT INC SR UNSECURED 144A 07/29 4.125     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $991622.95    | 0.12%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| PENN NATIONAL GAMING INC.                           | PENN NATIONAL GAMING, INC. 2022 TERM LOAN B              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    517201 | PA      | $517488.05    | 0.06%             | 2029-05-03      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC.                              | AMERICAN AIRLINES, INC. 2021 TERM LOAN                   | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    880000 | PA      | $905022.80    | 0.11%             | 2028-04-20      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                              | AMER AIRLINE 21 1B PTT PASS THRU CE 01/32 3.95           | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1188020 | PA      | $1007583.52   | 0.12%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PERFICIENT INC                                      | PERFICIENT INC SR UNSECURED 11/26 0.125                  | CUSIP: N/A<br>LEI: 549300HTBXKL2755T650       | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5446575.00   | 0.64%             | 2026-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                              | PACTIV EVERGREEN GROUP SR SECURED 144A 10/27 4           | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1080132.00   | 0.13%             | 2027-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                             | AMERICAN AIRLINES GROUP COMPANY GUAR 144A 03/25 3.75     | CUSIP: 02376RAE2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243295.00    | 0.03%             | 2025-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| AMERICAN AXLE AND MANUFACTURING INC.                | AMERICAN AXLE + MANUFACTURING 2022 TERM LOAN B           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    800000 | PA      | $801332.00    | 0.09%             | 2029-12-13      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| RITE AID CORP                                       | RITE AID CORP SR SECURED 144A 11/26 8                    | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $1432686.28   | 0.17%             | 2026-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                               | SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25            | CUSIP: N/A<br>LEI: UDTZ87G0STFETI6HGH41       | Long             | DBT              | CORP              | US        |   7750000 | PA      | $9363085.00   | 1.10%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                             | AMERICAN AXLE + MFG INC COMPANY GUAR 07/28 6.875         | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $994494.20    | 0.12%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER CO INC                      | AMERICAN ELECTRIC POWER PREFERRED STOCK 08/23 6.125      | CUSIP: N/A<br>LEI: 1B4S6S7G0TW5EE83BO58       | Long             | EP               | CORP              | US        |    228700 | NS      | $11766615.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHWESTERN ENERGY CO                              | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/29 5.375          | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    525000 | PA      | $493872.75    | 0.06%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | SOUTHWESTERN ENERGY CO COMPANY GUAR 03/30 5.375          | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    780000 | PA      | $727443.60    | 0.09%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    521000 | PA      | $459641.83    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                            | SPANISH BROADCASTING SYS SR SECURED 144A 03/26 9.75      | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $310406.25    | 0.04%             | 2026-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                            | SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875   | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753000 | PA      | $707368.20    | 0.08%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                            | SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8         | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    641000 | PA      | $654358.44    | 0.08%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                            | SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 09/25 8         | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    725000 | PA      | $742269.50    | 0.09%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SPLUNK INC                                          | SPLUNK INC SR UNSECURED 06/27 1.125                      | CUSIP: N/A<br>LEI: 549300XGDSGBP6UEI867       | Long             | DBT              | CORP              | US        |  12750000 | PA      | $11027475.00  | 1.30%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| SPRINT LLC                                          | SPRINT LLC COMPANY GUAR 06/24 7.125                      | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1959121.60   | 0.23%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | TAYLOR MORRISON COMM COMPANY GUAR 144A 01/28 5.75        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    636000 | PA      | $617676.84    | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC                                          | TWILIO INC COMPANY GUAR 03/31 3.875                      | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    259000 | PA      | $214988.13    | 0.03%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| NECESS RETAIL/AFIN OP LP                            | NECESS RETAIL/AFIN OP LP COMPANY GUAR 144A 09/28 4.5     | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $923100.00    | 0.11%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                          | AMNEAL PHARMACEUTICALS LLC TERM LOAN B                   | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   1829639 | PA      | $1729393.48   | 0.20%             | 2025-05-04      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                    | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1837281.72   | 0.22%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                               | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375      | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $971794.32    | 0.11%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                         | APACHE CORP SR UNSECURED 09/40 5.1                       | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $906089.12    | 0.11%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                       | ARCELORMITTAL SR UNSECURED 10/39 7                       | CUSIP: 03938LAP9<br>LEI: 549300MP4YSRSQ39ZG33 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $601031.70    | 0.07%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                          | ARCOSA INC COMPANY GUAR 144A 04/29 4.375                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    587000 | PA      | $524860.18    | 0.06%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ARROW BIDCO LLC                                     | ARROW BIDCO LLC SR SECURED 144A 03/24 9.5                | CUSIP: 042728AA3<br>LEI: 549300YHZN08M0H3O128 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1634278.75   | 0.19%             | 2024-03-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                 | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45         | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $888789.00    | 0.10%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | ASHTON WOODS USA/FINANCE SR UNSECURED 144A 01/28 6.625   | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $714012.00    | 0.08%             | 2028-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                            | ASHTON WOODS USA/FINANCE SR UNSECURED 144A 08/29 4.625   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $762930.19    | 0.09%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC.                                | ASSUREDPARTNERS INC 2022 TERM LOAN                       | CUSIP: 04621HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1047362 | PA      | $1037380.45   | 0.12%             | 2027-02-13      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                 | ASSUREDPARTNERS INC SR UNSECURED 144A 08/25 7            | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    990000 | PA      | $978496.20    | 0.12%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AT HOME GROUP INC                                   | AT HOME GROUP INC SR SECURED 144A 07/28 4.875            | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $969211.00    | 0.11%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| AVIATION CAPITAL GROUP                              | AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1029577.86   | 0.12%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 07/24 3.95    | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $533775.00    | 0.06%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $416597.75    | 0.05%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                 | AXON ENTERPRISE INC SR UNSECURED 144A 12/27 0.5          | CUSIP: N/A<br>LEI: 549300QP2IEEGFE16681       | Long             | DBT              | CORP              | US        |   4750000 | PA      | $5127767.50   | 0.60%             | 2027-12-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                               | B RILEY FINANCIAL INC PREFERRED STOCK 08/28 5.25         | CUSIP: 05580M819<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     25836 | NS      | $548756.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX TECHNOLOGIES INC COMPANY GUAR 144A 04/29 4.125       | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $944851.32    | 0.11%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                           | BALL CORP COMPANY GUAR 03/28 6.875                       | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    405000 | PA      | $418389.30    | 0.05%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANFF MERGER SUB INC                                | BANFF MERGER SUB INC 2021 USD TERM LOAN                  | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1037512 | PA      | $1020849.45   | 0.12%             | 2025-10-02      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                    | VAIL RESORTS INC SR UNSECURED 01/26 0.00000              | CUSIP: N/A<br>LEI: 529900PSZHRNU9HKH870       | Long             | DBT              | CORP              | US        |  16250000 | PA      | $15468375.00  | 1.82%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                | BANK OF AMERICA CORP PREFERRED STOCK 7.25                | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | EP               | CORP              | US        |      8775 | NS      | $10917855.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | BAUSCH HEALTH COS INC SR SECURED 144A 02/27 6.125        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $267084.28    | 0.03%             | 2027-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2092000 | PA      | $1643558.88   | 0.19%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | BAUSCH HEALTH COS INC SECURED 144A 10/30 14              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $266744.31    | 0.03%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                            | BEACON ROOFING SUPPLY IN COMPANY GUAR 144A 05/29 4.125   | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    821000 | PA      | $707948.30    | 0.08%             | 2029-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                               | BEASLEY MEZ HLDGS LLC SR SECURED 144A 02/26 8.625        | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |    783000 | PA      | $512082.00    | 0.06%             | 2026-02-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                                 | BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125             | CUSIP: N/A<br>LEI: 549300WVEHPGE0Z56F71       | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9290000.00   | 1.09%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BILL.COM HOLDINGS INC                               | BILL.COM HOLDINGS INC SR UNSECURED 04/27 0.00000         | CUSIP: N/A<br>LEI: 549300IBF9VZZIGOZW63       | Long             | DBT              | CORP              | US        |  11750000 | PA      | $9515032.50   | 1.12%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: —       |
| BIOMARIN PHARMACEUTICAL                             | BIOMARIN PHARMACEUTICAL SR SUBORDINA 08/24 0.599         | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | DBT              | CORP              | US        |   6019000 | PA      | $6650332.91   | 0.78%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                | BOOKING HOLDINGS INC SR UNSECURED 05/25 0.75             | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |   5000000 | PA      | $7139550.00   | 0.84%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                             | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 07/29 4        | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    521000 | PA      | $468451.94    | 0.06%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                              | BOSTON SCIENTIFIC CORP PREFERRED STOCK 06/23 5.5         | CUSIP: N/A<br>LEI: Y6ZDD9FP4P8JSSJMW954       | Long             | EP               | CORP              | US        |     78100 | NS      | $8913553.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTREET PARTNERS INC                            | BROADSTREET PARTNERS INC SR UNSECURED 144A 04/29 5.875   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $1842235.16   | 0.22%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                 | BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    545000 | PA      | $419317.55    | 0.05%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                 | BUCKEYE PARTNERS LP SR UNSECURED 12/26 3.95              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    810000 | PA      | $744130.80    | 0.09%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| BURFORD CAPITAL GLBL FIN                            | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 04/30 6.875   | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915150.00    | 0.11%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3195565.00   | 0.38%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5         | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $504370.80    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/30 4.75      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1006618.00   | 0.12%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 08/30 4.5       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $470596.50    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1035000 | PA      | $862941.60    | 0.10%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/32 4.75      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $444133.26    | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 09/29 6.375     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1159044.00   | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP.                                | ENTERCOM MEDIA CORP 2019 TERM LOAN                       | CUSIP: 12506KAE9<br>LEI: 549300S5JUSXRHNCHD80 | Long             | LON              | CORP              | US        |   1527000 | PA      | $1101028.08   | 0.13%             | 2024-11-17      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                       | COHERENT CORP COMPANY GUAR 144A 12/29 5                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    604000 | PA      | $553197.56    | 0.07%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75  | CDI ESCROW ISSUER INC SR UNSECURED 144A 04/30 5.75       | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $495346.68    | 0.06%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8         | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1147302.20   | 0.14%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/COMMUNITY HEALTH SYS SECURED 144A 04/29 6.875        | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    594000 | PA      | $376239.60    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/COMMUNITY HEALTH SYS SECURED 144A 04/30 6.125        | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1260728.50   | 0.15%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104994.50    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1485411.75   | 0.17%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC HOLDINGS LLC COMPANY GUAR 144A 02/28 5.375           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1371384.20   | 0.16%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC HOLDINGS LLC SR UNSECURED 144A 01/30 5.75            | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1106105.00   | 0.13%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $948032.00    | 0.11%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC HOLDINGS LLC COMPANY GUAR 144A 11/31 4.5             | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $900164.80    | 0.11%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | CAESARS ENTERTAIN INC SR UNSECURED 144A 10/29 4.625      | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    657000 | PA      | $561780.99    | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| CALLON PETROLEUM CO                                 | CALLON PETROLEUM CO COMPANY GUAR 144A 06/30 7.5          | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1414243.60   | 0.17%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | CARNIVAL CORP SECURED 144A 02/26 10.5                    | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    512000 | PA      | $536104.96    | 0.06%             | 2026-02-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625              | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    257000 | PA      | $234147.56    | 0.03%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| CARRIAGE SERVICES INC                               | CARRIAGE SERVICES INC COMPANY GUAR 144A 05/29 4.25       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1004090.30   | 0.12%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | CARPENTER TECHNOLOGY SR UNSECURED 03/30 7.625            | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265107.90    | 0.03%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                          | CARVANA CO COMPANY GUAR 144A 09/29 4.875                 | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    775000 | PA      | $346192.50    | 0.04%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                | CASCADES INC/USA INC COMPANY GUAR 144A 01/26 5.125       | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $486896.80    | 0.06%             | 2026-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                | CASCADES INC/USA INC COMPANY GUAR 144A 01/28 5.375       | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $504198.00    | 0.06%             | 2028-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                             | CASTLELAKE AVIATION FIN SR UNSECURED 144A 04/27 5        | CUSIP: 14856HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1173000 | PA      | $1074491.46   | 0.13%             | 2027-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| CEDAR FAIR LP                                       | CEDAR FAIR LP COMPANY GUAR 07/29 5.25                    | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    810000 | PA      | $746763.30    | 0.09%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CENTRAL GARDEN & PET CO                             | CENTRAL GARDEN + PET CO COMPANY GUAR 144A 04/31 4.125    | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1000618.65   | 0.12%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CDK GLOBAL INC.                                     | CDK GLOBAL, INC. 2022 USD TERM LOAN B                    | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $269789.40    | 0.03%             | 2029-07-06      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | LUMEN TECHNOLOGIES INC SR UNSECURED 144A 01/29 4.5       | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    519000 | PA      | $349276.62    | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                              | CHESAPEAKE ENERGY CORP COMMON STOCK USD.01               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      3106 | NS      | $269352.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE TECH LLC                                  | COMMSCOPE TECH LLC COMPANY GUAR 144A 06/25 6             | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1077484.64   | 0.13%             | 2025-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                    | CREDIT ACCEPTANC COMPANY GUAR 03/26 6.625                | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1222299.30   | 0.14%             | 2026-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANC                                    | CREDIT ACCEPTANC COMPANY GUAR 144A 12/24 5.125           | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $983606.25    | 0.12%             | 2024-12-31      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CRYOPORT INC                                        | CRYOPORT INC SR UNSECURED 144A 12/26 0.75                | CUSIP: N/A<br>LEI: 9845004D8538BT8JF626       | Long             | DBT              | CORP              | US        |  13500000 | PA      | $10701180.00  | 1.26%             | 2026-12-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CUMULUS MEDIA INC                                   | CUMULUS MEDIA INC CL A COMMON STOCK USD.01               | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7383 | NS      | $49466.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD                               | CYBERARK SOFTWARE LTD SR UNSECURED 11/24 0.00000         | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | DBT              | CORP              | IL        |   8250000 | PA      | $9092490.00   | 1.07%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                             | DCP MIDSTREAM OPERATING COMPANY GUAR 144A 05/43 VAR      | CUSIP: 23311RAH9<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1574926.80   | 0.19%             | 2043-05-21      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD.                                    | SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B               | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |   1073500 | PA      | $1112017.18   | 0.13%             | 2027-10-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                            | DIAMOND FRGN/DIAMOND FIN SR SECURED 04/27 9              | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     13501 | PA      | $13069.10     | 0.00%             | 2027-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                            | DIAMOND SPORTS GR/DIAMON COMPANY GUAR 144A 08/27 6.625   | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $15735.00     | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | EP ENERGY CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: 549300Z6HPQS1H5IYQ07       | Long             | EC               | CORP              | US        |      7238 | NS      | $56999.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                  | ENERGY TRANSFER LP MLP                                   | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     72575 | NS      | $963796.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                     | ENTERPRISE PRODUCTS PARTNERS MLP                         | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     43085 | NS      | $1102976.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                              | ACRISURE LLC / FIN INC SR UNSECURED 144A 08/29 6         | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1293954.48   | 0.15%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                  | AERCAP HOLDINGS NV COMPANY GUAR 10/79 VAR                | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $1101401.00   | 0.13%             | 2079-10-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: —       |
| GULFPORT ENERGY CORP                                | GULFPORT ENERGY CORP PREFERRED STOCK                     | CUSIP: N/A<br>LEI: 549300FJX18IDUFPHD40       | Long             | EP               | CORP              | US        |        29 | NS      | $169650.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                                        | KKR + CO INC PREFERRED STOCK 09/23 6                     | CUSIP: N/A<br>LEI: 549300JOHU21WRN2Z451       | Long             | EP               | CORP              | US        |     91925 | NS      | $6210453.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| MAGELLAN MIDSTREAM PARTNERS LP                      | MAGELLAN MIDSTREAM PARTNERS MLP                          | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |     13895 | NS      | $741993.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                  | NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    194000 | NS      | $9302300.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                             | AETHON UN/AETHIN UN FIN SR UNSECURED 144A 02/26 8.25     | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1555892.58   | 0.18%             | 2026-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AIRBNB INC                                          | AIRBNB INC SR UNSECURED 03/26 0.00000                    | CUSIP: N/A<br>LEI: 549300HMUDNO0RY56D37       | Long             | DBT              | CORP              | US        |  12250000 | PA      | $10539165.00  | 1.24%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                  | NEXTERA ENERGY INC PREFERRED STOCK 09/23 6.219           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    283165 | NS      | $13560771.85  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                  | NEXTERA ENERGY INC PREFERRED STOCK 03/23 5.279           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     85265 | NS      | $4262397.35   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA 2015-2B PTT                              | AIR CANADA 2015 2B PTT PASS THRU CE 144A 06/25 5         | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    196666 | PA      | $191716.07    | 0.02%             | 2023-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT CORP                          | CAESARS ENTERTAINMENT CORP TERM LOAN B                   | CUSIP: 12768EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    540000 | PA      | $540194.40    | 0.06%             | 2030-01-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| NUSTAR ENERGY LP                                    | NUSTAR ENERGY LP PREFERRED STOCK VAR                     | CUSIP: 67058H201<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     18195 | NS      | $455238.90    | 0.05%             | 2063-02-28      | Variable      | 11.68%                | No            |                  1 | On Loan: —       |
| NUSTAR ENERGY LP                                    | NUSTAR ENERGY LP PREFERRED STOCK VAR                     | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     52270 | NS      | $1214754.80   | 0.14%             | 2063-02-28      | Variable      | 10.56%                | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NUSTAR LOGISTICS LP PREFERRED STOCK 01/43 VAR            | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |     47000 | NS      | $1178290.00   | 0.14%             | 2043-01-15      | Variable      | 11.58%                | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | ONEMAIN FINANCE CORP COMPANY GUAR 09/28 3.875            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    715000 | PA      | $603174.00    | 0.07%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                 | SILGAN HOLDINGS INC COMPANY GUAR 02/28 4.125             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1117142.22   | 0.13%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| SIMMONS FOOD INC/SIMMONS                            | SIMMONS FOOD INC/SIMMONS SECURED 144A 03/29 4.625        | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1252865.00   | 0.15%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                      | OPEN TEXT CORP SR SECURED 144A 12/27 6.9                 | CUSIP: 683715AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    525000 | PA      | $538440.00    | 0.06%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                              | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125     | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $318227.08    | 0.04%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC.                           | TEAM HEALTH HOLDINGS, INC. 2022 TERM LOAN B              | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |   2615357 | PA      | $2180554.12   | 0.26%             | 2027-02-02      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                            | TELESAT CANADA/TELESAT L SR SECURED 144A 06/27 4.875     | CUSIP: 87952VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1042000 | PA      | $479559.66    | 0.06%             | 2027-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                            | PERFORMANCE FOOD GROUP I COMPANY GUAR 144A 08/29 4.25    | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $931972.65    | 0.11%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC.              | PETCO HEALTH AND WELLNESS COMP 2021 TERM LOAN B          | CUSIP: 71601HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1802888 | PA      | $1787211.39   | 0.21%             | 2028-03-04      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX S.A.R.L.                         | JAZZ FINANCING LUX SARL USD TERM LOAN                    | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |   1865274 | PA      | $1865563.31   | 0.22%             | 2028-05-05      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| CAMELOT U.S. ACQUISITION LLC                        | CAMELOT U.S. ACQUISITION 1 CO TERM LOAN B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    919417 | PA      | $919301.64    | 0.11%             | 2026-10-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| PETSMART INC.                                       | PETSMART INC 2021 TERM LOAN B                            | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2601708 | PA      | $2587620.15   | 0.30%             | 2028-02-12      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PETSMART INC/PETSMART FI SR SECURED 144A 02/28 4.75      | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $302025.75    | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PETSMART INC/PETSMART FI COMPANY GUAR 144A 02/29 7.75    | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $642031.00    | 0.08%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                              | WILLIAMS SCOTSMAN INTL SR SECURED 144A 06/25 6.125       | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1126571.37   | 0.13%             | 2025-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                | PILGRIM S PRIDE CORP COMPANY GUAR 144A 09/27 5.875       | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    815000 | PA      | $809237.95    | 0.10%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                | PILGRIM S PRIDE CORP COMPANY GUAR 144A 04/31 4.25        | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    775000 | PA      | $672762.00    | 0.08%             | 2031-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                            | PIONEER NATURAL RESOURCE SR UNSECURED 05/25 0.25         | CUSIP: N/A<br>LEI: FY8JBF7CCL2VE4F1B628       | Long             | DBT              | CORP              | US        |   7750000 | PA      | $18271167.50  | 2.15%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                            | PLAINS ALL AMERICAN PIPE JR SUBORDINA 12/99 VAR          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   1040000 | PA      | $941075.20    | 0.11%             | 2063-10-10      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                               | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25       | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    523000 | PA      | $434900.65    | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75           | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    477000 | PA      | $470736.99    | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | POST HOLDINGS INC COMPANY GUAR 144A 08/27 2.5            | CUSIP: N/A<br>LEI: JM1I5YUAURL6DC8N1468       | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5456050.00   | 0.64%             | 2027-08-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: —       |
| PREMIER ENTERTAINMENT SU                            | PREMIER ENTERTAINMENT SU COMPANY GUAR 144A 09/29 5.625   | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1063902.00   | 0.13%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| PRESTIGE BRANDS INC                                 | PRESTIGE BRANDS INC COMPANY GUAR 144A 04/31 3.75         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    986000 | PA      | $837695.74    | 0.10%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| QVC INC                                             | QVC INC SR SECURED 08/34 5.45                            | CUSIP: 747262AW3<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    525000 | PA      | $310458.75    | 0.04%             | 2034-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QVC INC                                             | QVC INC SR SECURED 09/28 4.375                           | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    653000 | PA      | $419846.35    | 0.05%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                                     | Q2 HOLDINGS INC SR UNSECURED 06/26 0.75                  | CUSIP: N/A<br>LEI: 549300M9RKR9DZXWS696       | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1942245.00   | 0.23%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/29 3.625   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $401384.50    | 0.05%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 03/31 3.875   | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $383637.50    | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                            | RHP HOTEL PPTY/RHP FINAN COMPANY GUAR 144A 02/29 4.5     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1074012.00   | 0.13%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPLIGEN CORP                                       | REPLIGEN CORP SR UNSECURED 07/24 0.375                   | CUSIP: N/A<br>LEI: 54930006QJ0T5AUO1E71       | Long             | DBT              | CORP              | US        |   2700000 | PA      | $4576905.00   | 0.54%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                                      | REPAY HOLDINGS SR UNSECURED 144A 02/26 0.0000            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  12250000 | PA      | $9866150.00   | 1.16%             | 2026-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RINGCENTRAL INC                                     | RINGCENTRAL INC SR UNSECURED 03/25 0.00000               | CUSIP: N/A<br>LEI: 549300C8EH0H1614VE84       | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3731415.00   | 0.44%             | 2025-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                             | ROCKCLIFF ENERGY II LLC SR UNSECURED 144A 10/29 5.5      | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    935000 | PA      | $891457.05    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875   | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $214320.00    | 0.03%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                 | SVB FINANCIAL GROUP JR SUBORDINA 12/99 VAR               | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201095.00    | 0.02%             | 2063-01-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| SAREPTA THERAPEUTICS INC                            | SAREPTA THERAPEUTICS INC SR UNSECURED 144A 09/27 1.25    | CUSIP: N/A<br>LEI: 549300IKDPIED8J8IG21       | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5702800.00   | 0.67%             | 2027-09-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC.                 | SCIENTIFIC GAMES INTL INC 2022 USD TERM LOAN             | CUSIP: N/A<br>LEI: RLTHESQ0RNFQJWPBJN60       | Long             | LON              | CORP              | US        |   1194000 | PA      | $1194423.87   | 0.14%             | 2029-04-14      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875    | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875         | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $831299.10    | 0.10%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875   | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $431986.16    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375 | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $207555.77    | 0.02%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SEA LTD                                             | SEA LTD SR UNSECURED 09/26 0.25                          | CUSIP: N/A<br>LEI: 529900OM6JLLW44YKI15       | Long             | DBT              | CORP              | KY        |  16500000 | PA      | $12840960.00  | 1.51%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                     | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    261000 | PA      | $247746.42    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                     | SEALED AIR CORP SR UNSECURED 144A 02/28 6.125            | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    809000 | PA      | $816847.30    | 0.10%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                             | SENSATA TECHNOLOGIES BV COMPANY GUAR 144A 04/29 4        | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $359344.00    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                            | SENSATA TECHNOLOGIES INC COMPANY GUAR 144A 02/31 3.75    | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    519000 | PA      | $444269.19    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SHAKE SHACK INC                                     | SHAKE SHACK INC SR UNSECURED 03/28 0.00000               | CUSIP: N/A<br>LEI: 529900J74GJAHYP80N79       | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4686125.00   | 0.55%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                 | SHIFT4 PAYMENTS INC SR UNSECURED 12/25 0.00000           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  15000000 | PA      | $16061550.00  | 1.89%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                            | SINCLAIR TELEVISION GROU COMPANY GUAR 144A 03/30 5.5     | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    515000 | PA      | $411320.20    | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                            | SINCLAIR TELEVISION GROU SR SECURED 144A 12/30 4.125     | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    774000 | PA      | $616212.36    | 0.07%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/29 5.5          | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1268379.00   | 0.15%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4            | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    781000 | PA      | $695316.49    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | SIRIUS XM RADIO INC COMPANY GUAR 144A 09/26 3.125        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    515000 | PA      | $464854.45    | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | SIRIUS XM RADIO INC COMPANY GUAR 144A 09/31 3.875        | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    261000 | PA      | $215006.58    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                            | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $250071.28    | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                            | SNAP INC SR UNSECURED 08/26 0.75                         | CUSIP: N/A<br>LEI: 549300JNC0L6VP8A2Q35       | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5577840.00   | 0.66%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                            | SNAP INC SR UNSECURED 05/27 0.00000                      | CUSIP: N/A<br>LEI: 549300JNC0L6VP8A2Q35       | Long             | DBT              | CORP              | US        |  11500000 | PA      | $8494360.00   | 1.00%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                               | SOFI TECHNOLOGIES INC SR UNSECURED 144A 10/26 0.0000     | CUSIP: N/A<br>LEI: 549300SW81JCMVZDDY09       | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4539300.00   | 0.53%             | 2026-10-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: —       |
| SONIC AUTOMOTIVE INC                                | SONIC AUTOMOTIVE INC COMPANY GUAR 144A 11/29 4.625       | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $976405.20    | 0.12%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                | ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    553000 | PA      | $550500.44    | 0.06%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                           | BLOCK INC SR UNSECURED 05/23 0.5                         | CUSIP: N/A<br>LEI: 549300OHIIUWSTIZME52       | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11438100.00  | 1.35%             | 2023-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | STANDARD INDUSTRIES INC SR UNSECURED 144A 02/27 5        | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $982063.80    | 0.12%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                              | ACRISURE LLC / FIN INC SR UNSECURED 144A 11/25 7         | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1322282.58   | 0.16%             | 2025-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINOS LLC                                 | STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1914880.00   | 0.23%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STERICYCLE INC                                      | STERICYCLE INC COMPANY GUAR 144A 01/29 3.875             | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    835000 | PA      | $743150.00    | 0.09%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                  | STL HOLDING CO LLC SR UNSECURED 144A 02/26 7.5           | CUSIP: 861036AA9<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |    779000 | PA      | $688215.34    | 0.08%             | 2026-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                | SUMMIT MATERIALS LLC TERM LOAN B                         | CUSIP: 86614DAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $552178.00    | 0.07%             | 2027-12-14      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                              | SUNOCO LP/FINANCE CORP COMPANY GUAR 04/30 4.5            | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $232960.77    | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | 867ESCAC9 SUNEDISON INC 10/18 FIXED 2                    | CUSIP: N/A<br>LEI: 5493004W8FBXFVSWVZ87       | Long             | DBT              | CORP              | US        |   1027000 | PA      | $10270.00     | 0.00%             | 2049-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CB144A SUNEDISON INC 01/20 0.25 FIXED                    | CUSIP: N/A<br>LEI: 5493004W8FBXFVSWVZ87       | Long             | DBT              | CORP              | US        |  10545000 | PA      | $105450.00    | 0.01%             | 2049-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC.                                   | TKC HOLDINGS INC 2021 TERM LOAN                          | CUSIP: 87256FAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    659657 | PA      | $553835.18    | 0.07%             | 2028-05-14      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                | TTM TECHNOLOGIES INC COMPANY GUAR 144A 03/29 4           | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1267517.50   | 0.15%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| TANDEM DIABETES CARE INC                            | TANDEM DIABETES CARE INC SR UNSECURED 144A 05/25 1.5     | CUSIP: N/A<br>LEI: 549300JEPFOD0K4D3I05       | Long             | DBT              | CORP              | US        |   7250000 | PA      | $6623890.00   | 0.78%             | 2025-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                              | TELECOM ITALIA CAPITAL COMPANY GUAR 09/34 6              | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    805000 | PA      | $646930.20    | 0.08%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                      | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $537331.60    | 0.06%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                            | TRINSEO OP / TRINSEO FIN COMPANY GUAR 144A 04/29 5.125   | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    521000 | PA      | $376922.66    | 0.04%             | 2029-04-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                                          | TRONOX INC COMPANY GUAR 144A 03/29 4.625                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    780000 | PA      | $668054.40    | 0.08%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE US INC                                     | 2020 CASH EXCH TRUST PREFERRED STOCK 06/23 5.25          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     11250 | NS      | $13560525.00  | 1.60%             |  |  |  | Yes           |                  1 | On Loan: No      |
| TWILIO INC                                          | TWILIO INC COMPANY GUAR 03/29 3.625                      | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    725000 | PA      | $616561.75    | 0.07%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC.                               | WW INTERNATIONAL, INC. 2021 TERM LOAN B                  | CUSIP: 92941PAC7<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |   1752975 | PA      | $1053239.97   | 0.12%             | 2028-04-13      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CHAPARRAL ENERGY INC. COMMON STOCK CLASS A               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     10051 | NS      | $427167.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | GUITAR CENTER INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      6662 | NS      | $829419.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                   | WASTE PRO USA INC SR UNSECURED 144A 02/26 5.5            | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    915000 | PA      | $851983.95    | 0.10%             | 2026-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR INC                                         | WAYFAIR INC SR UNSECURED 144A 09/27 3.25                 | CUSIP: N/A<br>LEI: 54930027N9ZAVYFDHK53       | Long             | DBT              | CORP              | US        |  12100000 | PA      | $14531979.00  | 1.71%             | 2027-09-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                            | WEATHERFORD INTERNATIONA SR SECURED 144A 09/28 6.5       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1117000 | PA      | $1113280.39   | 0.13%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                            | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 04/30 8.625   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    785000 | PA      | $792229.85    | 0.09%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                 | LSF11 A5 HOLDCO LLC 2023 INCREMENTAL TERM LOAN B         | CUSIP: N/A<br>LEI: 254900FPK7P5WNA66Y10       | Long             | LON              | CORP              | US        |    525000 | PA      | $513187.50    | 0.06%             | 2028-10-15      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                              | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/25 7.125     | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528637.20    | 0.06%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                              | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267605.00    | 0.03%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                                | WILLIAMS COS INC COMMON STOCK USD1.0                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9185 | NS      | $296124.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS SCOTSMAN INTL                              | WILLIAMS SCOTSMAN INTL SR SECURED 144A 08/28 4.625       | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    258000 | PA      | $239282.10    | 0.03%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                       | WOLFSPEED INC SR UNSECURED 144A 02/28 0.25               | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | DBT              | CORP              | US        |   5711000 | PA      | $5238414.75   | 0.62%             | 2028-02-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: —       |
| WOLFSPEED INC                                       | WOLFSPEED INC SR UNSECURED 144A 12/29 1.875              | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9227255.00   | 1.09%             | 2029-12-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                              | XHR LP SR SECURED 144A 08/25 6.375                       | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1082686.58   | 0.13%             | 2025-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ZSCALER INC.                                        | ZSCALER INC. SR UNSECURED 07/25 0.125                    | CUSIP: N/A<br>LEI: 529900MZ0RTK1BWRNF46       | Long             | DBT              | CORP              | US        |   8500000 | PA      | $9301125.00   | 1.10%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                             | ZI TECH LLC/ZI FIN CORP COMPANY GUAR 144A 02/29 3.875    | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1036260.00   | 0.12%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| BOOKING HOLDINGS INC                                | BOOKING HOLDINGS INC JUN23 2350 CALL                     | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | N/A              | DE               |  | US        |        36 | NC      | $940320.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                          | AIR CANADA 2021 TERM LOAN B                              | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    646750 | PA      | $648480.06    | 0.08%             | 2028-08-11      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC.                        | BAUSCH HEALTH COMPANIES, INC. 2022 TERM LOAN B           | CUSIP: N/A<br>LEI: B3BS7ACMDUWISF18KY76       | Long             | LON              | CORP              | CA        |    258375 | PA      | $199962.87    | 0.02%             | 2027-02-01      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| MALLINCKRODT PLC                                    | MALLINCKRODT PLC COMMON STOCK                            | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |     15649 | NS      | $117367.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                         | MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR A   CW27  | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | N/A              | DE               | CORP              | BM        |     47202 | NS      | $4.72         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                         | MCDERMOTT INTERNATIONAL LTD MCDERMOTT INTER TR B   CW27  | CUSIP: N/A<br>LEI: 54930004RAXI4B3L4752       | N/A              | DE               | CORP              | BM        |     52447 | NS      | $5.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                           | APTIV PLC PREFERRED STOCK 06/23 5.5                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | JE        |     86550 | NS      | $10904434.50  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMELOT U.S. ACQUISITION LLC                        | CAMELOT US ACQUISITION 1 CO. 2020 INCREMENTAL TERM LOAN  | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    364586 | PA      | $364757.05    | 0.04%             | 2026-10-31      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG S.A.R.L.                            | ICON LUXEMBOURG SARL LUX TERM LOAN                       | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |    683018 | PA      | $683875.50    | 0.08%             | 2028-07-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC.                            | PRA HEALTH SCIENCES, INC. US TERM LOAN                   | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |    170174 | PA      | $170388.00    | 0.02%             | 2028-07-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | INTELSAT EMERGENCE SA COMMON STOCK                       | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |     12274 | NS      | $285370.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL FINANCE S.A.             | MALLINCKRODT INTERNA FIN SA 2022 USD TERM LOAN           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1022548 | PA      | $787418.24    | 0.09%             | 2027-09-30      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                | COMMERCIAL METALS CO SR UNSECURED 03/32 4.375            | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    261000 | PA      | $231141.60    | 0.03%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                       | COMMSCOPE INC SR SECURED 144A 09/29 4.75                 | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    955000 | PA      | $795218.95    | 0.09%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                      | OPEN TEXT CORP COMPANY GUAR 144A 12/29 3.875             | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $325921.96    | 0.04%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IEA ENERGY SERVICES LLC                             | IEA ENERGY SERVICES LLC COMPANY GUAR 144A 08/29 6.625    | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1188800.80   | 0.14%             | 2029-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                 | ESC CB144A INTELSAT JA 07/25 9.75                        | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | DBT              | CORP              | LU        |    790000 | PA      | $0.79         | 0.00%             | 2025-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS B                              | JETBLUE 2020 1 CLASS B PASS THRU CE 05/30 7.75           | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782618 | PA      | $772569.38    | 0.09%             | 2028-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                               | BATH + BODY WORKS INC COMPANY GUAR 01/27 6.694           | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1380061.52   | 0.16%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                   | MP MATERIALS CORP SR UNSECURED 144A 04/26 0.25           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6858000 | PA      | $6865269.48   | 0.81%             | 2026-04-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                             | MPLX LP JR SUBORDINA VAR                                 | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    965000 | PA      | $965617.60    | 0.11%             | 2063-01-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                              | MIWD HLDCO II/MIWD FIN COMPANY GUAR 144A 02/30 5.5       | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1168000 | PA      | $973212.64    | 0.11%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                             | MACY S RETAIL HLDGS LLC COMPANY GUAR 02/43 4.3           | CUSIP: 55616XAJ6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $310515.00    | 0.04%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                             | MACY S RETAIL HLDGS LLC SR SECURED 144A 07/34 6.7        | CUSIP: 55617LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1092000 | PA      | $923657.28    | 0.11%             | 2034-07-15      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                             | MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 03/30 5.875    | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $597238.52    | 0.07%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                            | MAGNOLIA OIL GAS/MAG FIN COMPANY GUAR 144A 08/26 6       | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $983271.10    | 0.12%             | 2026-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                                 | MALLINCKRODT FIN/SB SECURED 144A 06/29 10                | CUSIP: 561233AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    445000 | PA      | $255870.55    | 0.03%             | 2029-06-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                            | MARRIOTT VACATION WORLDW COMPANY GUAR 01/26 0.00000      | CUSIP: N/A<br>LEI: 549300WA6BT5H4F7IO94       | Long             | DBT              | CORP              | US        |  12250000 | PA      | $13238085.00  | 1.56%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                          | MASTEC INC COMPANY GUAR 144A 08/28 4.5                   | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    515000 | PA      | $477719.15    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| MATCH GROUP HLD II LLC                              | MATCH GROUP HLD II LLC SR UNSECURED 144A 10/31 3.625     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    522000 | PA      | $419427.00    | 0.05%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| MCLAREN FINANCE PLC                                 | MCLAREN FINANCE PLC SR SECURED 144A 08/26 7.5            | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $908928.00    | 0.11%             | 2026-08-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MERCER INTL INC                                     | MERCER INTL INC SR UNSECURED 02/29 5.125                 | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $949134.96    | 0.11%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                         | METLIFE INC JR SUBORDINA 12/66 6.4                       | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2306745.00   | 0.27%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                            | MICROCHIP TECHNOLOGY INC SR SUBORDINA 11/24 0.125        | CUSIP: N/A<br>LEI: 5493007PTFULNYZJ1R12       | Long             | DBT              | CORP              | US        |  15000000 | PA      | $16660200.00  | 1.96%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| MILEAGE PLUS HOLDINGS LLC                           | MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B               | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967500 | PA      | $1010374.76   | 0.12%             | 2027-06-20      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                            | MOHEGAN TRIBAL GAMING AU SECURED 144A 02/26 8            | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1368512.34   | 0.16%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MONGODB INC                                         | MONGODB INC SR UNSECURED 01/26 0.25                      | CUSIP: N/A<br>LEI: 549300TPTG69WKWE1Z37       | Long             | DBT              | CORP              | US        |   5000000 | PA      | $6137000.00   | 0.72%             | 2026-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                            | MOOG INC COMPANY GUAR 144A 12/27 4.25                    | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $603421.00    | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                              | MORGAN STANLEY FIN LLC 11/27 1                           | CUSIP: N/A<br>LEI: 5493003FCPSE9RKT4B56       | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9770312.50   | 1.15%             | 2027-11-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                            | MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 01/26 7.5     | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    495000 | PA      | $457741.35    | 0.05%             | 2026-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                            | MOSS CREEK RESOURCES HLD COMPANY GUAR 144A 05/27 10.5    | CUSIP: 61965RAB1<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525139.20    | 0.06%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1109193.40   | 0.13%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1090115.53   | 0.13%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| NCR CORP                                            | NCR CORP COMPANY GUAR 144A 04/29 5.125                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    522000 | PA      | $454667.22    | 0.05%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL CORPORATION LTD COMPANY GUAR 02/27 1.125             | CUSIP: N/A<br>LEI: UNZWILHE4KMRP9K2L524       | Long             | DBT              | CORP              | BM        |   6500000 | PA      | $4977440.00   | 0.59%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                       | NORDSTROM INC SR UNSECURED 01/44 5                       | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $336970.00    | 0.04%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                       | NORDSTROM INC SR UNSECURED 08/31 4.25                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    499000 | PA      | $375756.98    | 0.04%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                            | NORTHERN OIL AND GAS INC SR UNSECURED 144A 04/29 3.625   | CUSIP: N/A<br>LEI: OKFF0PIZDDMNH4UCYE51       | Long             | DBT              | CORP              | US        |   4500000 | PA      | $5142465.00   | 0.61%             | 2029-04-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                     | GEN DIGITAL INC COMPANY GUAR 144A 09/27 6.75             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482319.75    | 0.06%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                     | GEN DIGITAL INC COMPANY GUAR 144A 09/30 7.125            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482642.75    | 0.06%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                        | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $951735.20    | 0.11%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NUVASIVE INC                                        | NUVASIVE INC SR UNSECURED 03/25 0.375                    | CUSIP: N/A<br>LEI: 549300C5ZB4NZ6TWM881       | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3817350.00   | 0.45%             | 2025-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| OI EUROPEAN GROUP BV                                | OI EUROPEAN GROUP BV COMPANY GUAR 144A 02/30 4.75        | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $350957.10    | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OKTA INC                                            | OKTA INC SR UNSECURED 09/25 0.125                        | CUSIP: N/A<br>LEI: 549300N8J06I8MRHU620       | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7076960.00   | 0.83%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| OKTA INC                                            | OKTA INC SR UNSECURED 06/26 0.375                        | CUSIP: N/A<br>LEI: 549300N8J06I8MRHU620       | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3631200.00   | 0.43%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OMNICELL INC                                        | OMNICELL INC SR UNSECURED 09/25 0.25                     | CUSIP: N/A<br>LEI: 5493008RH0GTKHHPZI77       | Long             | DBT              | CORP              | US        |   9500000 | PA      | $8683475.00   | 1.02%             | 2025-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-31

**Name of Applicant:** Calamos Convertible and High Income Fund

**Signature:** Stephen Atkins

**Name of Signer:** Stephen Atkins

**Title:** Treasurer