# EDGAR Filing Document

**Accession Number:** 0001864208
**File Stem:** 0000913181-26-000020
**Filing Date:** 2026-1
**Character Count:** 503943
**Document Hash:** 3019fcc748ee613c809db7c601ff56d6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000913181-26-000020.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0000913181-26-000020

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Guggenheim Active Allocation Fund
- **CENTRAL INDEX KEY:** 0001864208

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23702
- **FILM NUMBER:** 26569070

**BUSINESS ADDRESS:**
- **STREET 1:** 227 W. MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 800-345-7999

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guggenheim Active Allocation Fund

- **b. Investment Company Act file number:** 811-23702

- **c. CIK number of Registrant:** 0001864208

- **d. LEI of Registrant:** 549300WVFF2XZ68PVT94

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

  - **Street Address 1:** 227 West Monroe Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-827-0100

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

- **a. Name of Series:** Guggenheim Active Allocation Fund

- **c. LEI of Series:** 549300WVFF2XZ68PVT94

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $761724222.80

**Total Liabilities:** $205804216.60

**Net Assets:** $555920006.20

**Delayed Delivery Securities:** $22994847.14

**Cash Not Reported:** $4409919.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4493.13735760 | **1-Year:** 16877.16576780 | **5-Year:** 21400.65184660 | **10-Year:** 22602.12153670 | **30-Year:** 29498.93698130

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

- **3-Month:** 15199.99194100 | **1-Year:** 23484.36316380 | **5-Year:** 62322.59415860 | **10-Year:** 9971.77494650 | **30-Year:** 16188.69311320

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.24%                | 0.71%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-388348.34              | $2572979.36                                |
| Month 2  | $412475.33               | $-2266544.23                               |
| Month 3  | $286113.82               | $65992.63                                  |

**Designated Index Information**

- **Index Name:** Portfolio (ExDerivative)

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AASET 2021-1 Trust                              | AASET Trust                                                                   | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520187 | PA      | $500002.73    | 0.09%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Absci Corp                                      | Absci Corp.                                                                   | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $909.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO Ltd.                                    | AGL CLO 17 Ltd.                                                               | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $472477.25    | 0.08%             | 2035-01-21      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| aka Brands Holding Corp                         | aka Brands Holding Corp.                                                      | CUSIP: 00152K200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $56.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks, Inc.                                                            | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367182.55    | 0.07%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                | AMC Networks, Inc.                                                            | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1472979.75   | 0.26%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                  | AMC Entertainment Holdings, Inc.                                              | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      1286 | NS      | $3150.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                       | ALX Oncology Holdings, Inc.                                                   | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $143.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outdoor Holding Co                              | Outdoor Holding Co.                                                           | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |       515 | NS      | $947.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP DE INC                                | APi Group DE, Inc.                                                            | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245659.08    | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                        | ASGN, Inc.                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       596 | NS      | $26825.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET Trust                                                                   | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288604 | PA      | $285685.83    | 0.05%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                              | AASET Trust                                                                   | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653182 | PA      | $619090.17    | 0.11%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                              | AASET Trust                                                                   | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459219 | PA      | $437583.03    | 0.08%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Accelerate Diagnostics Inc                      | Accelerate Diagnostics, Inc.                                                  | CUSIP: 00430H201<br>LEI: 2549007HE5QY1QEQ8K43 | Long             | EC               | CORP              | US        |        19 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Accuray Inc                                     | Accuray, Inc.                                                                 | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |       550 | NS      | $594.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCIDENT FUND INS CO AM                         | Accident Fund Insurance Company of America                                    | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2559877.99   | 0.46%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Acutus Medical Inc                              | Acutus Medical, Inc.                                                          | CUSIP: 005111109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptimmune Therapeutics Plc                    | Adaptimmune Therapeutics plc                                                  | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Long             | EC               | CORP              | GB        |       273 | NS      | $10.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                          | Advance Auto Parts, Inc.                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1253 | NS      | $65005.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                     | Aemetis, Inc.                                                                 | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |       161 | NS      | $278.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc                          | Spyre Therapeutics, Inc.                                                      | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |         9 | NS      | $270.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                              | Osaic Holdings, Inc.                                                          | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258926.00    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Advantage Solutions Inc                         | Advantage Solutions, Inc.                                                     | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $432.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                      | Air Canada                                                                    | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $1963456.18   | 0.35%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AirSculpt Technologies Inc                      | AirSculpt Technologies, Inc.                                                  | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $134.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc                       | Akoustis Technologies, Inc.                                                   | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |       287 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                          | Alarm.com Holdings, Inc.                                                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       552 | NS      | $28681.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 1SARL /                        | Albion Financing 1 SARL / Aggreko Holdings, Inc.                              | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    450000 | PA      | $467754.30    | 0.08%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alector Inc                                     | Alector, Inc.                                                                 | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       695 | NS      | $924.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                           | Alerus Financial Corp.                                                        | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |        89 | NS      | $1917.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                  | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1357 | NS      | $72830.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                            | Align Technology, Inc.                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1380 | NS      | $203122.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aligos Therapeutics Inc                         | Aligos Therapeutics, Inc.                                                     | CUSIP: 01626L204<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |         5 | NS      | $47.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aligned Data Centers Issuer LL                  | Aligned Data Centers Issuer LLC                                               | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $391335.28    | 0.07%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co                             | Allegiant Travel Co.                                                          | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        90 | NS      | $6840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                      | Allianz SE                                                                    | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1452304.00   | 0.26%             | N/A             | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer           | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155848.50    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer           | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1499044.80   | 0.27%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allogene Therapeutics Inc                       | Allogene Therapeutics, Inc.                                                   | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $1184.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                        | Allwyn Entertainment Financing UK plc                                         | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1240346.40   | 0.22%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Alpha Teknova Inc                               | Alpha Teknova, Inc.                                                           | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $191.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France S.A.                                                            | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4050726 | PA      | $3871293.87   | 0.70%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France S.A.                                                            | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1540200 | PA      | $1498505.58   | 0.27%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aterian Inc                                     | Aterian, Inc.                                                                 | CUSIP: 02156U200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $8.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                    | Ameresco, Inc.                                                                | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       362 | NS      | $12565.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                   | American Eagle Outfitters, Inc.                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      1778 | NS      | $36271.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP                         | American National Group, Inc.                                                 | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     25000 | NS      | $636250.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                         | American National Group, Inc.                                                 | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1332850.63   | 0.24%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American Outdoor Brands Inc                     | American Outdoor Brands, Inc.                                                 | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $602.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                              | American Well Corp.                                                           | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $461.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                        | AmeriTex HoldCo Intermediate LLC                                              | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $998063.35    | 0.18%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                              | AmFam Holdings, Inc.                                                          | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1557042.62   | 0.28%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ampio Pharmaceuticals Inc                       | Ampio Pharmaceuticals, Inc.                                                   | CUSIP: 03209T307<br>LEI: 529900DG3YQA5XIHV057 | Long             | EC               | CORP              | US        |         4 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES                               | Amsted Industries, Inc.                                                       | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155185.50    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AngioDynamics Inc                               | AngioDynamics, Inc.                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       220 | NS      | $2728.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                          | Anglo American Capital plc                                                    | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1098297.73   | 0.20%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anika Therapeutics Inc                          | Anika Therapeutics, Inc.                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        86 | NS      | $849.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                     | Annexon, Inc.                                                                 | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $832.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                     | Anterix, Inc.                                                                 | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        68 | NS      | $1398.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                              | Astrana Health, Inc.                                                          | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       442 | NS      | $10183.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                     | Appian Corp.                                                                  | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       461 | NS      | $18624.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Therapeutics Inc                        | Applied Therapeutics, Inc.                                                    | CUSIP: 03828A101<br>LEI: 549300KL3IJPHZM2GR04 | Long             | EC               | CORP              | US        |       105 | NS      | $27.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apyx Medical Corp                               | Apyx Medical Corp.                                                            | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |       185 | NS      | $741.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AquaBounty Technologies Inc                     | AquaBounty Technologies, Inc.                                                 | CUSIP: 03842K309<br>LEI: 549300TOJ0S836KCH094 | Long             | EC               | CORP              | US        |        17 | NS      | $17.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcimoto Inc                                    | Arcimoto, Inc.                                                                | CUSIP: 039587209<br>LEI: 549300MG7KF9H96GWE02 | Long             | EC               | CORP              | US        |         9 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                           | Arcus Biosciences, Inc.                                                       | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $13728.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO Ltd                                    | Ares CLO Ltd.                                                                 | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $835800.00    | 0.15%             | 2038-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                          | Ares Finance Company IV LLC                                                   | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1160721.18   | 0.21%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                     | Ares Direct Lending CLO 6 LLC                                                 | CUSIP: 039960AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1344928.19   | 0.24%             | 2037-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | Ares Loan Funding V Ltd.                                                      | CUSIP: 04020PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $1011621.60   | 0.18%             | 2037-07-27      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                     | Ares Direct Lending CLO 2 LLC                                                 | CUSIP: 04021CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1496207.40   | 0.27%             | 2036-10-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ARMOUR Residential REIT Inc                     | ARMOUR Residential REIT, Inc.                                                 | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |       103 | NS      | $1804.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                   | Arrowhead Pharmaceuticals, Inc.                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1200 | NS      | $63240.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                        | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $584175.16    | 0.11%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arteris Inc                                     | Arteris, Inc.                                                                 | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $415.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                     | Arvinas, Inc.                                                                 | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $6896.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                       | Asana, Inc.                                                                   | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |       853 | NS      | $10986.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                   | Ashford Hospitality Trust, Inc.                                               | CUSIP: 044103794<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $35.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                              | Aspen Aerogels, Inc.                                                          | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $846.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspira Women's Health Inc                       | Aspira Women's Health, Inc.                                                   | CUSIP: 04537Y208<br>LEI: 54930045CGQ3XUO9T533 | Long             | EC               | CORP              | US        |        28 | NS      | $11.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc                           | Assertio Holdings, Inc.                                                       | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $127.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                            | Astec Industries, Inc.                                                        | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       133 | NS      | $5886.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athersys Inc                                    | Athersys, Inc.                                                                | CUSIP: 04744L205<br>LEI: 529900SJN2POLMMUAI78 | Long             | EC               | CORP              | US        |        49 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                               | Athira Pharma, Inc.                                                           | CUSIP: 04746L203<br>LEI: 529900CSS4S4X8VY5C81 | Long             | EC               | CORP              | US        |        19 | NS      | $83.03        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC MARINE CORP COM                        | Atlantic Marine Corporations Communities LLC                                  | CUSIP: 048677AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1970773 | PA      | $1659529.10   | 0.30%             | 2048-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AtriCure Inc                                    | AtriCure, Inc.                                                                | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       525 | NS      | $18963.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                     | Atomera, Inc.                                                                 | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $297.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRECA INC                                      | Atreca, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300B5CQV1OOXFLU71       | Long             |  | CORP              | US        |       154 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Audacy Inc                                      | Audacy, Inc.                                                                  | CUSIP: 05070N202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Avalo Therapeutics Inc                          | Avalo Therapeutics, Inc.                                                      | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |         1 | NS      | $19.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                           | Avis Budget Group, Inc.                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       484 | NS      | $65765.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                   | B&G Foods, Inc.                                                               | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       375 | NS      | $1728.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                          | BP Capital Markets plc                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418656.71    | 0.08%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                          | BP Capital Markets plc                                                        | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $283613.28    | 0.05%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| B Riley Financial Inc                           | B Riley Financial, Inc.                                                       | CUSIP: 05580M108<br>LEI: 529900LRQ75IKIPK4990 | Long             | EC               | CORP              | US        |       118 | NS      | $512.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXHPP Trust                                     | BXHPP Trust                                                                   | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1578247.87   | 0.28%             | 2036-08-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust                                                  | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1211035 | PA      | $1210284.92   | 0.22%             | 2036-09-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust                                                                      | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999996.00    | 0.18%             | 2038-05-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust                                                                      | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1641248.40   | 0.30%             | 2041-06-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                       | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2988 | NS      | $147995.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock Ltd                                   | Ballyrock CLO 1 Ltd.                                                          | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $250049.38    | 0.04%             | 2032-07-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Bandwidth Inc                                   | Bandwidth, Inc.                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       275 | NS      | $3916.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp.                                                         | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1650000 | NS      | $1626817.34   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp.                                                         | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    131500 | NS      | $2363055.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                          | Bank of New York Mellon Corp.                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4912652.50   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                             | Bank of Nova Scotia                                                           | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $795188.25    | 0.14%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Barnes & Noble Education Inc                    | Barnes & Noble Education, Inc.                                                | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |         2 | NS      | $18.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                           | Bath & Body Works, Inc.                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     10922 | NS      | $190152.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Companies, Inc.                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $2986484.72   | 0.54%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                            | Bayard Park CLO Ltd.                                                          | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $340850.00    | 0.06%             | 2038-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Beam Global                                     | Beam Global                                                                   | CUSIP: 07373B109<br>LEI: 254900CT39JVKHAANA12 | Long             | EC               | CORP              | US        |        52 | NS      | $98.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                           | Beam Therapeutics, Inc.                                                       | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $15096.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC                           | Bed Bath & Beyond Inc                                                         | CUSIP: 075896159<br>LEI: 549300ACR0DL9U7EI710 | N/A              | DE               |  | US        |        50 | NS      | $37.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                     | Bell Telephone Company of Canada or Bell Canada                               | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1850000 | PA      | $1920207.50   | 0.35%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                        | Belrose Funding Trust II                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $886650.09    | 0.16%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                 | Best Buy Company, Inc.                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2703 | NS      | $214293.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                    | Big Lots, Inc.                                                                | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce.com Inc                                | Commerce.com, Inc.                                                            | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |       567 | NS      | $2602.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                        | Bio-Rad Laboratories, Inc.                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       482 | NS      | $156582.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                           | BioLife Solutions, Inc.                                                       | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |        61 | NS      | $1616.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                 | Bio-Techne Corp.                                                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      5648 | NS      | $364352.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biodesix Inc                                    | Biodesix, Inc.                                                                | CUSIP: 09075X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $24.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAtla Inc                                     | BioAtla, Inc.                                                                 | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $83.17        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitfarms Ltd/Canada                             | Bitfarms Ltd.                                                                 | CUSIP: 09173B107<br>LEI: 254900YWMA64Y1RPNJ12 | Long             | EC               | CORP              | US        |        12 | NS      | $41.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                   | BlackLine, Inc.                                                               | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       633 | NS      | $36074.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Credit Allocation In                  | BlackRock Credit Allocation Income Trust                                      | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |    290333 | NS      | $3187856.34   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Strategic Credit 20                  | Blackstone Strategic Credit Fund                                              | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |     91382 | NS      | $1082876.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                               | Blink Charging Co.                                                            | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $560.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                            | Blue Foundry Bancorp                                                          | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       167 | NS      | $1897.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                        | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016196.30   | 0.18%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bolt Biotherapeutics Inc                        | Bolt Biotherapeutics, Inc.                                                    | CUSIP: 097702203<br>LEI: 254900W0P77PQ6B8OY50 | Long             | EC               | CORP              | US        |         6 | NS      | $30.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                               | Boston Omaha Corp.                                                            | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |       118 | NS      | $1466.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYNE USA INC                                   | Boyne USA, Inc.                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1574539.68   | 0.28%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brandywine Realty Trust                         | Brandywine Realty Trust                                                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      1990 | NS      | $6825.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point CLO Ltd.                                                          | CUSIP: 10548TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $770830.00    | 0.14%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                        | British Telecommunications plc                                                | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4803467.50   | 0.86%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                        | Broadstone Net Lease, Inc.                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      1850 | NS      | $32504.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners, LP                                                          | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1561371.74   | 0.28%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource, Inc.                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1562235.00   | 0.28%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust                                                  | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468098 | PA      | $469265.65    | 0.08%             | 2041-08-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp.                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2509892.21   | 0.45%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                         | CARS-DB4, LP                                                                  | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $976758.40    | 0.18%             | 2050-02-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                         | CARS-DB4, LP                                                                  | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1330092.54   | 0.24%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                         | CARS-DB7, LP                                                                  | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026813 | PA      | $1036112.96   | 0.19%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                             | CDW LLC / CDW Finance Corp.                                                   | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1776745.90   | 0.32%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| C4 Therapeutics Inc                             | C4 Therapeutics, Inc.                                                         | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $1246.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascade Funding Mortgage Trust                  | CFMT LLC                                                                      | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $677901.28    | 0.12%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding Ltd.                                                             | CUSIP: 12571HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1003316.10   | 0.18%             | 2035-04-21      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                 | CMS Energy Corp.                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465804.90    | 0.08%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                      | CPI CG, Inc.                                                                  | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1319428.00   | 0.24%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62804.59     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $169615.65    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                              | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $775680.60    | 0.14%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CS Disco Inc                                    | CS Disco, Inc.                                                                | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $601.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                  | CVR Energy, Inc.                                                              | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3252785.91   | 0.59%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $578250.75    | 0.10%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                       | Caesars Entertainment, Inc.                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      8165 | NS      | $189999.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALDERYS FINANCING LLC                          | Calderys Financing LLC                                                        | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1328738.75   | 0.24%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                    | Topgolf Callaway Brands Corp.                                                 | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      1357 | NS      | $17478.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                      | Camping World Holdings, Inc.                                                  | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       489 | NS      | $5471.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                             | Cannae Holdings, Inc.                                                         | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       994 | NS      | $16003.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                       | Canoo, Inc.                                                                   | CUSIP: 13803R300<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |         2 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                   | Capitol Federal Financial, Inc.                                               | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $5036.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tvardi Therapeutics Inc                         | Tvardi Therapeutics, Inc.                                                     | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |         7 | NS      | $28.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE BORROWER INC                           | Capstone Borrower, Inc.                                                       | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019510.63   | 0.18%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cardlytics Inc                                  | Cardlytics, Inc.                                                              | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |       382 | NS      | $473.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                      | CareDx, Inc.                                                                  | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       593 | NS      | $10596.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carisma Therapeutics Inc                        | Carisma Therapeutics, Inc.                                                    | CUSIP: 14216R101<br>LEI: 549300DGKHONOZQIY116 | Long             | EC               | CORP              | US        |        59 | NS      | $2.95         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO Ltd.                                                           | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $887800.00    | 0.16%             | 2037-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                      | CarMax, Inc.                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2577 | NS      | $99626.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO Ltd.                                                           | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $992729.30    | 0.18%             | 2035-04-15      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle Global Market Strategies                                              | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $2255167.13   | 0.41%             | 2035-04-15      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| Carriage Services Inc                           | Carriage Services, Inc.                                                       | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $3897.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES INC                           | Carriage Services, Inc.                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3017322.76   | 0.54%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CarParts.com Inc                                | CarParts.com, Inc.                                                            | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |       291 | NS      | $156.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrington Mortgage Loan Trust                  | Carrington Mortgage Loan Trust Series                                         | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194254 | PA      | $1090140.95   | 0.20%             | 2037-01-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Cassava Sciences Inc                            | Cassava Sciences, Inc.                                                        | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       448 | NS      | $1456.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                          | Castle Biosciences, Inc.                                                      | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |       124 | NS      | $4953.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Castlelake Aircraft Securitiza                  | Castlelake Aircraft Securitization Trust                                      | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    203356 | PA      | $198896.29    | 0.04%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                  | Castlelake Aircraft Securitization Trust                                      | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143892 | PA      | $142453.18    | 0.03%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cato Corp/The                                   | Cato Corp.                                                                    | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |       117 | NS      | $409.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                     | Centerspace                                                                   | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |        83 | NS      | $5541.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                     | Cerence, Inc.                                                                 | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       454 | NS      | $5030.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                        | Century Therapeutics, Inc.                                                    | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $52.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus                                        | Cerberus Loan Funding XLIV LLC                                                | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $2068496.95   | 0.37%             | 2036-01-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cerberus                                        | Cerberus Loan Funding 53 LLC                                                  | CUSIP: 15674YAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $600000.00    | 0.11%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                        | Cerberus Loan Funding XL LLC                                                  | CUSIP: 15675AAG4<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002764.70   | 0.18%             | 2035-03-22      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Cerberus                                        | Cerberus Loan Funding XLVI, LP                                                | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999923.40    | 0.18%             | 2036-07-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Cerberus                                        | Cerberus Loan Funding XLV LLC                                                 | CUSIP: 15675FAG3<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1500008.40   | 0.27%             | 2036-04-15      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Cerberus                                        | Cerberus Loan Funding 52 LLC                                                  | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010186.40   | 0.36%             | 2037-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                    | Dayforce, Inc.                                                                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      4165 | NS      | $287801.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus                                        | Cerberus Loan Funding XLVII LLC                                               | CUSIP: 156945AG2<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $810830.64    | 0.15%             | 2036-07-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Cerus Corp                                      | Cerus Corp.                                                                   | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       986 | NS      | $1735.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                        | CEVA, Inc.                                                                    | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       132 | NS      | $2849.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                  | Charles River Laboratories International, Inc.                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       985 | NS      | $175467.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                      | Charter Communications, Inc.                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       457 | NS      | $91454.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                 | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1379000 | PA      | $1354477.79   | 0.24%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Children's Place Inc/The                        | Children's Place, Inc.                                                        | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       161 | NS      | $1275.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                      | Ciena Corp.                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $819592.27    | 0.15%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup, Inc.                                                               | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4913836.50   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi Trends Inc                                 | Citi Trends, Inc.                                                             | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        47 | NS      | $2128.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup, Inc.                                                               | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    600000 | NS      | $614121.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| City Office REIT Inc                            | City Office REIT, Inc.                                                        | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |       254 | NS      | $1729.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                          | Civista Bancshares, Inc.                                                      | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |        88 | NS      | $2001.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings                  | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      4259 | NS      | $8475.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings                   | Clearwater Analytics Holdings, Inc.                                           | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $1279.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                           | Clearwater Paper Corp.                                                        | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1497882.46   | 0.27%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                      | CoBank ACB                                                                    | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |   3000000 | NS      | $2925071.10   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Telesis Bio Inc                                 | Telesis Bio, Inc.                                                             | CUSIP: 192003200<br>LEI: 529900WZ6YTAF0SQB206 | Long             | EC               | CORP              | US        |         3 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                     | Codexis, Inc.                                                                 | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $1221.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codiak Biosciences Inc                          | Codiak Biosciences, Inc.                                                      | CUSIP: 192010106<br>LEI: 549300QVVVW74Y10Q230 | Long             | EC               | CORP              | US        |        94 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COGENT COMMS GRP / FIN                          | Cogent Communications Group LLC                                               | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495182.65    | 0.09%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                          | Cogent Communications Group LLC / Cogent Finance, Inc.                        | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $841874.85    | 0.15%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coherus Oncology Inc                            | Coherus Oncology, Inc.                                                        | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |       806 | NS      | $1096.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                     | Columbia Banking System, Inc.                                                 | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      1001 | NS      | $27747.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                       | Columbus McKinnon Corp.                                                       | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       163 | NS      | $2679.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                    | Community Health Systems, Inc.                                                | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1457 | NS      | $5041.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                  | Community Healthcare Trust, Inc.                                              | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       141 | NS      | $2196.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International                  | Compass Minerals International, Inc.                                          | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       200 | NS      | $3798.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNA                        | Compass Minerals International, Inc.                                          | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    583000 | PA      | $582884.16    | 0.10%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                        | Compass Minerals International, Inc.                                          | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780791.25    | 0.14%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| comScore Inc                                    | comScore, Inc.                                                                | CUSIP: 20564W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $138.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor                  | Comtech Telecommunications Corp.                                              | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       152 | NS      | $465.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                     | CONMED Corp.                                                                  | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       339 | NS      | $14719.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                          | ConnectOne Bancorp, Inc.                                                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       218 | NS      | $5508.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                      | Conn's, Inc.                                                                  | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |       106 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1992104.77   | 0.36%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Corsair Gaming Inc                              | Corsair Gaming, Inc.                                                          | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       163 | NS      | $1062.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quince Therapeutics Inc                         | Quince Therapeutics, Inc.                                                     | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $430.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                    | Coursera, Inc.                                                                | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       851 | NS      | $6765.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COX COMMUNICATIONS INC                          | Cox Communications, Inc.                                                      | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    245000 | PA      | $138732.88    | 0.02%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                          | Cox Communications, Inc.                                                      | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108538.82    | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Sto                  | Cracker Barrel Old Country Store, Inc.                                        | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       278 | NS      | $8031.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                       | Crocs, Inc.                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       683 | NS      | $58041.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                       | Crocs, Inc.                                                                   | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1569743.34   | 0.28%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                              | CrossCountry Intermediate HoldCo LLC                                          | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $556982.80    | 0.10%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                              | CrossCountry Intermediate HoldCo LLC                                          | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $808921.25    | 0.15%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CryoPort Inc                                    | CryoPort, Inc.                                                                | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       476 | NS      | $4579.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma Inc                               | Cue Biopharma, Inc.                                                           | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |       183 | NS      | $115.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                  | Cue Health, Inc.                                                              | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curis Inc                                       | Curis, Inc.                                                                   | CUSIP: 231269309<br>LEI: 5299000YO6CX4WMFVX06 | Long             | EC               | CORP              | US        |        25 | NS      | $34.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                             | CuriosityStream, Inc.                                                         | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |       155 | NS      | $745.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                          | Cushman & Wakefield US Borrower LLC                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516389.00   | 0.27%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CURO OLDCO LLC                                  | CURO Group Holdings Corp.                                                     | CUSIP: N/A<br>LEI: 54930007KH8KCGJ4YE72       | Long             |  | CORP              | US        |       125 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Korro Bio, Inc.                                 | Korro Bio, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       191 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                     | Custom Truck One Source, Inc.                                                 | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |       540 | NS      | $3450.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics, Inc.                    | Cartesian Therapeutics, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       542 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CytoSorbents Corp                               | CytoSorbents Corp.                                                            | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |       245 | NS      | $198.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc                         | CytomX Therapeutics, Inc.                                                     | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |       386 | NS      | $1652.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                  | DMC Global, Inc.                                                              | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       111 | NS      | $689.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTEIR THERAPEUTICS INC                         | Cyteir Therapeutics, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        99 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Neurogene, Inc.                                 | Neurogene, Inc.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        41 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                        | Dana, Inc.                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1698 | NS      | $38052.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Biosciences, LLC                      | Concentra Biosciences, LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       231 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                         | Darling Ingredients, Inc.                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152322.90    | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                      | DaVita, Inc.                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5043676.04   | 0.91%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Homology Medicines, Inc.                        | Homology Medicines, Inc.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       249 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Corp.                                      | XOMA Corp.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       153 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                    | AbbVie, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                     | Deluxe Corp.                                                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       503 | NS      | $10220.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                         | Denali Therapeutics, Inc.                                                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      1062 | NS      | $20677.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                    | Denny's Corp.                                                                 | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |       362 | NS      | $2233.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                             | Dentsply Sirona, Inc.                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      5242 | NS      | $59444.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group                   | Diamond Hill Investment Group, Inc.                                           | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        17 | NS      | $2006.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc                       | Dianthus Therapeutics, Inc.                                                   | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |        11 | NS      | $483.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                             | Digital Turbine, Inc.                                                         | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      1060 | NS      | $5077.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                         | DigitalBridge Group, Inc.                                                     | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      1417 | NS      | $13759.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                       | DigitalOcean Holdings, Inc.                                                   | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       593 | NS      | $26400.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                      | Diodes, Inc.                                                                  | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       510 | NS      | $23567.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                              | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1941 | NS      | $202776.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group Inc.                          | The Carlyle Group Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        20 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                        | Domo, Inc.                                                                    | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       330 | NS      | $3775.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Biosciences, LLC                      | Concentra Biosciences, LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       120 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ikena Oncology, Inc.                            | Ikena Oncology, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       161 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Biosciences, LLC                      | Concentra Biosciences, LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        48 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc.                    | Bausch Health Companies Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | CA        |       134 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Douglas Dynamics Inc                            | Douglas Dynamics, Inc.                                                        | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       134 | NS      | $4329.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                             | Douglas Elliman, Inc.                                                         | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       449 | NS      | $1189.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Obligations C                  | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares      | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |   2877480 | NS      | $2877479.63   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Ca                  | Dreyfus Treasury Securities Cash Management Fund - Institutional Shares       | CUSIP: N/A<br>LEI: 549300U78VESCW509025       | Long             | STIV             | RF                | US        |   6458669 | NS      | $6458669.40   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                             | Duluth Holdings, Inc.                                                         | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        72 | NS      | $232.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC             | SCIL IV LLC / SCIL USA Holdings LLC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    550000 | PA      | $668448.99    | 0.12%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                            | Dye & Durham Ltd.                                                             | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    880000 | PA      | $807091.56    | 0.15%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Eagle Bancorp Inc                               | Eagle Bancorp, Inc.                                                           | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       185 | NS      | $3509.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                              | EVI Industries, Inc.                                                          | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |        27 | NS      | $551.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                        | Eagle Funding Luxco SARL                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    700000 | PA      | $710633.00    | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Ltd Duration Incom                  | Eaton Vance Limited Duration Income Fund                                      | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |    309597 | NS      | $3142409.55   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EBET Inc                                        | EBET, Inc.                                                                    | CUSIP: 278700208<br>LEI: 549300SFUTRB5C1ZRU05 | Long             | EC               | CORP              | US        |         3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                   | EchoStar Corp.                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2985 | NS      | $218770.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                             | Editas Medicine, Inc.                                                         | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       801 | NS      | $1930.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                     | eHealth, Inc.                                                                 | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       145 | NS      | $591.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                         | 8x8, Inc.                                                                     | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      1327 | NS      | $2574.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elicio Therapeutics Inc                         | Elicio Therapeutics, Inc.                                                     | CUSIP: 28657F103<br>LEI: 254900EE2QKYD5SGI956 | Long             | EC               | CORP              | US        |        12 | NS      | $112.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Bio Inc                                   | Climb Bio, Inc.                                                               | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $77.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                       | Emergent BioSolutions, Inc.                                                   | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       287 | NS      | $3205.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                      | Enanta Pharmaceuticals, Inc.                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       230 | NS      | $3247.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                        | Encore Capital Group, Inc.                                                    | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    750000 | PA      | $789394.14    | 0.14%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                        | Encore Capital Group, Inc.                                                    | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2075330.40   | 0.37%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Endo Guc Trust                                  | Endo Guc Trust                                                                | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133456 | NS      | $13.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Contra Mallinckro                               | Contra Mallinckro                                                             | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $58745.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                | Enstar Group Ltd.                                                             | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $677096.55    | 0.12%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Entravision Communications Cor                  | Entravision Communications Corp.                                              | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       358 | NS      | $995.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                          | Equitable Holdings, Inc.                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1459395.00   | 0.26%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Erasca Inc                                      | Erasca, Inc.                                                                  | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       335 | NS      | $1061.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                        | Essex Property Trust, Inc.                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       761 | NS      | $200614.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                        | Etsy, Inc.                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      4899 | NS      | $265623.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                           | Euronet Worldwide, Inc.                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        13 | NS      | $963.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                         | European Wax Center, Inc.                                                     | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $580.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                  | Eventbrite, Inc.                                                              | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       448 | NS      | $1115.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                        | SK Invictus Intermediate II SARL                                              | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4250000 | PA      | $4182839.38   | 0.75%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exagen Inc                                      | Exagen, Inc.                                                                  | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |        61 | NS      | $481.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                          | eXp World Holdings, Inc.                                                      | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |       736 | NS      | $8353.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                    | Exponent, Inc.                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       606 | NS      | $43813.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP                             | FS KKR Capital Corp.                                                          | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3178258.51   | 0.57%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| F45 Training Holdings Inc                       | F45 Training Holdings, Inc.                                                   | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |       176 | NS      | $5.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto Issuer LLC                                                          | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1547893.24   | 0.28%             | 2039-10-19      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                | Farmers Insurance Exchange                                                    | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $610108.97    | 0.11%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fate Therapeutics Inc                           | Fate Therapeutics, Inc.                                                       | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       948 | NS      | $1080.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Holdings Inc                             | Fathom Holdings, Inc.                                                         | CUSIP: 31189V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $46.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae                                                                    | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3762442 | PA      | $3852530.54   | 0.69%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae                                                                    | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785272 | PA      | $804074.64    | 0.14%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac                                                                   | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    859705 | PA      | $880289.89    | 0.16%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.     | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1589205.09   | 0.29%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                           | Fidelis Insurance Holdings Ltd.                                               | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1460273.40   | 0.26%             | 2055-06-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Finance Of America Cos Inc                      | Finance of America Companies, Inc.                                            | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $239.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finch Therapeutics Group Inc                    | Finch Therapeutics Group, Inc.                                                | CUSIP: 31773D200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $13.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                  | First Financial Bankshares, Inc.                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1517 | NS      | $47391.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                            | First Foundation, Inc.                                                        | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       284 | NS      | $1510.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                 | 1stdibs.com, Inc.                                                             | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $605.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                          | First Republic Bank                                                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1594 | NS      | $3.67         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                             | First Republic Bank                                                           | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    200000 | NS      | $20.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisker Inc                                      | Fisker, Inc.                                                                  | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      1915 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fluent Inc                                      | Fluent, Inc.                                                                  | CUSIP: 34380C201<br>LEI: 549300P3G8O165ICY429 | Long             | EC               | CORP              | US        |        43 | NS      | $76.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc                           | Standard BioTools, Inc.                                                       | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |       454 | NS      | $681.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                        | Focus Financial Partners LLC                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1394771.40   | 0.25%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                   | Ford Motor Co.                                                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     15940 | NS      | $211683.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forian Inc                                      | Forian, Inc.                                                                  | CUSIP: 34630N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $235.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Biotech Inc                            | Fortress Biotech, Inc.                                                        | CUSIP: 34960Q307<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |        28 | NS      | $78.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forte Biosciences Inc                           | Forte Biosciences, Inc.                                                       | CUSIP: 34962G208<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |         2 | NS      | $37.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                        | Fortitude Group Holdings LLC                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364213.75    | 0.07%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fossil Group Inc                                | Fossil Group, Inc.                                                            | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |       284 | NS      | $854.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1439235.39   | 0.26%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fox Factory Holding Corp                        | Fox Factory Holding Corp.                                                     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       493 | NS      | $7291.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                          | Franklin Resources, Inc.                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      9379 | NS      | $211871.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor                  | Franklin Street Properties Corp.                                              | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |       595 | NS      | $618.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Military Housing B                  | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates        | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  11691111 | PA      | $662341.17    | 0.12%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fulgent Genetics Inc                            | Fulgent Genetics, Inc.                                                        | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       246 | NS      | $7276.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                            | GCAT Trust                                                                    | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586721 | PA      | $584704.53    | 0.11%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP Capital Limited Partnership / GLP Financing II, Inc.                      | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2935578.10   | 0.53%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GT Biopharma Inc                                | GT Biopharma, Inc.                                                            | CUSIP: 36254L308<br>LEI: 549300HMPDDS7IM47Y18 | Long             | EC               | CORP              | US        |         3 | NS      | $2.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                           | Neogen Food Safety Corp.                                                      | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $958133.70    | 0.17%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                            | Generac Holdings, Inc.                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2048 | NS      | $310538.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                               | Generation Bio Co.                                                            | CUSIP: 37148K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $277.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generate CLO Ltd.                               | Generate CLO 21 Ltd.                                                          | CUSIP: 37150EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $581580.00    | 0.10%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gentherm Inc                                    | Gentherm, Inc.                                                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       390 | NS      | $13911.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                        | Gevo, Inc.                                                                    | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      1167 | NS      | $2497.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                    | Ginkgo Bioworks Holdings, Inc.                                                | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $92.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                      | Global Water Resources, Inc.                                                  | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $642.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                         | Global Medical REIT, Inc.                                                     | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |        70 | NS      | $2321.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                         | Global Partners Limited Partnership / GLP Finance Corp.                       | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $683168.85    | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                         | Global Partners Limited Partnership / GLP Finance Corp.                       | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152348.10    | 0.03%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                          | Global Atlantic Finance Co.                                                   | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1574822.20   | 0.28%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                          | Global Atlantic Finance Co.                                                   | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3056654.13   | 0.55%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | GoldenTree Loan Management US CLO 1 Ltd.                                      | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-O            | CORP              | KY        |   1150000 | PA      | $1152363.02   | 0.21%             | 2037-04-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | GoldenTree Loan Management US CLO 24 Ltd.                                     | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $579143.88    | 0.10%             | 2038-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4958077.50   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                  | Golub Capital Partners CLO 46M Ltd.                                           | CUSIP: 38178UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006637.00   | 0.18%             | 2037-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                  | Golub Capital Partners CLO 83M                                                | CUSIP: 38182EAJ8<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $846225.92    | 0.15%             | 2038-11-09      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                  | Golub Capital Partners CLO 69M                                                | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2221462.32   | 0.40%             | 2038-11-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                   | Goodyear Tire & Rubber Co.                                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3229 | NS      | $27963.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                         | Goosehead Insurance, Inc.                                                     | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       211 | NS      | $15097.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                       | GoPro, Inc.                                                                   | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       755 | NS      | $1230.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH FINANCE INC                            | GrafTech Finance, Inc.                                                        | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2356000.00   | 0.42%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GrafTech International Ltd                      | GrafTech International Ltd.                                                   | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |       234 | NS      | $3374.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Property Trust Inc                        | Rithm Property Trust, Inc.                                                    | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       129 | NS      | $345.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                         | Great Lakes Dredge & Dock Corp.                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1412130.35   | 0.25%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Green Dot Corp                                  | Green Dot Corp.                                                               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $3934.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryvyl Inc                                       | Ryvyl, Inc.                                                                   | CUSIP: 39366L307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $4.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich Lifesciences Inc                      | Greenwich Lifesciences, Inc.                                                  | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $209.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                      | Grid Dynamics Holdings, Inc.                                                  | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |       530 | NS      | $4642.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                             | GrowGeneration Corp.                                                          | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $1002.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                              | HF Foods Group, Inc.                                                          | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |       217 | NS      | $544.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS Private Credit CLO                          | HPS Private Credit CLO LLC                                                    | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997802.40    | 0.18%             | 2037-07-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                 | Hamlin Park CLO Ltd.                                                          | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $733380.00    | 0.13%             | 2037-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                 | Hanesbrands, Inc.                                                             | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    550000 | PA      | $579391.45    | 0.10%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure                   | HA Sustainable Infrastructure Capital, Inc.                                   | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |       896 | NS      | $30786.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIRI CORP                                     | Enviri Corp.                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2628205.13   | 0.47%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Harvard Bioscience Inc                          | Harvard Bioscience, Inc.                                                      | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |       234 | NS      | $178.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                             | Health Catalyst, Inc.                                                         | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |       609 | NS      | $1820.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                | HealthEquity, Inc.                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73697.78     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                       | Healthpeak Properties, Inc.                                                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      7889 | NS      | $144053.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                         | Helios Technologies, Inc.                                                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       378 | NS      | $20408.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241438.36    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings, Inc.                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179970.33    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Heron Therapeutics Inc                          | Heron Therapeutics, Inc.                                                      | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      1100 | NS      | $1276.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                            | Hilltop Holdings, Inc.                                                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       362 | NS      | $12423.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Saving                  | Hingham Institution For Savings                                               | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         8 | NS      | $2343.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                               | Mechanics Bancorp                                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1771.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hookipa Pharma Inc                              | Hookipa Pharma, Inc.                                                          | CUSIP: 43906K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $9.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotwire Funding LLC                             | Hotwire Funding LLC                                                           | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $7564596.27   | 1.36%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Humanigen Inc                                   | Humanigen, Inc.                                                               | CUSIP: 444863203<br>LEI: 549300ILAUCQNMJQXL47 | Long             | EC               | CORP              | US        |       284 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HUNT COS INC                                    | Hunt Companies, Inc.                                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1806893.71   | 0.33%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                    | Huntington Bancshares, Inc.                                                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       542 | NS      | $8834.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                    | Hydrofarm Holdings Group, Inc.                                                | CUSIP: 44888K407<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |        46 | NS      | $84.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                           | Hyliion Holdings Corp.                                                        | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $1312.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HyreCar Inc                                     | HyreCar, Inc.                                                                 | CUSIP: 44916T107<br>LEI: 549300Y900ZKQQLV6S25 | Long             | EC               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                              | IPG Photonics Corp.                                                           | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4423 | NS      | $352247.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT HOLDINGS LLC                                | ITT Holdings LLC                                                              | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3634770.94   | 0.65%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iBio Inc                                        | iBio, Inc.                                                                    | CUSIP: 451033708<br>LEI: 529900EW4RXUITGKUT34 | Long             | EC               | CORP              | US        |         2 | NS      | $2.46         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideanomics Inc                                  | Ideanomics, Inc.                                                              | CUSIP: 45166V205<br>LEI: 9845009A38D0B0JFB460 | Long             | EC               | CORP              | US        |        22 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                     | Identiv, Inc.                                                                 | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |       127 | NS      | $427.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                 | iHeartMedia, Inc.                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1313 | NS      | $5160.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImageneBio Inc                                  | ImageneBio, Inc.                                                              | CUSIP: 45175G207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $89.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                    | Illumina, Inc.                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1645 | NS      | $216235.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                           | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $401905.41    | 0.07%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Industrial Logistics Propertie                  | Industrial Logistics Properties Trust                                         | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       380 | NS      | $2105.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Pharmaceuticals Inc                    | Infinity Pharmaceuticals, Inc.                                                | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |       521 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc                         | InfuSystem Holdings, Inc.                                                     | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |       108 | NS      | $1002.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                                   | Ingevity Corp.                                                                | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2810894.89   | 0.51%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inovio Pharmaceuticals Inc                      | Inovio Pharmaceuticals, Inc.                                                  | CUSIP: 45773H409<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |       205 | NS      | $422.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                      | Inogen, Inc.                                                                  | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       116 | NS      | $821.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                  | Innovative Industrial Properties, Inc.                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       292 | NS      | $14439.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                    | Inseego Corp.                                                                 | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |        49 | NS      | $535.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                      | Inotiv, Inc.                                                                  | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |        99 | NS      | $91.63        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATE Corp                                   | INNOVATE Corp.                                                                | CUSIP: 45784J303<br>LEI: 549300S6O246JWQQ1K58 | Long             | EC               | CORP              | US        |        29 | NS      | $149.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                       | Intellia Therapeutics, Inc.                                                   | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       814 | NS      | $7317.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                    | Invesco Mortgage Capital, Inc.                                                | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       182 | NS      | $1492.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                     | iRobot Corp.                                                                  | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       315 | NS      | $497.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Silver Trust                            | iShares Silver Trust                                                          | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |     63500 | NS      | $3251835.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                        | JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL               | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1379272.65   | 0.25%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                          | JB Poindexter & Company, Inc.                                                 | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    590000 | PA      | $615208.34    | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd.                                                                  | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   2479342 | PA      | $2469337.81   | 0.44%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                           | Jackson Financial, Inc.                                                       | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     26000 | NS      | $680680.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                         | Jane Street Group / JSG Finance, Inc.                                         | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2844255.60   | 0.51%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                        | Jefferies Finance LLC / JFIN Company-Issuer Corp.                             | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3618993.27   | 0.65%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                      | Jefferies Credit Partners Direct Lending Clo 2025-1 Ltd.                      | CUSIP: 47235BAJ2<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-O            | CORP              | KY        |   1050000 | PA      | $1049990.45   | 0.19%             | 2037-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                  | JBT Marel Corp.                                                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       366 | NS      | $51433.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                            | Johnson Outdoors, Inc.                                                        | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1270.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                  | Joint Corp.                                                                   | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $1389.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                        | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $366325.40    | 0.07%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                        | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAG0<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $715773.50    | 0.13%             | 2033-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                  | Ziff Davis, Inc.                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       508 | NS      | $16672.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co.                                                          | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1350000 | NS      | $1394301.60   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                   | KDAC Aviation Finance Ltd.                                                    | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1194744 | PA      | $1190895.79   | 0.21%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                          | KKR Group Finance Company X LLC                                               | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1080589.18   | 0.19%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF Ltd.                                                                     | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $932474.59    | 0.17%             | 2039-02-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Kalaris Therapeutics Inc                        | Kalaris Therapeutics, Inc.                                                    | CUSIP: 482929106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $43.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                            | Kaiser Aluminum Corp.                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4169122.22   | 0.75%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KALA BIO Inc                                    | KALA BIO, Inc.                                                                | CUSIP: 483119202<br>LEI: 529900Y7RO0C9P0TX474 | Long             | EC               | CORP              | US        |         6 | NS      | $5.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                  | Kennametal, Inc.                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       980 | NS      | $27126.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                              | Kennedy-Wilson, Inc.                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3358075.00   | 0.60%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                         | KeyCorp                                                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     11155 | NS      | $205028.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                         | Kezar Life Sciences, Inc.                                                     | CUSIP: 49372L209<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |        21 | NS      | $130.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brand House Collective Inc/The                  | Brand House Collective, Inc.                                                  | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $89.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                             | Kodiak Sciences, Inc.                                                         | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       399 | NS      | $9169.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corp                                      | Kopin Corp.                                                                   | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |       462 | NS      | $1127.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                      | Korn Ferry                                                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       630 | NS      | $41435.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korro Bio Inc                                   | Korro Bio, Inc.                                                               | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $17.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                   | LGI Homes, Inc.                                                               | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       252 | NS      | $13109.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                  | LCI Industries                                                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       289 | NS      | $32850.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Labrador Aviation Finance Limi                  | Labrador Aviation Finance Ltd.                                                | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    901547 | PA      | $897354.07    | 0.16%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Laird Superfood Inc                             | Laird Superfood, Inc.                                                         | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $101.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                  | Lands' End, Inc.                                                              | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |        85 | NS      | $1342.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                | Latham Group, Inc.                                                            | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $1716.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazydays Holdings Inc                           | Lazydays Holdings, Inc.                                                       | CUSIP: 52110H209<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |         2 | NS      | $0.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                | LendingClub Corp.                                                             | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1171 | NS      | $21195.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                 | LendingTree, Inc.                                                             | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       136 | NS      | $7756.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LENZ Therapeutics Inc                           | LENZ Therapeutics, Inc.                                                       | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $671.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing, Inc.                                                       | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1513593.84   | 0.27%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                     | Lexicon Pharmaceuticals, Inc.                                                 | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $583.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                            | LXP Industrial Trust                                                          | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       656 | NS      | $31816.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                        | Liberty Mutual Group, Inc.                                                    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3386375.00   | 0.61%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lifetime Brands Inc                             | Lifetime Brands, Inc.                                                         | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |        75 | NS      | $285.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV                     | Ligand Pharmaceuticals, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        67 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV                     | Ligand Pharmaceuticals, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        67 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lincoln National Corp                           | Lincoln National Corp.                                                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8597 | NS      | $353680.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                           | Lincoln National Corp.                                                        | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    750000 | NS      | $804993.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                        | Lindblad Expeditions LLC                                                      | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307674.90    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lineage Cell Therapeutics Inc                   | Lineage Cell Therapeutics, Inc.                                               | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |       747 | NS      | $1314.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                          | Lionsgate Studios Corp.                                                       | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1766 | NS      | $13174.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                         | Live Oak Bancshares, Inc.                                                     | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $12001.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                  | LivePerson, Inc.                                                              | CUSIP: 538146309<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |        51 | NS      | $253.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                           | LiveRamp Holdings, Inc.                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       775 | NS      | $22358.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Ride Inc                                     | Nu Ride, Inc.                                                                 | CUSIP: 54405Q209<br>LEI: 5493000HCHF3YP6AGZ15 | Long             | EC               | CORP              | US        |        60 | NS      | $81.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                  | Lovesac Co.                                                                   | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $1090.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Securities Investment Lt                  | LSTAR Securities Investment Ltd.                                              | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140115 | PA      | $1141213.89   | 0.21%             | 2029-01-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Lucid Diagnostics Inc                           | Lucid Diagnostics, Inc.                                                       | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $41.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                        | LL Flooring Holdings, Inc.                                                    | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MFA Financial Inc                               | MFA Financial, Inc.                                                           | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       649 | NS      | $6243.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lite Strategy Inc                               | Lite Strategy, Inc.                                                           | CUSIP: 55279B301<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |        33 | NS      | $62.37        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                          | MIWD Holdco II LLC / MIWD Finance Corp.                                       | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2455244.22   | 0.44%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                      | Macy's, Inc.                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3538 | NS      | $79109.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LVIII Ltd.                                               | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $553837.63    | 0.10%             | 2037-04-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LIII Ltd.                                                | CUSIP: 558201AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7500000 | PA      | $7223553.00   | 1.30%             | 2035-04-21      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                    | Magnera Corp.                                                                 | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |        20 | NS      | $283.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                | Malibu Boats, Inc.                                                            | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $3435.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                            | Manitowoc Company, Inc.                                                       | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       204 | NS      | $2301.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                               | MARA Holdings, Inc.                                                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      1115 | NS      | $13168.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                   | MarineMax, Inc.                                                               | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       123 | NS      | $2875.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                        | MarketAxess Holdings, Inc.                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       746 | NS      | $122261.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                 | Match Group, Inc.                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5697 | NS      | $189767.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                          | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329000.20    | 0.06%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                          | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674923.06    | 0.12%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education, Inc.                                                   | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1801477.80   | 0.32%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education, Inc.                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1721183.70   | 0.31%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MaxLinear Inc                                   | MaxLinear, Inc.                                                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       829 | NS      | $12907.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                     | MaxCyte, Inc.                                                                 | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |       563 | NS      | $990.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Airways Holdings Inc                   | Republic Airways Holdings, Inc.                                               | CUSIP: 590479408<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |        13 | NS      | $260.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                           | Mesa Laboratories, Inc.                                                       | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        29 | NS      | $2325.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Materials Inc                              | Meta Materials, Inc.                                                          | CUSIP: 59134N302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METIS ISSUER 2025-1 LLC                         | Metis Issuer, LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1223323.67   | 0.22%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| Metropolitan Bank Holding Corp                  | Metropolitan Bank Holding Corp.                                               | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $4252.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                              | Middlesex Water Co.                                                           | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $5182.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                        | Mill City Securities Ltd.                                                     | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $2937375.00   | 0.53%             | 2069-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                 | MillerKnoll, Inc.                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       872 | NS      | $13803.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mind Medicine MindMed Inc                       | Mind Medicine MindMed, Inc.                                                   | CUSIP: 60255C885<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | US        |       125 | NS      | $1581.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                             | Mission Produce, Inc.                                                         | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       220 | NS      | $2644.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                               | Mitek Systems, Inc.                                                           | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       255 | NS      | $2259.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                     | Moderna, Inc.                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1850 | NS      | $48063.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                   | ModivCare, Inc.                                                               | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       145 | NS      | $1.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                           | Mohawk Industries, Inc.                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2047 | NS      | $237247.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                       | Monro, Inc.                                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $3629.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I                  | Montrose Environmental Group, Inc.                                            | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       305 | NS      | $7823.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                | Movado Group, Inc.                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        91 | NS      | $1905.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NS WIND DOWN CO INC                             | NanoString Technologies, Inc. Escrow                                          | CUSIP: N/A<br>LEI: 549300G4CK0Y3WRDMY89       | Long             | EC               | CORP              | US        |       532 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NASSAU COMPANIES OF NY                          | Nassau Companies of New York                                                  | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $608973.25    | 0.11%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| National CineMedia Inc                          | National CineMedia, Inc.                                                      | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |        35 | NS      | $150.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                  | National Storage Affiliates Trust                                             | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       949 | NS      | $27948.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                    | National Vision Holdings, Inc.                                                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       969 | NS      | $27955.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                     | Neogen Corp.                                                                  | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      1258 | NS      | $7522.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                 | NeoGenomics, Inc.                                                             | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1325 | NS      | $16032.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc                                   | Neurogene, Inc.                                                               | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |        10 | NS      | $210.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers CLO 57 Ltd.                                    | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $1147920.00   | 0.21%             | 2038-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                        | New Enterprise Stone & Lime Company, Inc.                                     | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2302306.56   | 0.41%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                        | New Enterprise Stone & Lime Company, Inc.                                     | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    291000 | PA      | $291243.28    | 0.05%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                              | New Flyer Holdings, Inc.                                                      | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $348080.85    | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     16750 | NS      | $421765.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    451000 | PA      | $468105.08    | 0.08%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                        | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2085 | NS      | $134753.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                     | Nikola Corp.                                                                  | CUSIP: 654110303<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |        89 | NS      | $0.36         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 9 Meters Biopharma Inc                          | 9 Meters Biopharma, Inc.                                                      | CUSIP: 654405208<br>LEI: 549300TNBRYXYEAI2956 | Long             | EC               | CORP              | US        |        67 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                                    | Noodles & Co.                                                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |       242 | NS      | $169.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                          | Northfield Bancorp, Inc.                                                      | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $2773.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                          | Brundage-Bone Concrete Pumping Holdings, Inc.                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1367755.20   | 0.25%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                             | NuStar Logistics, LP                                                          | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1988308.74   | 0.36%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nurix Therapeutics Inc                          | Nurix Therapeutics, Inc.                                                      | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $6594.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                | Nuvation Bio, Inc.                                                            | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1852 | NS      | $14871.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO Ltd.                                                                  | CUSIP: 67120JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $341205.00    | 0.06%             | 2038-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer LLC                             | Obsidian Issuer LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1425276.64   | 0.26%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp.                                                    | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3783754.70   | 0.68%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ocugen Inc                                      | Ocugen, Inc.                                                                  | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |      2201 | NS      | $2729.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon 78 Ltd                                  | Octagon 78 Ltd.                                                               | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $817365.78    | 0.15%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                  | Office Properties Income Trust                                                | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $4.73         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                    | Omnicell, Inc.                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       513 | NS      | $18729.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                      | OmniAb, Inc.                                                                  | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $1569.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Molecular Diagnostics                   | Insight Molecular Diagnostics, Inc.                                           | CUSIP: 68235C206<br>LEI: 549300BIYAW8GO410287 | Long             | EC               | CORP              | US        |        17 | NS      | $104.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc                      | Oncternal Therapeutics, Inc.                                                  | CUSIP: 68236P206<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| One Liberty Properties Inc                      | One Liberty Properties, Inc.                                                  | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |        95 | NS      | $1979.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                           | 1-800-Flowers.com, Inc.                                                       | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $1080.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                        | 1011778 BC ULC / New Red Finance, Inc.                                        | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4287990.60   | 0.77%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1045769.05   | 0.19%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp.                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3097189.92   | 0.56%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneWater Marine Inc                             | OneWater Marine, Inc.                                                         | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $741.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontrak Inc                                      | Ontrak, Inc.                                                                  | CUSIP: 683373401<br>LEI: 549300OQ36UO20X0DB40 | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                        | ON24, Inc.                                                                    | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |       161 | NS      | $911.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                        | Ooma, Inc.                                                                    | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $1461.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                               | Open Lending Corp.                                                            | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1223 | NS      | $2335.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                 | OPKO Health, Inc.                                                             | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      2343 | NS      | $3186.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                          | Oportun Financial Corp.                                                       | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       124 | NS      | $641.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp.                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98310.42     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp.                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440950.59    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165010.35    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163981.30    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OptimizeRx Corp                                 | OptimizeRx Corp.                                                              | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $3130.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oramed Pharmaceuticals Inc                      | Oramed Pharmaceuticals, Inc.                                                  | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |       212 | NS      | $604.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                        | OraSure Technologies, Inc.                                                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       426 | NS      | $1013.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                       | Orchid Island Capital, Inc.                                                   | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |       158 | NS      | $1142.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                      | Organogenesis Holdings, Inc.                                                  | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       379 | NS      | $1963.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                            | OrthoPediatrics Corp.                                                         | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |        80 | NS      | $1479.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                            | Orthofix Medical, Inc.                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $1255.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                      | Ouster, Inc.                                                                  | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $2571.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teads Holding Co                                | Teads Holding Co.                                                             | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |       127 | NS      | $89.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                              | Outfront Media, Inc.                                                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      1726 | NS      | $40612.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                        | Outfront Media Capital LLC / Outfront Media Capital Corp.                     | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $315764.96    | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Outset Medical Inc                              | Outset Medical, Inc.                                                          | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $164.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                           | Bed Bath & Beyond, Inc.                                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       504 | NS      | $3034.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                               | Owens & Minor, Inc.                                                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       718 | NS      | $1952.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock CLO Ltd                                | Owl Rock CLO XVI LLC                                                          | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $856340.83    | 0.15%             | 2036-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                | Owl Rock CLO I LLC                                                            | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1563965.81   | 0.28%             | 2036-02-20      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| PMV Pharmaceuticals Inc                         | PMV Pharmaceuticals, Inc.                                                     | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $205.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor                  | Pacific Biosciences of California, Inc.                                       | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      2271 | NS      | $5268.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                      | PacifiCorp                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1425611.08   | 0.26%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PagerDuty Inc                                   | PagerDuty, Inc.                                                               | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       967 | NS      | $11604.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                              | Panama Government International Bond                                          | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1700000 | PA      | $1253920.00   | 0.23%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Papa John's International Inc                   | Papa John's International, Inc.                                               | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       387 | NS      | $16281.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                         | Park River Holdings, Inc.                                                     | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516526.00    | 0.09%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Passage Bio Inc                                 | Passage Bio, Inc.                                                             | CUSIP: 702712209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $97.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAVmed Inc                                      | PAVmed, Inc.                                                                  | CUSIP: 70387R403<br>LEI: 549300V1JXXVXU7P8007 | Long             | EC               | CORP              | US        |        29 | NS      | $10.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                             | Paycom Software, Inc.                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1974 | NS      | $318149.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                             | PayPal Holdings, Inc.                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5816 | NS      | $364605.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                          | Penn Entertainment, Inc.                                                      | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15035 | NS      | $223119.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment, Inc.                                                      | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3098542.97   | 0.56%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services, Inc.                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319976.90    | 0.06%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services, Inc.                                             | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    800000 | PA      | $839667.20    | 0.15%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services, Inc.                                             | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208171.60    | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                  | Pershing Square SPARC Holdings, Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     82425 | NS      | $8.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Personalis Inc                                  | Personalis, Inc.                                                              | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       214 | NS      | $2296.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE TONTINE HOLDINGS LTD            | Pershing Square Tontine Holdings, Ltd. - Class A                              | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | Long             | EC               | CORP              | US        |    329700 | NS      | $32.97        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PetMed Express Inc                              | PetMed Express, Inc.                                                          | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       118 | NS      | $206.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                     | Phathom Pharmaceuticals, Inc.                                                 | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $1874.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                  | Phillips 66 Co.                                                               | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110311.05    | 0.02%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                  | Phillips 66 Co.                                                               | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112153.22    | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Phreesia Inc                                    | Phreesia, Inc.                                                                | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       584 | NS      | $11966.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                       | Piedmont Realty Trust, Inc.                                                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $6353.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playboy Inc                                     | Playboy, Inc.                                                                 | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $647.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                    | Plymouth Industrial REIT, Inc.                                                | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $3993.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                       | Pool Corp.                                                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       578 | NS      | $140800.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                 | Porch Group, Inc.                                                             | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |       894 | NS      | $8662.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                  | Portillo's, Inc.                                                              | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $709.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                          | Power Integrations, Inc.                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       691 | NS      | $23217.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                  | Praxis Precision Medicines, Inc.                                              | CUSIP: 74006W207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $2357.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc                       | Precision BioSciences, Inc.                                                   | CUSIP: 74019P207<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |         9 | NS      | $48.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prelude Therapeutics Inc                        | Prelude Therapeutics, Inc.                                                    | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $107.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                          | T. Rowe Price Group, Inc.                                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3987 | NS      | $408189.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                    | ADT Security Corp.                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3198785.37   | 0.58%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Progyny Inc                                     | Progyny, Inc.                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $19882.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                        | Prudential Financial, Inc.                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1536646.29   | 0.28%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                  | Public Storage                                                                | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     58000 | NS      | $960480.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Pulmonx Corp                                    | Pulmonx Corp.                                                                 | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       155 | NS      | $251.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                 | Pure Cycle Corp.                                                              | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1297.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                           | Purple Innovation, Inc.                                                       | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $271.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q32 Bio Inc                                     | Q32 Bio, Inc.                                                                 | CUSIP: 746964105<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |        13 | NS      | $28.47        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                            | Quaker Chemical Corp.                                                         | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       157 | NS      | $21642.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyxis Oncology Inc                              | Pyxis Oncology, Inc.                                                          | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $321.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                       | Qorvo, Inc.                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      5008 | NS      | $430137.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                  | Quanterix Corp.                                                               | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $2620.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS                           | QXO Building Products, Inc.                                                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417726.40    | 0.08%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94576.18     | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings, Inc.                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728865.90    | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RBB Bancorp                                     | RBB Bancorp                                                                   | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        83 | NS      | $1644.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                          | RR Ltd.                                                                       | CUSIP: 749754AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $896500.00    | 0.16%             | 2125-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                         | Rfna, LP                                                                      | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202765.00    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                          | RR Ltd.                                                                       | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $961537.50    | 0.17%             | 2038-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Inc                        | Rackspace Technology, Inc.                                                    | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $343.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                      | RadNet, Inc.                                                                  | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |         8 | NS      | $662.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rafael Holdings Inc                             | Rafael Holdings, Inc.                                                         | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $79.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                            | Ranpak Holdings Corp.                                                         | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       447 | NS      | $2208.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid Micro Biosystems Inc                      | Rapid Micro Biosystems, Inc.                                                  | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $360.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                      | Rapid7, Inc.                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       659 | NS      | $10333.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                              | Ready Capital Corp.                                                           | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |       355 | NS      | $898.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                        | Anywhere Real Estate, Inc.                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       675 | NS      | $9618.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                   | Recursion Pharmaceuticals, Inc.                                               | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $6218.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                               | Redwood Trust, Inc.                                                           | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |       675 | NS      | $3719.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta 33 Funding Ltd.                         | Regatta 33 Funding Ltd.                                                       | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $496368.00    | 0.09%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regis Corp                                      | Regis Corp.                                                                   | CUSIP: 758932206<br>LEI: 5493000Q1S5TJIDIQH89 | Long             | EC               | CORP              | US        |        12 | NS      | $324.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                        | Regional Management Corp.                                                     | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |        44 | NS      | $1673.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta 34 Funding Ltd.                         | Regatta 34 Funding Ltd.                                                       | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    650000 | PA      | $558597.00    | 0.10%             | 2038-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                         | Reinsurance Group of America, Inc.                                            | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273447.94    | 0.05%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Renasant Corp                                   | Renasant Corp.                                                                | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       120 | NS      | $4252.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                               | Upbound Group, Inc.                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       773 | NS      | $13852.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP INC                               | Upbound Group, Inc.                                                           | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3412000 | PA      | $3331729.63   | 0.60%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Repay Holdings Corp                             | Repay Holdings Corp.                                                          | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |       507 | NS      | $1683.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                             | Replimune Group, Inc.                                                         | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       177 | NS      | $1770.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retractable Technologies Inc                    | Retractable Technologies, Inc.                                                | CUSIP: 76129W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $85.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                               | Revolve Group, Inc.                                                           | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $10151.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                           | Reynolds American, Inc.                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1631534.76   | 0.29%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ribbon Communications Inc                       | Ribbon Communications, Inc.                                                   | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       419 | NS      | $1198.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                              | Riot Platforms, Inc.                                                          | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      1226 | NS      | $19775.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                          | RB Global Holdings, Inc.                                                      | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    650000 | PA      | $681260.45    | 0.12%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Robert Half Inc                                 | Robert Half, Inc.                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2350 | NS      | $63544.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                  | Rocket Companies, Inc.                                                        | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $19240.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1667684.88   | 0.30%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                        | Rogers Communications, Inc.                                                   | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1591140.48   | 0.29%             | 2082-03-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Rubius Therapeutics Inc                         | Rubius Therapeutics, Inc.                                                     | CUSIP: 78116T103<br>LEI: 549300ER84PB0QV6HZ76 | Long             | EC               | CORP              | US        |       547 | NS      | $31.18        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RYAN SPECIALTY GROUP                            | Ryan Specialty LLC                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440837.46    | 0.08%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SQZ Biotechnologies Co                          | SQZ Biotechnologies Co.                                                       | CUSIP: 78472W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $3.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVC ABS LLC                                     | SVC ABS LLC                                                                   | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993125 | PA      | $979515.31    | 0.18%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Safehold Inc                                    | Safehold, Inc.                                                                | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       334 | NS      | $4632.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                       | Sally Beauty Holdings, Inc.                                                   | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1288 | NS      | $20427.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saluda Grade Alternative Mortg                  | Saluda Grade Alternative Mortgage Trust                                       | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296620 | PA      | $307308.33    | 0.06%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Sana Biotechnology Inc                          | Sana Biotechnology, Inc.                                                      | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $4424.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                        | Sangamo Therapeutics, Inc.                                                    | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      1415 | NS      | $652.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                              | Mativ Holdings, Inc.                                                          | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       135 | NS      | $1686.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                        | Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc. | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1412807.84   | 0.25%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Scilex Holding Co                               | Scilex Holding Co.                                                            | CUSIP: 80880W205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $285.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                               | EW Scripps Co.                                                                | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       335 | NS      | $1417.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                        | Seer, Inc.                                                                    | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $950.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc                      | Cartesian Therapeutics, Inc.                                                  | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |        18 | NS      | $134.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROU                        | Selective Insurance Group, Inc.                                               | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     85536 | NS      | $1465231.68   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Semtech Corp                                    | Semtech Corp.                                                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       756 | NS      | $56064.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                         | Senseonics Holdings, Inc.                                                     | CUSIP: 81727U303<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |       257 | NS      | $1588.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensei Biotherapeutics Inc                      | Sensei Biotherapeutics, Inc.                                                  | CUSIP: 81728A207<br>LEI: 8945002MP2CXKAENWU30 | Long             | EC               | CORP              | US        |         6 | NS      | $50.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                          | Seres Therapeutics, Inc.                                                      | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |        20 | NS      | $359.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                      | Seritage Growth Properties                                                    | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |       222 | NS      | $830.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift Technologies Inc                          | Shift Technologies, Inc.                                                      | CUSIP: 82452T305<br>LEI: 5493000DBZBX1I1QVY71 | Long             | EC               | CORP              | US        |       102 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Shutterstock Inc                                | Shutterstock, Inc.                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       274 | NS      | $5704.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO                         | Sierra Pacific Power Co.                                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371740.01    | 0.07%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Signature Bank                                  | Signature Bank                                                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1846 | NS      | $1172.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                        | Silicon Laboratories, Inc.                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       444 | NS      | $56645.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Silver                                  | Project Silver                                                                | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1326950 | PA      | $1300437.23   | 0.23%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Silvergate Capital Corp                         | Silvergate Capital Corp.                                                      | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       327 | NS      | $196.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                          | Skyworks Solutions, Inc.                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      4710 | NS      | $310624.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                               | Sleep Number Corp.                                                            | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       260 | NS      | $1326.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                       | Smith & Wesson Brands, Inc.                                                   | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       285 | NS      | $2482.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Micro Software Inc                        | Smith Micro Software, Inc.                                                    | CUSIP: 832154405<br>LEI: 549300YR8UTB5CX2B814 | Long             | EC               | CORP              | US        |        34 | NS      | $20.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Society Pass Inc                                | Society Pass, Inc.                                                            | CUSIP: 83370P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $2.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                           | Solid Biosciences, Inc.                                                       | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $124.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                                 | Solo Brands, Inc.                                                             | CUSIP: 83425V203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $8.42         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                       | Sonos, Inc.                                                                   | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1488 | NS      | $27617.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                       | Sorrento Therapeutics, Inc.                                                   | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |      3481 | NS      | $27.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                           | Sotheby's/Bidfair Holdings, Inc.                                              | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2069204.28   | 0.37%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern First Bancshares Inc                   | Southern First Bancshares, Inc.                                               | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $2233.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spero Therapeutics Inc                          | Spero Therapeutics, Inc.                                                      | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |       144 | NS      | $345.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings                  | Sportsman's Warehouse Holdings, Inc.                                          | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       259 | NS      | $577.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                               | Sprout Social, Inc.                                                           | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |       530 | NS      | $5284.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                             | STAG Industrial, Inc.                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2043 | NS      | $80249.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                         | Standard Industries, Inc.                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2327119.20   | 0.42%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                         | Standard Industries, Inc.                                                     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917472.90    | 0.17%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Motor Products Inc                     | Standard Motor Products, Inc.                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       124 | NS      | $4654.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                      | Stanley Black & Decker, Inc.                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1746 | NS      | $124873.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Holdings                                   | Star Holdings                                                                 | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |        60 | NS      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd.                                      | Start Ltd.                                                                    | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    855410 | PA      | $856121.77    | 0.15%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd.                                                                    | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    625659 | PA      | $625239.92    | 0.11%             | 2043-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start II Ltd.                                                                 | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    471636 | PA      | $470456.48    | 0.08%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                        | Starz Entertainment Corp.                                                     | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |       117 | NS      | $1283.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                               | State Street Corp.                                                            | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    400000 | NS      | $414469.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                             | Station Casinos LLC                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3075388.49   | 0.55%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STEELCASE INC                                   | Steelcase, Inc.                                                               | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1420582.21   | 0.26%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stereotaxis Inc                                 | Stereotaxis, Inc.                                                             | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |       295 | NS      | $725.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                  | Stitch Fix, Inc.                                                              | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       949 | NS      | $4033.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                        | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.   | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2111693.10   | 0.38%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings                   | Sun Country Airlines Holdings, Inc.                                           | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       187 | NS      | $2561.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                   | SunPower Corp.                                                                | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       937 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Superior Group of Cos Inc                       | Superior Group of Companies, Inc.                                             | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |        69 | NS      | $670.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                             | Sutro Biopharma, Inc.                                                         | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       517 | NS      | $475.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                            | Swiss Re Finance Luxembourg S.A.                                              | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $604948.57    | 0.11%             | 2049-04-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                         | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1403327.94   | 0.25%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                   | Synaptics, Inc.                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       463 | NS      | $31720.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                | Symphony CLO 48 Ltd.                                                          | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-O            | CORP              | KY        |    850000 | PA      | $661529.50    | 0.12%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Syros Pharmaceuticals Inc                       | Syros Pharmaceuticals, Inc.                                                   | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |        34 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                        | TPG RE Finance Trust, Inc.                                                    | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $3254.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TLWND 2019-1                                    | GAIA Aviation Ltd.                                                            | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2866807 | PA      | $2840113.44   | 0.51%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                    | GAIA Aviation Ltd.                                                            | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750994 | PA      | $736019.34    | 0.13%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Talis Biomedical Corp                           | Talis Biomedical Corp.                                                        | CUSIP: 87424L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $9.60         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                     | Target Corp.                                                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1235 | NS      | $111915.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                               | Tattooed Chef, Inc.                                                           | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       281 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                       | Taysha Gene Therapies, Inc.                                                   | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $630.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                  | TechTarget, Inc.                                                              | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       305 | NS      | $1595.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                        | Tectonic Therapeutic, Inc.                                                    | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $385.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TECTONIC THERAPEUTIC INC                        | Tectonic Therapeutic, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        18 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telos Corp                                      | Telos Corp.                                                                   | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |       238 | NS      | $1375.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                      | TELUS Corp.                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1252656.00   | 0.23%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenaya Therapeutics Inc                         | Tenaya Therapeutics, Inc.                                                     | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $214.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTL INC                             | Somnigroup International, Inc.                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561367.44    | 0.10%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                        | Terraform Global Operating, LP                                                | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    442000 | PA      | $437873.53    | 0.08%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp                             | Terreno Realty Corp.                                                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       863 | NS      | $54187.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                            | Beauty Health Co.                                                             | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1022 | NS      | $1512.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Group Hospitality Inc/The                   | ONE Group Hospitality, Inc.                                                   | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |       123 | NS      | $247.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TherapeuticsMD Inc                              | TherapeuticsMD, Inc.                                                          | CUSIP: 88338N206<br>LEI: 5299004JS7RE49QHRW30 | Long             | EC               | CORP              | US        |        46 | NS      | $78.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                 | 3D Systems Corp.                                                              | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      1453 | NS      | $3022.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                              | Thryv Holdings, Inc.                                                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $506.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group, Inc.                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1673332.74   | 0.30%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tilly's Inc                                     | Tilly's, Inc.                                                                 | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $184.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank                                                         | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1103574.15   | 0.20%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Torrid Holdings Inc                             | Torrid Holdings, Inc.                                                         | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $133.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                     | Traeger, Inc.                                                                 | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $161.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                         | TransMontaigne Partners LLC                                                   | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $460108.35    | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                             | TreeHouse Foods, Inc.                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980125.80   | 0.36%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trevena Inc                                     | Trevena, Inc.                                                                 | CUSIP: 89532E307<br>LEI: 549300YXUV4MU2J7QS07 | Long             | EC               | CORP              | US        |         1 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                | TriNet Group, Inc.                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       474 | NS      | $27776.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                           | Triumph Financial, Inc.                                                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       281 | NS      | $15345.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                    | TrueBlue, Inc.                                                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $1004.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                   | Trupanion, Inc.                                                               | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       446 | NS      | $15739.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                           | Truist Financial Corp.                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4474 | NS      | $208041.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                               | TTEC Holdings, Inc.                                                           | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       108 | NS      | $362.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                      | Tucows, Inc.                                                                  | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |        58 | NS      | $1256.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                               | Turtle Beach Corp.                                                            | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |        90 | NS      | $1249.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc                          | 22nd Century Group, Inc.                                                      | CUSIP: 90137F509<br>LEI: 5493000LGPXTLG1UMJ56 | Long             | EC               | CORP              | US        |         1 | NS      | $1.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                           | Twist Bioscience Corp.                                                        | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       633 | NS      | $20262.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                       | Udemy, Inc.                                                                   | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |        81 | NS      | $411.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                    | US Foods, Inc.                                                                | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4194132.48   | 0.75%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                              | Sunrise FinCo I B.V.                                                          | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $716595.00    | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USANA Health Sciences Inc                       | USANA Health Sciences, Inc.                                                   | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |        70 | NS      | $1389.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USI INC/NY                                      | USI, Inc.                                                                     | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364869.05    | 0.07%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                        | Ultra Clean Holdings, Inc.                                                    | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       521 | NS      | $13212.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                | Under Armour, Inc.                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      8161 | NS      | $37703.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                | Under Armour, Inc.                                                            | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9303 | NS      | $41212.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                       | Unifi, Inc.                                                                   | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        81 | NS      | $282.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                     | Unisys Corp.                                                                  | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       384 | NS      | $1029.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                   | U.S. Treasury Bills                                                           | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $17006691.63  | 3.06%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | U.S. Treasury Bills                                                           | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999135.51    | 0.18%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                     | U.S. Treasury Bonds                                                           | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $799592.68    | 0.14%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                     | U.S. Treasury Bonds                                                           | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $778261.66    | 0.14%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                     | U.S. Treasury Bonds                                                           | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $733022.25    | 0.13%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                     | U.S. Treasury Bonds                                                           | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12650000 | PA      | $3680996.30   | 0.66%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                                 | Uniti Group, Inc.                                                             | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |       695 | NS      | $4427.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                        | United Wholesale Mortgage LLC                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4255525.10   | 0.77%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Universal Electronics Inc                       | Universal Electronics, Inc.                                                   | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        74 | NS      | $244.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                             | Upland Software, Inc.                                                         | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       172 | NS      | $316.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                      | Upwork, Inc.                                                                  | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1378 | NS      | $27201.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                       | Utah Medical Products, Inc.                                                   | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        20 | NS      | $1127.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                         | VF Corp.                                                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      4779 | NS      | $83632.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VB-S1 Issuer LLC                                | VB-S1 Issuer LLC - VBTEL                                                      | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4877178.00   | 0.88%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                           | VFH Parent LLC / Valor Company-Issuer, Inc.                                   | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $629710.80    | 0.11%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                         | VZ Secured Financing B.V.                                                     | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $454296.60    | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                              | Valero Energy Corp.                                                           | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2515609.87   | 0.45%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                         | Valley National Bancorp                                                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      4679 | NS      | $52966.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                       | Vanda Pharmaceuticals, Inc.                                                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       326 | NS      | $1747.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                              | Varex Imaging Corp.                                                           | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       224 | NS      | $2591.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                      | Vaxart, Inc.                                                                  | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $264.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vault DI Issuer LLC                             | Vault DI Issuer LLC                                                           | CUSIP: 92243JAA0<br>LEI: 254900OCNWBALNF55H80 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $638556.04    | 0.11%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2654886.60   | 0.48%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |    550000 | NS      | $468206.43    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vera Bradley Inc                                | Vera Bradley, Inc.                                                            | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |       155 | NS      | $440.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                    | Verastem, Inc.                                                                | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |        85 | NS      | $904.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc                                    | Veritone, Inc.                                                                | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |       169 | NS      | $736.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco, Inc.                                                    | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2634404.80   | 0.47%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pursuit Attractions and Hospit                  | Pursuit Attractions and Hospitality, Inc.                                     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       120 | NS      | $4119.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                      | Vicor Corp.                                                                   | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       247 | NS      | $22069.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                     | ViewRay, Inc.                                                                 | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       837 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vincerx Pharma Inc                              | Vincerx Pharma, Inc.                                                          | CUSIP: 92731L304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VirnetX Holding Corp                            | VirnetX Holding Corp.                                                         | CUSIP: 92823T207<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |        18 | NS      | $398.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                  | Virtus Investment Partners, Inc.                                              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        85 | NS      | $13565.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistagen Therapeutics Inc                       | Vistagen Therapeutics, Inc.                                                   | CUSIP: 92840H400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $186.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                              | Vodafone Group plc                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4750000 | PA      | $3769623.75   | 0.68%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                          | Vmed O2 UK Financing I plc                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $2969933.85   | 0.53%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vor BioPharma Inc                               | Vor BioPharma, Inc.                                                           | CUSIP: 929033207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $41.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO Ltd.                                                                 | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $903857.50    | 0.16%             | 2035-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vuzix Corp                                      | Vuzix Corp.                                                                   | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |       349 | NS      | $938.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                         | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162498.94    | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                            | Wabash National Corp.                                                         | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1601848.33   | 0.29%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc                             | Walker & Dunlop, Inc.                                                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $22042.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                       | Warner Bros Discovery, Inc.                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     10664 | NS      | $255936.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                               | Waste Pro USA, Inc.                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312031.50    | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Waterstone Financial Inc                        | Waterstone Financial, Inc.                                                    | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       128 | NS      | $2004.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co.                                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    400000 | NS      | $398148.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co.                                                             | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     61250 | NS      | $1179675.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co.                                                             | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    139386 | NS      | $2467132.20   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Werewolf Therapeutics Inc                       | Werewolf Therapeutics, Inc.                                                   | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $153.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                | West BanCorp, Inc.                                                            | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |        95 | NS      | $2110.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                  | Whirlpool Corp.                                                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1379 | NS      | $106665.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp.                                                               | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76932.20     | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp.                                                               | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76436.00     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp.                                                               | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278886.00    | 0.05%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                           | Williams Scotsman, Inc.                                                       | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156264.00    | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide Inc                        | Wolverine World Wide, Inc.                                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       954 | NS      | $15464.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE                            | Wolverine World Wide, Inc.                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275010.21    | 0.05%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                      | Wonder Lake Park CLO Ltd.                                                     | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1200000 | PA      | $954180.00    | 0.17%             | 2038-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Workhorse Group Inc                             | Workhorse Group, Inc.                                                         | CUSIP: 98138J404<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |         4 | NS      | $3.55         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                     | Workiva, Inc.                                                                 | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       501 | NS      | $46372.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                           | World Acceptance Corp.                                                        | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $3711.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                            | WW International, Inc.                                                        | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      7382 | NS      | $209427.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Power Holding Corp                       | Spruce Power Holding Corp.                                                    | CUSIP: 9837FR209<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |        78 | NS      | $387.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XBiotech Inc                                    | XBiotech, Inc.                                                                | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | US        |        90 | NS      | $204.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX CORPORATION                               | Xerox Corp.                                                                   | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256324.25    | 0.05%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xilio Therapeutics Inc                          | Xilio Therapeutics, Inc.                                                      | CUSIP: 98422T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $32.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corp                                     | Yellow Corp.                                                                  | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |       300 | NS      | $30.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings, Inc.                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2090751 | PA      | $1926417.97   | 0.35%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                         | Zebra Technologies Corp.                                                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1317 | NS      | $332871.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                    | Zentalis Pharmaceuticals, Inc.                                                | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $612.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BOND CO BV                                | Ziggo Bond Company B.V.                                                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   4361000 | PA      | $3914370.37   | 0.70%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Zevia PBC                                       | Zevia PBC                                                                     | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $163.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                      | Zoetis, Inc.                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1380 | NS      | $176888.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                      | Zumiez, Inc.                                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       114 | NS      | $2964.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGLE_C                                          | Aeglea BioTherapeutics, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       240 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASRT_C                                          | Assertio Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       971 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERSUNI GROUP BV                                | Nobel Bidco B.V.                                                              | CUSIP: N/A<br>LEI: 549300NZZFLYK83VVT71       | Long             | DBT              | CORP              | NL        |    550000 | PA      | $624478.46    | 0.11%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                      | Grifols Escrow Issuer, S.A.U.                                                 | CUSIP: N/A<br>LEI: 959800HLB3PGTGSLVV62       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114495.38    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC              | BCP V Modular Services Finance II plc                                         | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3303197.48   | 0.59%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                              | Thunderbird A                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8080270.68   | 1.45%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                              | Thunderbird B                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1061776.11   | 0.19%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                              | Lightning A                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8080270.68   | 1.45%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                              | Lightning B                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1061776.11   | 0.19%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CASTOR SPA                                      | Castor S.p.A.                                                                 | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1515512.11   | 0.27%             | 2029-02-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                      | U.S. Secured Overnight Financing Rate                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | US        |  53800000 | OU      | $-480714.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                 | Ceamer Finance LLC                                                            | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |   1926809 | PA      | $2012362.89   | 0.36%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                         | Fontainbleau Vegas                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.45%             | 2028-01-31      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| CHESTERFIELD FINANCIAL HOLDING CHEST_23-1       | CHEST                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $471981.71    | 0.08%             | 2043-03-23      | Variable      | 7.12%                 | No            |                  3 | On Loan: No      |
| NEW BOOST HOLDCO LLC                            | Worldpay US, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    250000 | PA      | $353862.40    | 0.06%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                  | Ardonagh Finco Ltd.                                                           | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |    700000 | PA      | $834390.11    | 0.15%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AZ BATTERY PROPERTY LLC                         | AZ Battery Property LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    980000 | PA      | $977263.40    | 0.18%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                         | Goldman Sachs & Co. LLC                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -457603 | PA      | $-457603.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE CAYMAN 2                               | Verisure Holding AB                                                           | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    650000 | PA      | $781579.31    | 0.14%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                       | ONE Hotels GmbH                                                               | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |    250000 | PA      | $308742.74    | 0.06%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LVNV FUNDING LLC                                | LVNV Funding LLC                                                              | CUSIP: N/A<br>LEI: 549300YMNWAZ7DKR6204       | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1234281.73   | 0.22%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                          | AP Grange Holdings LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $3701250.00   | 0.67%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                          | AP Grange Holdings LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    400000 | PA      | $416000.00    | 0.07%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| OBRA CAPITAL INC                                | Obra Longevity                                                                | CUSIP: N/A<br>LEI: 2549001PDYPC4244EX25       | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5840015.61   | 1.05%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| ANCHOR HOLDINGS SCA                             | TVL Finance plc                                                               | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | JE        |    850000 | PA      | $982154.28    | 0.18%             | 2030-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                  | TeamSystem SpA                                                                | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1516172.89   | 0.27%             | 2031-07-31      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| PERRIGO COMPANY PLC                             | Perrigo Finance Unlimited Co.                                                 | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |    250000 | PA      | $292644.63    | 0.05%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                      | AccorInvest Group S.A.                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $243135.92    | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA                           | Sammontana Italia SpA                                                         | CUSIP: N/A<br>LEI: 8156002DFC51B8173A68       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $408846.80    | 0.07%             | 2031-10-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CORVIAS MILITARY LIVING LLC                     | Homestead Spe Issuer LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1555723.02   | 0.28%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| SHERWOOD FINANCING PLC                          | Sherwood Financing plc                                                        | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1709960.51   | 0.31%             | 2029-12-15      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| DOMESTIC & GENERAL LTD                          | Galaxy Bidco Ltd.                                                             | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1382556.80   | 0.25%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | CDX.NA.HY.43.V1 (25-35%)                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |  -1935000 | OU      | $-312618.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | CDX.NA.HY.43.V1 (15-25%)                                                      | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |  -1935000 | OU      | $-182948.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CRETACEOUS MIDCO LTD                            | ContourGlobal Power Holdings S.A.                                             | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    800000 | PA      | $949145.94    | 0.17%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOANS                              | Dogwood State Bank                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   2658745 | PA      | $2682276.09   | 0.48%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Securities LLC                      | U.S. Secured Overnight Financing Rate                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | US        |  -6950000 | OU      | $-209123.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                   | Alimentation Couche-Tard Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     23999 | NS      | $42718.22     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                          | AP Grange Holdings LLC Deferral                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    227837 | PA      | $227837.12    | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| NIMLAS HOLDCO AB                                | QuickTop HoldCo AB                                                            | CUSIP: N/A<br>LEI: 984500A1D5DC9ECC7050       | Long             | DBT              | CORP              | SE        |    800000 | PA      | $947142.05    | 0.17%             | 2030-03-31      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| ATD CORP                                        | Asphalt Intermediate Holdco, LLC                                              | CUSIP: N/A<br>LEI: HZ8T88YVE2JVXJ0BTQ24       | Long             |  | CORP              | US        |      1071 | NS      | $6.52         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1295524 | PA      | $-1295524.11  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2826731 | PA      | $-2826730.69  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -819647 | PA      | $-819647.20   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -766292 | PA      | $-766292.39   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1429021 | PA      | $-1429020.79  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1252445 | PA      | $-1252444.98  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -768527 | PA      | $-768527.29   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -503398 | PA      | $-503397.60   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -249736 | PA      | $-249735.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -205698 | PA      | $-205697.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -692596 | PA      | $-692595.56   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -338268 | PA      | $-338268.36   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -646727 | PA      | $-646727.11   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -261625 | PA      | $-261625.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC               | Powergrid Services LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -470000 | PA      | $-32900.00    | -0.01%            | 2030-03-31      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs International                     | Foreign Exchange USD/JPY                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   1381000 | NC      | $2976.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | Foreign Exchange USD/JPY                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   1105000 | NC      | $2381.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                           | Foreign Exchange USD/JPY                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |    244000 | NC      | $525.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | Goldman Sachs Swaption Forward Volatility Index                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | US        |     20468 | NC      | $-211848.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GAMMA MANAGEMENT LLC                            | Lottomatica Group SpA                                                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    700000 | PA      | $835738.66    | 0.15%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                      | AccorInvest Group S.A.                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $233508.73    | 0.04%             | 2032-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                      | AccorInvest Group S.A.                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    650000 | PA      | $775734.74    | 0.14%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -3415519 | PA      | $-3415518.97  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |   8780000 | NC      | $108244.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -8780000 | NC      | $-20039.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   8780000 | NC      | $108244.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -8780000 | NC      | $-20039.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |   8780000 | NC      | $108244.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -8780000 | NC      | $-20039.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   8780000 | NC      | $108244.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 9-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -8780000 | NC      | $-20039.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBION JVCO LTD                                 | Albion Financing 1 SARL                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    450000 | PA      | $537812.51    | 0.10%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                           | SPDR S&P 500 ETF Trust                                                        | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |     31900 | NC      | $2845161.00   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | Foreign Exchange USD/JPY                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    446000 | NC      | $2673.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                       | Foreign Exchange USD/JPY                                                      | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |    105000 | NC      | $629.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2768308 | PA      | $-2768308.05  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2468379 | PA      | $-2468379.28  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2373510 | PA      | $-2373510.37  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2448461 | PA      | $-2448460.64  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2669098 | PA      | $-2669097.90  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2315328 | PA      | $-2315328.02  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2593573 | PA      | $-2593573.05  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -2759881 | PA      | $-2759880.93  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| MSC MEDITERRANEAN SHIPPING CO SA                | Terminal Investment Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    800000 | PA      | $814641.51    | 0.15%             | 2032-07-09      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1393784 | PA      | $-1393784.30  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -2113651 | PA      | $-2113650.92  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1889778 | PA      | $-1889777.51  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1216245 | PA      | $-1216245.28  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| FUSION BUYER LLC                                | Fusion Buyer LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     15577 | NS      | $529618.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| 3G FUND VI LP                                   | Beach Acquisition Bidco, LLC                                                  | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |    450000 | PA      | $534760.90    | 0.10%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KANE FEEDER LP                                  | Kane Bidco Ltd.                                                               | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |    750000 | PA      | $1007105.46   | 0.18%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                           | Foreign Exchange EUR/USD                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   4350000 | NC      | $2547.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                           | Foreign Exchange EUR/USD                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   3806000 | NC      | $2297.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                     | Foreign Exchange EUR/USD                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |   2154000 | NC      | $1300.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                           | Foreign Exchange EUR/USD                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   3806000 | NC      | $2297.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                           | Foreign Exchange EUR/USD                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   4864000 | NC      | $3090.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                           | Boots Group Finco, LP                                                         | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    600000 | PA      | $715110.18    | 0.13%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                           | Boots Group Finco, LP                                                         | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    500000 | PA      | $679716.78    | 0.12%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP               | FTAI Aircraft Leasing Offshore SPV (2025), LP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1375000 | NS      | $137.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP               | FTAI Aircraft Leasing Offshore SPV (2025), LP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   4125000 | NS      | $4255044.75   | 0.77%             |  |  |  | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                         | TD Securities (USA) LLC                                                       | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -4353326 | PA      | $-4353325.74  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -8755309 | PA      | $-8755309.45  | -1.57%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -2634375 | NC      | $-7016.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -3688125 | NC      | $-8415.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -3688125 | NC      | $-8415.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -4215000 | NC      | $-10497.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -4215000 | NC      | $-10497.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-7016.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -2634375 | NC      | $-3794.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -3688125 | NC      | $-6152.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -3688125 | NC      | $-6152.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -4215000 | NC      | $-6302.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -4215000 | NC      | $-6302.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 1-Year/2-Year Interest Rate Swap                                              | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-3794.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-4420.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-3367.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -2634375 | NC      | $-3380.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -2634375 | NC      | $-3475.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-5162.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -2634375 | NC      | $-5162.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -2634375 | NC      | $-4958.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -2634375 | NC      | $-5033.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-1024.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-996.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -2634375 | NC      | $-991.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -2634375 | NC      | $-952.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -2634375 | NC      | $-731.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -2634375 | NC      | $-731.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                               | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -2634375 | NC      | $-822.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                       | 6-Month/5-Year Interest Rate Swap                                             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -2634375 | NC      | $-804.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -593233 | PA      | $-593232.97   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -1200977 | PA      | $-1200976.78  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -724339 | PA      | $-724338.89   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale                                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -670879 | PA      | $-670878.92   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |   -314882 | PA      | $-314882.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBOURVEST STRUCTURED SOLUTIONS IV LP          | HarbourVest Partners LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1191257.86   | 0.21%             | 2030-09-15      | Variable      | 6.84%                 | No            |                  3 | On Loan: No      |
| ACME AMALGAMATED HOLDINGS LLC                   | Intralot Capital Luxembourg S.A.                                              | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1022404.03   | 0.18%             | 2031-10-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ACME AMALGAMATED HOLDINGS LLC                   | Intralot Capital Luxembourg S.A.                                              | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |    450000 | PA      | $507280.89    | 0.09%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                     | Uniform MBS 30 Year                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   9700000 | PA      | $9822278.20   | 1.77%             | 2026-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXT ALT SARL                                   | Altice France Lux 3                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |     32870 | NS      | $592788.98    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                   | Citigroup Global Markets, Inc.                                                | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        | -16877196 | PA      | $-16877196.15 | -3.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                         | TD Securities (USA) LLC                                                       | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        | -22143066 | PA      | $-22143066.31 | -3.98%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1281895 | PA      | $-1281895.37  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1460927 | PA      | $-1460926.82  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1549116 | PA      | $-1549115.68  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1253291 | PA      | $-1253290.58  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |   -825645 | PA      | $-825645.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1241607 | PA      | $-1241606.69  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1130831 | PA      | $-1130831.06  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1369619 | PA      | $-1369618.89  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1244394 | PA      | $-1244393.72  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1271469 | PA      | $-1271469.16  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1258125 | PA      | $-1258125.12  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                   | Citigroup Global Markets, Inc.                                                | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2377554 | PA      | $-2377553.87  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                           | BofA Securities, Inc.                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1396325 | PA      | $-1396325.41  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BGHABW                                          | Mallinckrodt PLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  26518248 | NS      | $0.27         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        | -33851553 | PA      | $-33851553.17 | -6.09%            |  |  |  | No            |                  2 | On Loan: No      |
| INSURED LENDING 1 LTD                           | Insured Lending 1 LTD                                                         | CUSIP: N/A<br>LEI: 875500RRX7H6NZ8RYE90       | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $5569737.76   | 1.00%             | 2032-02-04      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Citigroup Global Markets Inc.                   | Citigroup Global Markets, Inc.                                                | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -757045 | PA      | $-757044.81   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                   | Citigroup Global Markets, Inc.                                                | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -475790 | PA      | $-475790.22   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -2137146 | PA      | $-2137145.65  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                     | Uniform MBS 30 Year                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   6350000 | PA      | $5639638.20   | 1.01%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                           | BofA Securities, Inc.                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -425777 | PA      | $-425776.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                 | Deuce FinCo plc                                                               | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1448610.41   | 0.26%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |   -657919 | PA      | $-657919.17   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                      | Natixis SA                                                                    | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Short            | RA               | CORP              | FR        |  -1531604 | PA      | $-1531603.57  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                           | BofA Securities, Inc.                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1608853 | PA      | $-1608853.23  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                           | BofA Securities, Inc.                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -393738 | PA      | $-393738.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                           | BofA Securities, Inc.                                                         | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1423738 | PA      | $-1423737.66  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                         | TD Securities (USA) LLC                                                       | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -3416449 | PA      | $-3416448.61  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| CARM_C                                          | Carisma Therapeutics, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |      1182 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                       | CURRENCY CONTRACT - Rec EUR / Deliver USD                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |     70000 | NC      | $13.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                               | CURRENCY CONTRACT - Rec USD / Deliver CAD                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |  -3793000 | NC      | $-8153.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | CURRENCY CONTRACT - Rec USD / Deliver EUR                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |    -90000 | NC      | $526.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | CURRENCY CONTRACT - Rec USD / Deliver EUR                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        | -71192000 | NC      | $290341.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                           | CURRENCY CONTRACT - Rec USD / Deliver EUR                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |   -105000 | NC      | $-839.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                     | CURRENCY CONTRACT - Rec USD / Deliver GBP                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        | -10545000 | NC      | $-43759.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC             | CURRENCY CONTRACT - Rec USD / Deliver GBP                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |  -1095000 | NC      | $-8923.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHRS_C                                          | Coherus Biosciences, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       208 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                        | RenaissanceRe Holdings Ltd.                                                   | CUSIP: EP0599001<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     38000 | NS      | $602943.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EPZM_C                                          | Epizyme, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       793 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chicago Mercantile Exchange                     | S&P 500 Index Mini Futures Contracts                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       210 | NC      | $2171102.83   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                   | Ambarella, Inc.                                                               | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | US        |       412 | NS      | $30562.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyondspring Inc                                | Beyondspring, Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       133 | NS      | $281.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                           | Cambium Networks Corp.                                                        | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | US        |        63 | NS      | $126.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                    | Cimpress plc                                                                  | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | US        |       205 | NS      | $14114.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                       | Aptiv plc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4627 | NS      | $358823.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                               | Helen of Troy Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       281 | NS      | $5324.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                              | Ichor Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | US        |       331 | NS      | $5560.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kestrel Group Ltd                               | Kestrel Group Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        20 | NS      | $297.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                    | LivaNova plc                                                                  | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | US        |       625 | NS      | $39881.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                             | Luxfer Holdings plc                                                           | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | US        |       164 | NS      | $2050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                           | MeiraGTx Holdings plc                                                         | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | US        |       177 | NS      | $1469.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AlphaTON Capital Corp                           | AlphaTON Capital Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         2 | NS      | $3.78         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                       | Liberty Latin America Ltd.                                                    | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       237 | NS      | $2057.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                       | Liberty Latin America Ltd.                                                    | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       906 | NS      | $7927.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                             | Tronox Holdings plc                                                           | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |      1344 | NS      | $5564.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodity Exchange, Inc.                        | Gold 100 oz. Futures Contracts                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         7 | NC      | $102367.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GURN_C                                          | Gurnet Point Capital LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       285 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aebi Schmidt Holding AG                         | Aebi Schmidt Holding AG                                                       | CUSIP: N/A<br>LEI: 506700TN58RT735OV464       | Long             | EC               | CORP              | US        |       422 | NS      | $5026.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LLY_CV                                          | Eli Lilly & Co.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VANAHALL MIDCO SARL                             | Visma AS                                                                      | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |   2500000 | PA      | $2915409.61   | 0.52%             | 2028-12-05      | Variable      | 5.80%                 | No            |                  3 | On Loan: No      |
| TEGRA118 WEALTH SOLUTIONS INC                   | Tegra118 Wealth Solutions, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1227332 | PA      | $1210762.63   | 0.22%             | 2027-02-18      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| PAI EUROPE VII MASTERTOPCO SARL SICAV-RAIF      | Addo Food Group Ltd.                                                          | CUSIP: N/A<br>LEI: 259400QEGOEU126C6775       | Long             | LON              | CORP              | GB        |   1050000 | PA      | $1388783.21   | 0.25%             | 2028-01-31      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                        | Women's Care Holdings, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2879699 | PA      | $2649323.31   | 0.48%             | 2028-01-15      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| CPC ACQUISITION CORP                            | NIC Acquisition Corp.                                                         | CUSIP: N/A<br>LEI: 254900UFA4AMH3PZZW32       | Long             | LON              | CORP              | US        |   3058042 | PA      | $2428085.09   | 0.44%             | 2027-12-29      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                            | CCRR Parent, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1803200 | PA      | $568008.12    | 0.10%             | 2028-03-06      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| DMG PRACTICE MANAGEMENT SOLUTIONS LLC           | Midwest Physician Administrative Services                                     | CUSIP: N/A<br>LEI: 5493001F7B0DCPKBGK48       | Long             | LON              | CORP              | US        |    368864 | PA      | $335511.56    | 0.06%             | 2028-03-12      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| CELESTIAL-SATURN PARENT INC                     | CoreLogic, Inc.                                                               | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |    882588 | PA      | $881758.61    | 0.16%             | 2028-06-02      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC (USA)                           | Blue Ribbon LLC                                                               | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |   3240506 | PA      | $2093367.09   | 0.38%             | 2028-05-08      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| UNIT4 GROUP HOLDING BV                          | Bock Capital Bidco B.V.                                                       | CUSIP: N/A<br>LEI: 259400UFTFGBNQWX0O86       | Long             | LON              | CORP              | NL        |   1200000 | PA      | $1400552.33   | 0.25%             | 2028-06-29      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                     | Polaris Newco LLC                                                             | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |   1484536 | PA      | $1608838.85   | 0.29%             | 2028-06-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                     | Polaris Newco LLC                                                             | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    987147 | PA      | $1187730.30   | 0.21%             | 2028-06-02      | Variable      | 9.22%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                               | Gibson Brands, Inc.                                                           | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |   5534375 | PA      | $5008609.38   | 0.90%             | 2028-08-11      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                          | Balrog Acquisition, Inc.                                                      | CUSIP: N/A<br>LEI: 25490017XQ2US9FIMN58       | Long             | LON              | CORP              | US        |    336053 | PA      | $307488.25    | 0.06%             | 2028-09-05      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| BREITLING HOLDINGS SARL                         | Breitling Financing SARL                                                      | CUSIP: N/A<br>LEI: 549300TABH53MDTQEP16       | Long             | LON              | CORP              | LU        |   2000000 | PA      | $2138593.64   | 0.38%             | 2028-10-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC          | LaserAway Intermediate Holdings II LLC                                        | CUSIP: N/A<br>LEI: 254900KPMJ49M2JTOZ92       | Long             | LON              | CORP              | US        |   5534375 | PA      | $5479031.25   | 0.99%             | 2027-10-14      | Variable      | 9.89%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC                                   | FR Refuel LLC                                                                 | CUSIP: N/A<br>LEI: 549300Y6GW0LGV84NW77       | Long             | LON              | CORP              | US        |   1919164 | PA      | $1895174.19   | 0.34%             | 2028-11-08      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| COBHAM GROUP HOLDINGS LTD                       | Cobham Ultra SeniorCo SARL                                                    | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |   1435554 | PA      | $1439918.37   | 0.26%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| PLATINUM EQUITIES LLC                           | Pelican Products, Inc.                                                        | CUSIP: N/A<br>LEI: 5493008CRWH2WFODTF44       | Long             | LON              | CORP              | US        |   5534375 | PA      | $4918731.13   | 0.88%             | 2028-12-29      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| CLAROS MORTGAGE TRUST INC                       | Claros Mortgage Trust, Inc.                                                   | CUSIP: N/A<br>LEI: 549300Z9LU2CZ3K30C16       | Long             | LON              | CORP              | US        |    264770 | PA      | $258151.08    | 0.05%             | 2026-08-09      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                    | Merlin Buyer, Inc.                                                            | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |   3184500 | PA      | $3208383.75   | 0.58%             | 2028-12-14      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| PIMENTE INVESTISSEMENT SAS                      | Pimente Investissement S.A.S.                                                 | CUSIP: N/A<br>LEI: 2549003AFYE5VCF0HS03       | Long             | LON              | CORP              | FR        |   1350000 | PA      | $1579224.30   | 0.28%             | 2028-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ASP DREAM ACQUISITION CO LLC                    | ASP Dream Acquisiton Co. LLC                                                  | CUSIP: N/A<br>LEI: 254900DH5Q9BDS6KS803       | Long             | LON              | CORP              | US        |   3136250 | PA      | $2963756.25   | 0.53%             | 2028-12-15      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                     | NFM & J LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1794316 | PA      | $1771547.15   | 0.32%             | 2027-11-30      | Variable      | 9.69%                 | No            |                  3 | On Loan: No      |
| NFM & J LLC                                     | The Facilities Group                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1824001 | PA      | $1800855.30   | 0.32%             | 2027-11-30      | Variable      | 9.67%                 | No            |                  3 | On Loan: No      |
| ICEBOX HOLDCO III INC                           | Icebox Holdco III, Inc.                                                       | CUSIP: N/A<br>LEI: 254900DLB65AKI8CQ466       | Long             | LON              | CORP              | US        |   1395073 | PA      | $1401183.49   | 0.25%             | 2028-12-22      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CORDOBES PARENT SARL                            | Cordobes Holdco SL                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1614545 | PA      | $1875799.06   | 0.34%             | 2029-02-02      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| RINCHEM COMPANY LLC                             | Rinchem Company LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3096000 | PA      | $1238400.00   | 0.22%             | 2029-03-02      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| CONGRUEX GROUP LLC                              | Congruex Group LLC                                                            | CUSIP: N/A<br>LEI: 254900DY0KADNJ4ZCJ32       | Long             | LON              | CORP              | US        |    470508 | PA      | $381619.83    | 0.07%             | 2029-05-03      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                        | Discovery Purchaser Corp.                                                     | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    545885 | PA      | $529858.11    | 0.10%             | 2029-10-04      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                             | Chefs' Warehouse, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    966000 | PA      | $967613.22    | 0.17%             | 2029-08-23      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC        | Asurion LLC                                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    487500 | PA      | $486349.50    | 0.09%             | 2028-08-19      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| AUXEY BIDCO LTD                                 | Alexander Mann                                                                | CUSIP: N/A<br>LEI: 213800NC9KFDXTICTU17       | Long             | LON              | CORP              | GB        |   1764000 | PA      | $1664034.12   | 0.30%             | 2027-06-29      | Variable      | 10.37%                | No            |                  2 | On Loan: No      |
| FINASTRA SUBCO LTD                              | Finastra                                                                      | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    331120 | PA      | $331948.15    | 0.06%             | 2029-09-13      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC                                  | Cliffwater LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1363150 | PA      | $1358967.38   | 0.24%             | 2032-04-22      | Variable      | 8.92%                 | No            |                  3 | On Loan: No      |
| XEROX HOLDINGS CORP                             | Xerox Corp.                                                                   | CUSIP: N/A<br>LEI: 4KF48RN45X1OO8UBLY20       | Long             | LON              | CORP              | US        |    867164 | PA      | $782753.90    | 0.14%             | 2029-11-17      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT LLC                            | Shaw Development LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1188287 | PA      | $1119418.29   | 0.20%             | 2029-10-30      | Variable      | 9.84%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                        | MB2 Dental Solutions LLC                                                      | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |   1869832 | PA      | $1866998.71   | 0.34%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                        | MB2 Dental Solutions LLC                                                      | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    298602 | PA      | $296379.77    | 0.05%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                        | MB2 Dental Solutions LLC                                                      | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -357576 | PA      | $-541.82      | -0.00%            | 2031-02-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                        | MB2 Dental Solutions LLC                                                      | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    270763 | PA      | $266732.93    | 0.05%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                        | MB2 Dental Solutions LLC                                                      | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |     23400 | PA      | $21226.52     | 0.00%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                        | MB2 Dental Solutions LLC                                                      | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -106600 | PA      | $-9901.40     | -0.00%            | 2031-02-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| AI GLOBAL INVESTMENTS & CY SCA                  | AI Monet (Luxembourg) Parentco SARL                                           | CUSIP: N/A<br>LEI: 254900ZBR0EYN4SVLE93       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1169795.78   | 0.21%             | 2031-03-06      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                           | Eisner Advisory Group                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2702149 | PA      | $2710039.76   | 0.49%             | 2031-02-28      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| STS OPERATING INC                               | STS Operating, Inc.                                                           | CUSIP: N/A<br>LEI: 549300HW5C2VGPZCHL57       | Long             | LON              | CORP              | US        |    224430 | PA      | $224010.70    | 0.04%             | 2031-03-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC               | Azurite Intermediate Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    412500 | PA      | $416625.00    | 0.07%             | 2031-03-19      | Variable      | 9.92%                 | No            |                  3 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC               | Alteryx, Inc.                                                                 | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    937500 | PA      | $946875.00    | 0.17%             | 2031-03-19      | Variable      | 9.92%                 | No            |                  3 | On Loan: No      |
| Alteryx, Inc.                                   | Alteryx, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -150000 | PA      | $0.00         | 0.00%             | 2031-02-08      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC               | Higginbotham Insurance Agency, Inc.                                           | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |    218229 | PA      | $216991.03    | 0.04%             | 2028-11-24      | Variable      | 8.67%                 | No            |                  3 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC               | Higginbotham Insurance Agency, Inc.                                           | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Short            | LON              | CORP              | US        |    -80211 | PA      | $-455.19      | -0.00%            | 2028-11-24      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| BOLUDA CORPORACION MARITIMA SL                  | Boluda Towage S.L.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1250000 | PA      | $1460359.13   | 0.26%             | 2030-01-31      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                        | Par Petroleum LLC                                                             | CUSIP: N/A<br>LEI: 984500CCF05C2FB39F45       | Long             | LON              | CORP              | US        |    574326 | PA      | $574688.30    | 0.10%             | 2030-02-28      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                             | Datix Bidco Ltd.                                                              | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    370000 | PA      | $370000.00    | 0.07%             | 2031-04-30      | Variable      | 8.73%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                             | Datix Bidco Ltd.                                                              | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |   1304000 | PA      | $1726169.20   | 0.31%             | 2031-04-30      | Variable      | 8.97%                 | No            |                  3 | On Loan: No      |
| Datix Bidco Ltd.                                | Datix Bidco Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -390000 | PA      | $0.00         | 0.00%             | 2031-04-25      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                             | Datix Bidco Ltd.                                                              | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |     17500 | PA      | $15775.33     | 0.00%             | 2030-10-30      | Variable      | 8.93%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                             | Datix Bidco Ltd.                                                              | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Short            | LON              | CORP              | US        |   -315000 | PA      | $-31044.14    | -0.01%            | 2030-10-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| MODENA BUYER LLC                                | Modena Buyer LLC                                                              | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |   1386000 | PA      | $1356769.26   | 0.24%             | 2031-07-01      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                      | Entain Holdings (Gibraltar) Ltd.                                              | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    604743 | PA      | $701138.48    | 0.13%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                          | Leia Finco US LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1293500 | PA      | $1295517.86   | 0.23%             | 2031-10-09      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| CENTRAL HOLDCO LLC                              | Central Parent LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    216981 | PA      | $179890.33    | 0.03%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC          | Integrated Power Services Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |    100528 | PA      | $100314.03    | 0.02%             | 2028-11-22      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC          | Integrated Power Services Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Short            | LON              | CORP              | US        |   -477849 | PA      | $-1018.49     | -0.00%            | 2028-11-22      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC          | Integrated Power Services Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |   1208679 | PA      | $1206102.91   | 0.22%             | 2028-11-22      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| QSR PLATFORM HOLDING SCA                        | QSRP Finco B.V.                                                               | CUSIP: N/A<br>LEI: 894500AXJRZ3TICBD793       | Long             | LON              | CORP              | BE        |   1300000 | PA      | $1517144.35   | 0.27%             | 2031-06-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CERVANTES BIDCO SLU                             | Cervantes Bidco S.L.U.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1168414.95   | 0.21%             | 2031-12-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                   | White Cap Supply Holdings LLC                                                 | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |    641759 | PA      | $643388.86    | 0.12%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                            | DS Admiral Bidco LLC                                                          | CUSIP: N/A<br>LEI: 25490030X7DBAF7KCR65       | Long             | LON              | CORP              | US        |   1338503 | PA      | $1300582.96   | 0.23%             | 2031-06-26      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| DRIVE BIDCO BV                                  | Drive Bidco B.V.                                                              | CUSIP: N/A<br>LEI: 254900SO04XJ573VEQ93       | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1165676.49   | 0.21%             | 2031-07-23      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                  | Ardonagh Midco 3 plc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    597004 | PA      | $594764.99    | 0.11%             | 2031-02-18      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC               | Higginbotham Insurance Agency, Inc.                                           | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |   2370000 | PA      | $2356550.33   | 0.42%             | 2028-11-24      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| THEVELIA US LLC                                 | Thevelia US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    894075 | PA      | $895469.76    | 0.16%             | 2029-06-18      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BOWTIE CV JERSEY HOLDCO LTD                     | Bowtie Germany Bidco GmbH                                                     | CUSIP: N/A<br>LEI: 254900F23Z2F8RRW1Q10       | Long             | LON              | CORP              | DE        |   1300000 | PA      | $1514127.41   | 0.27%             | 2031-08-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CONGA CORP                                      | Apttus Corp.                                                                  | CUSIP: N/A<br>LEI: 254900VOVRKNFQ3GHG43       | Long             | LON              | CORP              | US        |   1359047 | PA      | $1356777.06   | 0.24%             | 2028-05-08      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| ASTRION GROUP LLC                               | Engineering Research And Consulting LLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1389500 | PA      | $1201917.50   | 0.22%             | 2031-08-29      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC               | Capstone Acquisition Holdings, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2548844 | PA      | $2537672.90   | 0.46%             | 2029-11-12      | Variable      | 8.52%                 | No            |                  3 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC               | Capstone Acquisition Holdings, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    225410 | PA      | $224422.28    | 0.04%             | 2029-11-13      | Variable      | 8.52%                 | No            |                  3 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC        | Asurion LLC                                                                   | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    891000 | PA      | $875728.26    | 0.16%             | 2030-09-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING COMPANY LLC                   | HAH Group Holding Co. LLC                                                     | CUSIP: N/A<br>LEI: 254900FFJQHW9R90FL74       | Long             | LON              | CORP              | US        |    740303 | PA      | $657226.27    | 0.12%             | 2031-09-24      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                             | DXP Enterprises, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    638550 | PA      | $642010.94    | 0.12%             | 2030-10-11      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                      | Hanger, Inc.                                                                  | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |   1234103 | PA      | $1236706.62   | 0.22%             | 2031-10-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                      | Hanger, Inc.                                                                  | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |     23835 | PA      | $23884.88     | 0.00%             | 2031-10-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                      | Hanger, Inc.                                                                  | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Short            | LON              | CORP              | US        |   -135741 | PA      | $0.00         | 0.00%             | 2031-10-23      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| SPEEDSTER MIV SCSP                              | Speedster Bidco GmbH                                                          | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1168577.40   | 0.21%             | 2031-12-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING HOLDINGS II INC                | Cengage Learning, Inc.                                                        | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    543146 | PA      | $538762.43    | 0.10%             | 2031-03-24      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                       | Howden Group Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 213800OOZO37Y7YL2O58       | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1460489.67   | 0.26%             | 2031-02-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CUBE HEALTHCARE EUROPE BIDCO                    | Domidep                                                                       | CUSIP: N/A<br>LEI: 969500AYUH6YXBLGCX31       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1167823.16   | 0.21%             | 2029-10-24      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | Culligan                                                                      | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |   1237539 | PA      | $1240583.37   | 0.22%             | 2028-07-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| GC TWO HOLDINGS INC                             | Aretec Group, Inc.                                                            | CUSIP: N/A<br>LEI: 549300NV2T8A33L0PQ58       | Long             | LON              | CORP              | US        |   1378596 | PA      | $1381918.59   | 0.25%             | 2030-08-09      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCTS INVESTMENT CO         | Indicor LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    994987 | PA      | $1163204.78   | 0.21%             | 2029-11-22      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                             | Planview Parent, Inc.                                                         | CUSIP: N/A<br>LEI: 549300SEALM1D9FKMA32       | Long             | LON              | CORP              | US        |   1040039 | PA      | $996814.91    | 0.18%             | 2027-12-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                               | Pacific Bells LLC                                                             | CUSIP: N/A<br>LEI: 549300VGOQXINYVBJF37       | Long             | LON              | CORP              | US        |   2833194 | PA      | $2840276.85   | 0.51%             | 2028-11-13      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                     | GrafTech Finance, Inc.                                                        | CUSIP: N/A<br>LEI: 1Z010BU876CF2HDBIN43       | Long             | LON              | CORP              | US        |   1011373 | PA      | $1026119.26   | 0.18%             | 2029-12-21      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance, Inc.                          | GrafTech Finance, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -577928 | PA      | $-0.01        | -0.00%            | 2029-11-04      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| HUNTER DOUGLAS INC                              | Hunter Douglas, Inc.                                                          | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |   1290250 | PA      | $1292830.50   | 0.23%             | 2032-01-17      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC (USA)                           | Blue Ribbon LLC                                                               | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |   1259503 | PA      | $1246907.49   | 0.22%             | 2028-05-08      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                       | Clarios Global, LP                                                            | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |   1400000 | PA      | $1403934.00   | 0.25%             | 2032-01-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| APPLEGREEN IRELAND INVESTMENTS FINANCE LIMITED  | Applegreen Ltd.                                                               | CUSIP: N/A<br>LEI: 635400WZG99GZGAOAM29       | Long             | LON              | CORP              | IE        |   1400000 | PA      | $1634253.89   | 0.29%             | 2032-01-23      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                | Precise Midco B.V.                                                            | CUSIP: N/A<br>LEI: 254900JUNTY42P1KL224       | Long             | LON              | CORP              | NL        |   1670000 | PA      | $1939626.13   | 0.35%             | 2030-11-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                             | Recess Holdings, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1576090 | PA      | $1581511.75   | 0.28%             | 2030-02-20      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CASPER TOPCO SAS                                | B&B Hotels                                                                    | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |   1300000 | PA      | $1513629.61   | 0.27%             | 2031-03-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS LUXCO SARL                             | Cegid Group                                                                   | CUSIP: N/A<br>LEI: 2221001BVBGKKRMMGO11       | Long             | LON              | CORP              | LU        |   1450000 | PA      | $1684981.43   | 0.30%             | 2028-07-10      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| MICHAEL BAKER INTERNATIONAL LLC                 | Michael Baker International LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1382552 | PA      | $1383133.17   | 0.25%             | 2028-12-01      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                | Nexus Buyer LLC                                                               | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |   1439143 | PA      | $1420463.04   | 0.26%             | 2031-07-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                        | Boxer Parent Co., Inc.                                                        | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |   1343250 | PA      | $1337245.67   | 0.24%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CARTER INTERMEDIATE INC                         | Aegion Corp.                                                                  | CUSIP: N/A<br>LEI: 549300AG3DVJURRIT691       | Long             | LON              | CORP              | US        |   1197995 | PA      | $1203374.10   | 0.22%             | 2028-05-17      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BHN UPPER INTERMEDIATE HOLDINGS INC             | Blackhawk Network Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 549300LFU3K8UIR03132       | Long             | LON              | CORP              | US        |   1333176 | PA      | $1337175.16   | 0.24%             | 2029-03-12      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC HOLDINGS LP                         | Arsenal AIC Parent LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    172293 | PA      | $172346.42    | 0.03%             | 2030-08-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                        | Affidea                                                                       | CUSIP: N/A<br>LEI: 984500F89CC5A01B8C37       | Long             | LON              | CORP              | NL        |   1250000 | PA      | $1459517.87   | 0.26%             | 2029-07-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| INSPIRED EDUCATION HOLDINGS LTD                 | Inspired Finco Holdings, Ltd.                                                 | CUSIP: N/A<br>LEI: 21380079CKTODVMD9183       | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1457893.36   | 0.26%             | 2031-02-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FCG ACQUISITIONS INC                            | FCG Acquisitions, Inc.                                                        | CUSIP: N/A<br>LEI: 254900BHD5AK9H7EKF91       | Long             | LON              | CORP              | US        |    691127 | PA      | $692840.93    | 0.12%             | 2028-03-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| TINTORETTO LUXEMBOURG SARL                      | Tipico                                                                        | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1162253.42   | 0.21%             | 2028-05-22      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                        | Secretariat Advisors LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    444005 | PA      | $444005.38    | 0.08%             | 2032-02-28      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                        | Secretariat Advisors LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -53763 | PA      | $0.00         | 0.00%             | 2032-02-21      | Variable      | 4.00%                 | No            |                  3 | On Loan: No      |
| FINANCIERE MENDELSSOHN                          | Ceva Sante                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    492528 | PA      | $495453.75    | 0.09%             | 2030-11-08      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION HOLDINGS CORP                 | Atlantic Aviation                                                             | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |    778194 | PA      | $781486.20    | 0.14%             | 2031-09-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| PHM GROUP TOPCO OY                              | PHM Group Holding OY                                                          | CUSIP: N/A<br>LEI: 7437002P82P6OBDFWT48       | Long             | LON              | CORP              | FI        |   1300000 | PA      | $1511608.26   | 0.27%             | 2032-04-22      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| OIL CHANGER HOLDING CORP                        | Oil Changer Holding Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    649186 | PA      | $649186.49    | 0.12%             | 2027-02-08      | Variable      | 10.97%                | No            |                  3 | On Loan: No      |
| OIL CHANGER HOLDING CORP                        | Oil Changer Holding Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -60563 | PA      | $0.00         | 0.00%             | 2027-02-08      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                   | Service Logic Acquisition, Inc.                                               | CUSIP: N/A<br>LEI: 25490008CFAWEVHSQF88       | Long             | LON              | CORP              | US        |    540353 | PA      | $539677.62    | 0.10%             | 2027-10-29      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                      | Kaseya, Inc.                                                                  | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |   1393000 | PA      | $1394351.21   | 0.25%             | 2032-03-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS INC                            | Mannington Mills, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    541750 | PA      | $536332.50    | 0.10%             | 2032-03-07      | Variable      | 8.67%                 | No            |                  3 | On Loan: No      |
| ATD CORP                                        | Asphalt Atd Holdco,  LLC                                                      | CUSIP: N/A<br>LEI: HZ8T88YVE2JVXJ0BTQ24       | Long             | LON              | CORP              | US        |     86635 | PA      | $77971.48     | 0.01%             | 2030-02-28      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| VALEA FOUNDATION                                | Allwyn Entertainment Financing US LLC                                         | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1454760.39   | 0.26%             | 2032-03-29      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| JEFFERSON JVCO LP                               | ATG Entertainment                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1323749.39   | 0.24%             | 2032-04-19      | Variable      | 8.47%                 | No            |                  3 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD          | Kerridge Commercial Systems Group Ltd.                                        | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Long             | LON              | CORP              | GB        |   1200000 | PA      | $1567978.21   | 0.28%             | 2030-09-07      | Variable      | 8.97%                 | No            |                  3 | On Loan: No      |
| Kerridge Commercial Systems Group Ltd.          | Kerridge Commercial Systems Group Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -800000 | PA      | $-13680.71    | -0.00%            | 2030-09-07      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| ORION US FINCO INC                              | Orion US FinCo                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $301125.00    | 0.05%             | 2032-10-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                       | One Hotels GmbH                                                               | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1162102.58   | 0.21%             | 2032-06-04      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| DURAVANT LLC                                    | Engineered Machinery Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |   1000000 | PA      | $1167614.30   | 0.21%             | 2028-05-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                       | Curriculum Associates LLC                                                     | CUSIP: N/A<br>LEI: 254900F1U1TH1N97NR19       | Long             | LON              | CORP              | US        |   1400000 | PA      | $1393580.37   | 0.25%             | 2032-05-07      | Variable      | 8.67%                 | No            |                  3 | On Loan: No      |
| AMERICAN AUTO AUCTION GROUP LLC                 | American Auto Auction Group LLC                                               | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |    298500 | PA      | $292828.50    | 0.05%             | 2032-05-22      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| PELICAN TOPCO LLC                               | Pregis TopCo LLC                                                              | CUSIP: N/A<br>LEI: 549300LJXHJYHS1GM034       | Long             | LON              | CORP              | US        |   1178453 | PA      | $1183614.75   | 0.21%             | 2029-02-28      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Aegion Corp.                                    | Aegion Corp.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -142857 | PA      | $0.00         | 0.00%             | 2028-05-17      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| CFC USA 2025 LLC                                | CFC USA 2025 LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    850000 | PA      | $825562.50    | 0.15%             | 2032-05-29      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| INFRAGROUP BIDCO SARL                           | Infragroup                                                                    | CUSIP: N/A<br>LEI: 699400OA31YDOOASVM61       | Long             | LON              | CORP              | BE        |   1000000 | PA      | $1167405.43   | 0.21%             | 2030-09-27      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC  | Student Transportation Of America Holdings, Inc.                              | CUSIP: N/A<br>LEI: 549300O4G48RRYGSD439       | Long             | LON              | CORP              | US        |     93083 | PA      | $93554.33     | 0.02%             | 2032-06-24      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC  | Student Transportation Of America Holdings, Inc.                              | CUSIP: N/A<br>LEI: 549300O4G48RRYGSD439       | Long             | LON              | CORP              | US        |      6667 | PA      | $6700.40      | 0.00%             | 2032-06-24      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                               | AmSpec Parent LLC                                                             | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |    172900 | PA      | $173043.51    | 0.03%             | 2031-12-22      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                               | AmSpec Parent LLC                                                             | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |     26640 | PA      | $26662.11     | 0.00%             | 2031-12-22      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FUSION BUYER LLC                                | Fusion Intermediate, LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    741581 | PA      | $758882.33    | 0.14%             | 2030-06-06      | Variable      | 12.10%                | No            |                  2 | On Loan: No      |
| SHILTON MIDCO 2 LTD                             | Shilton BidCo Ltd.                                                            | CUSIP: N/A<br>LEI: 549300JUUQPK8NFDUB17       | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1156834.53   | 0.21%             | 2030-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NIDDA TOPCO SARL                                | Nidda Healthcare Holding GmbH                                                 | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |   1800000 | PA      | $2100306.34   | 0.38%             | 2030-02-21      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC      | Convergint                                                                    | CUSIP: N/A<br>LEI: 549300AE79DEGS4AGL59       | Long             | LON              | CORP              | US        |   1081807 | PA      | $1083495.11   | 0.19%             | 2032-07-12      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIONS BV                   | Total Webhosting Solutions BV                                                 | CUSIP: N/A<br>LEI: 98450055H0892EDCB847       | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1709543.98   | 0.31%             | 2031-11-06      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                            | Weight Watchers International, Inc.                                           | CUSIP: N/A<br>LEI: SGT8R1MU6ESIC7UJC518       | Long             | LON              | CORP              | US        |    502987 | PA      | $443704.81    | 0.08%             | 2030-06-24      | Variable      | 10.80%                | No            |                  2 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC               | Powergrid Services LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    688539 | PA      | $688539.33    | 0.12%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC               | Powergrid Services LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -201461 | PA      | $0.00         | 0.00%             | 2032-07-01      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| LERNEN US FINCO LLC                             | Cognita Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    496259 | PA      | $496259.37    | 0.09%             | 2031-10-27      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Scenic Cruises                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    900000 | PA      | $901152.00    | 0.16%             | 2032-07-19      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| ACROPOLE HOLDING SAS                            | Diot-Siaci                                                                    | CUSIP: N/A<br>LEI: 969500NM0252PENX2L59       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1168461.36   | 0.21%             | 2032-07-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GT POLARIS HOLDINGS LP                          | Orion Advisor Solutions, Inc.                                                 | CUSIP: N/A<br>LEI: 549300R3BS3HTGTSN386       | Long             | LON              | CORP              | US        |    990019 | PA      | $994206.53    | 0.18%             | 2030-09-09      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| BACH FINANCE LTD                                | Fugue Finance LLC                                                             | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |   1386044 | PA      | $1389591.98   | 0.25%             | 2032-01-09      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                        | Alterra Mountain Co.                                                          | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |   1042138 | PA      | $1043440.79   | 0.19%             | 2030-05-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| JACOBS HOLDING AG                               | Cognita Ltd.                                                                  | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    648375 | PA      | $648375.00    | 0.12%             | 2031-10-27      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                     | Outcomes Group Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 5493005V7ZG5K84MO728       | Long             | LON              | CORP              | US        |    691281 | PA      | $695988.21    | 0.13%             | 2031-05-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                    | PetSmart LLC                                                                  | CUSIP: N/A<br>LEI: 894500NGJMHSFNESGA67       | Long             | LON              | CORP              | US        |   1600000 | PA      | $1585328.00   | 0.29%             | 2032-08-09      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| PUSHPAY USA INC                                 | Pushpay USA, Inc.                                                             | CUSIP: N/A<br>LEI: 9845001D6794B3C1FF33       | Long             | LON              | CORP              | US        |   1141375 | PA      | $1137094.84   | 0.20%             | 2031-08-18      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                | IntraFi                                                                       | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |    700000 | PA      | $692853.00    | 0.12%             | 2032-01-14      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| TRQ SALES LLC                                   | Tortuga Resorts GHD LLC                                                       | CUSIP: N/A<br>LEI: 254900XSXXA1T3VYS339       | Long             | LON              | CORP              | US        |    850000 | PA      | $838312.50    | 0.15%             | 2032-08-13      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                         | Wr Grace Holdings LLC                                                         | CUSIP: N/A<br>LEI: 549300WNOVFRGYOAEB12       | Long             | LON              | CORP              | US        |    850000 | PA      | $846285.50    | 0.15%             | 2032-08-11      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cliffwater LLC                                  | Cliffwater LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -130000 | PA      | $-398.89      | -0.00%            | 2032-03-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| GRANT THORNTON ADVISORS HOLDINGS LLC            | Grant Thornton Advisors LLC                                                   | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |   1100000 | PA      | $1282780.23   | 0.23%             | 2032-09-11      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                          | Level 3 Financing, Inc.                                                       | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    380000 | PA      | $380475.00    | 0.07%             | 2032-03-29      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                        | Savers, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300F6POVHG3ME8T95       | Long             | LON              | CORP              | US        |   1400000 | PA      | $1403500.00   | 0.25%             | 2032-09-13      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| ARTISAN NEWCO BV                                | Artisan Newco B.V.                                                            | CUSIP: N/A<br>LEI: 7245009YIYR683H17R35       | Long             | LON              | CORP              | NL        |    989866 | PA      | $1154530.16   | 0.21%             | 2032-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                                 | IVI America LLC                                                               | CUSIP: N/A<br>LEI: 549300V0LY56J9HGCK92       | Long             | LON              | CORP              | US        |    643500 | PA      | $644787.00    | 0.12%             | 2031-04-09      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| TEAMBLUE MANAGEMENT INVESTCO SCSP               | Team.Blue Finco SARL                                                          | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1161534.00   | 0.21%             | 2029-09-30      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                       | Kroll, Inc.                                                                   | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |   1400000 | PA      | $1394695.93   | 0.25%             | 2032-09-13      | Variable      | 4.90%                 | No            |                  3 | On Loan: No      |
| Kroll, Inc.                                     | Kroll, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -150000 | PA      | $-568.29      | -0.00%            | 2032-09-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| LIQUID TECH SOLUTIONS HOLDINGS LLC              | Liquid Tech Solutions Holdings LLC                                            | CUSIP: N/A<br>LEI: 254900OC60TKLQ1KX067       | Long             | LON              | CORP              | US        |    498916 | PA      | $499125.95    | 0.09%             | 2032-10-03      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions Holdings LLC              | Liquid Tech Solutions Holdings LLC                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -51084 | PA      | $0.00         | 0.00%             | 2032-10-03      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| TSG SOLUTIONS HOLDING SA                        | TSG Solutions Holding SACA                                                    | CUSIP: N/A<br>LEI: 969500LKBUJJXR2GYZ38       | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1163750.29   | 0.21%             | 2032-05-04      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PROTECT BIDCO GMBH                              | Protect Bidco Gmbh                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    800000 | PA      | $928289.63    | 0.17%             | 2032-09-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| O-I GLASS INC                                   | O-I Glass, Inc.                                                               | CUSIP: N/A<br>LEI: V2UQUCDZJ9WY98W8QU33       | Long             | LON              | CORP              | US        |    800000 | PA      | $801336.00    | 0.14%             | 2032-09-30      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                         | Park River Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |    280000 | PA      | $280666.40    | 0.05%             | 2032-09-24      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| NORMEC 1 BV                                     | Normec 1 B.V.                                                                 | CUSIP: N/A<br>LEI: 724500QBPCBJWX2FJR30       | Long             | LON              | CORP              | NL        |   1150000 | PA      | $1344758.06   | 0.24%             | 2031-04-16      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                    | Dayforce, Inc.                                                                | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |   1100000 | PA      | $1096623.00   | 0.20%             | 2032-10-07      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MERATIVE                                        | Merative                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    691026 | PA      | $691025.64    | 0.12%             | 2032-09-30      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| Merative                                        | Merative                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -78974 | PA      | $0.00         | 0.00%             | 2032-09-17      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Merative                                        | Merative                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -80000 | PA      | $0.00         | 0.00%             | 2032-09-17      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC             | SCIL USA Holdings LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100000 | PA      | $100250.00    | 0.02%             | 2032-10-09      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| ARDIAN HOLDING SAS                              | Florida Food Products LLC                                                     | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |    947031 | PA      | $934407.53    | 0.17%             | 2030-10-18      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| ARDIAN HOLDING SAS                              | Florida Food Products LLC                                                     | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |   2424171 | PA      | $1648436.56   | 0.30%             | 2030-10-18      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| SLP ZEPHYR AGGREGATOR LP                        | Zephyr Bidco Ltd.                                                             | CUSIP: N/A<br>LEI: 549300ZI8D8NFMCTDS74       | Long             | LON              | CORP              | GB        |   1100000 | PA      | $1454988.55   | 0.26%             | 2028-07-20      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| VACATION RENTAL BRANDS LLC                      | Awayday                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    236111 | PA      | $233750.00    | 0.04%             | 2032-05-01      | Variable      | 9.15%                 | No            |                  3 | On Loan: No      |
| Awayday                                         | Awayday                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -613889 | PA      | $-6138.89     | -0.00%            | 2032-05-01      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| SUN III LIMITED                                 | Sun III Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    600000 | PA      | $675330.70    | 0.12%             | 2032-11-06      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Duravant, LLC                                   | Duravant, LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -12773 | PA      | $-31.93       | -0.00%            | 2032-11-22      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| DURAVANT LLC                                    | Engineered Machinery Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |     87227 | PA      | $87554.35     | 0.02%             | 2032-11-22      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Caesarstone Ltd                                 | Caesarstone Ltd.                                                              | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | US        |       134 | NS      | $201.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGTA_C                                          | Magnenta Therapeutics, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       178 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Affimed NV                                      | Affimed N.V.                                                                  | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | US        |        69 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities PLC                      | 3-Month SOFR Futures Contracts                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              |  | US        |       345 | NC      | $86250.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities PLC                      | 3-Month SOFR Futures Contracts                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              |  | US        |      -345 | NC      | $-40968.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities PLC                      | 3-Month SOFR Futures Contracts                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              |  | US        |       246 | NC      | $112237.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities PLC                      | 3-Month SOFR Futures Contracts                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | N/A              | DIR              |  | US        |      -246 | NC      | $-59962.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-79870.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                      | CDX.NA.IG.45.V1                                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        | -11200000 | OU      | $-251927.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                      | CDX.NA.HY.45.V1                                                               | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              |  | US        |  -5600000 | OU      | $-418180.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-189840.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-56595.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-115115.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-84875.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-153720.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-57575.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-128590.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-140945.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd. | S&P 500 Index                                                                 | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -7 | NC      | $-154070.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Guggenheim Active Allocation Fund

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO