# EDGAR Filing Document

**Accession Number:** 0001864208
**File Stem:** 0000940400-26-015704
**Filing Date:** 2026-4
**Character Count:** 622457
**Document Hash:** 3c166d42dee50351bb94955f483bcb58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015704.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0000940400-26-015704

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**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:** 26915348

**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 W. 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:** 2026-02-27

**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:** $910580482.08

**Total Liabilities:** $357871761.09

**Net Assets:** $552708720.99

**Delayed Delivery Securities:** $5671182.90

**Stand-by Commitments:** $148702950.19

**Cash Not Reported:** $10421701.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4346.36910000 | **1-Year:** 12860.08623950 | **5-Year:** 37190.19201970 | **10-Year:** 28420.36001660 | **30-Year:** 32518.55563720

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

- **3-Month:** 10937.48740310 | **1-Year:** 24317.83941200 | **5-Year:** 65679.77702580 | **10-Year:** 12307.53921830 | **30-Year:** 16493.79457120

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000001 | 0.65%                | 1.06%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13565.07               | $1728333.17                                |
| Month 2  | $223906.00               | $976223.07                                 |
| Month 3  | $-1939327.57             | $-4480239.85                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                                  | CDS CDX.NA.HY.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-173893.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -345 | NC      | $-32343.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | UPC BROADBAND FINCO BV                                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -634432 | PA      | $-634432.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                  | FIHL V7.75 06/15/55                                                                                                                                    | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1450044.45   | 0.26%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SUN III LTD                                                      | SUN III LTD                                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    600000 | PA      | $695608.12    | 0.13%             | 2032-11-08      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2         | MSRM 2026-NQM2 B3                                                                                                                                      | CUSIP: 617949AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174000 | PA      | $154266.50    | 0.03%             | 2071-01-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                           | FABSJV 6.2 01/25/37                                                                                                                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1445703.47   | 0.26%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Stitch Fix Inc                                                   | Stitch Fix Inc COM CL A                                                                                                                                | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       949 | NS      | $3160.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conns Inc                                                        | Conns Inc COM                                                                                                                                          | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |       106 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Recursion Pharmaceuticals Inc                                    | Recursion Pharmaceuticals Inc CL A                                                                                                                     | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $4928.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Atlantic Finance Co.                                      | GBLATL 3.125 06/15/31 144A                                                                                                                             | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1577171.73   | 0.29%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EPIZYME CONTINGENT VALUE RIGHTS                                  | EPIZYME CONTINGENT VALUE RIGHTS                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $0.08         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Amsted Industries Incorporated                                   | AMSIND 6.375 03/15/33 144A                                                                                                                             | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155885.85    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aspen Aerogels Inc                                               | Aspen Aerogels Inc COM                                                                                                                                 | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $820.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                              | Upland Software Inc COM                                                                                                                                | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       172 | NS      | $151.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                    | FSRIA 2024-FL9 C                                                                                                                                       | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1547990.74   | 0.28%             | 2039-10-19      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Mission Produce Inc                                              | Mission Produce Inc COM                                                                                                                                | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       220 | NS      | $3121.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FCG ACQUISITIONS INC                                             | Flow Control Group Term Loan B 325 2028-04-01                                                                                                          | CUSIP: 30260UAK1<br>LEI: 254900BHD5AK9H7EKF91 | Long             | LON              | CORP              | US        |    739323 | PA      | $739012.77    | 0.13%             | 2028-04-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Invesco Mortgage Capital Inc.                                    | Invesco Mortgage Capital Inc. COM                                                                                                                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       182 | NS      | $1534.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1 B FUNDED                                      | THUNDERBIRD 2022-1 B FUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1075611.47   | 0.19%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Telos Corp                                                       | Telos Corp COM                                                                                                                                         | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |       238 | NS      | $956.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | JANE STREET GROUP LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2416500 | PA      | $-2416500.00  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | GLOBAL ATLANTIC (FIN) CO                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2670381 | PA      | $-2670381.25  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| Biodesix Inc.                                                    | Biodesix Inc. COM                                                                                                                                      | CUSIP: 09075X207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $45.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RL DATIX 1L REV FUNDED                                           | RL DATIX 1L REV FUNDED                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332500 | PA      | $300879.92    | 0.05%             | 2030-10-30      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| Franklin Resources Inc.                                          | Franklin Resources Inc. COM                                                                                                                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      9379 | NS      | $248918.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HV STRUCTURED SOLUTIONS IV                                       | HV STRUCTURED SOLUTIONS IV                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134897 | PA      | $1127357.00   | 0.20%             | 2030-09-15      | Floating      | 6.85%                 | No            |                  3 | On Loan: No      |
| Universal Electronics Inc.                                       | Universal Electronics Inc. COM                                                                                                                         | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        74 | NS      | $278.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caredx Inc                                                       | Caredx Inc COM                                                                                                                                         | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       593 | NS      | $11124.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                                     | NVRI 5.75 07/31/27 144A                                                                                                                                | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2627205.00   | 0.48%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Infinity Pharmaceuticals Inc.                                    | Infinity Pharmaceuticals Inc. COM                                                                                                                      | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |       521 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HyreCar Inc.                                                     | HyreCar Inc. COM                                                                                                                                       | CUSIP: 44916T107<br>LEI: 549300Y900ZKQQLV6S25 | Long             | EC               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP GRANGE HOLDINGS DEFERRAL                                      | AP GRANGE HOLDINGS DEFERRAL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    268444 | PA      | $268443.52    | 0.05%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Fluent Inc                                                       | Fluent Inc COM NEW                                                                                                                                     | CUSIP: 34380C201<br>LEI: 549300P3G8O165ICY429 | Long             | EC               | CORP              | US        |        43 | NS      | $140.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUSION BUYER LLC                                                 | FUSION BUYER LLC                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15577 | NS      | $542593.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Beam Therapeutics Inc.                                           | Beam Therapeutics Inc. COM                                                                                                                             | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $16962.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                                           | Synaptics Incorporated COM                                                                                                                             | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       463 | NS      | $37715.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                            | Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     26000 | NS      | $672100.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                                   | Eventbrite Inc COM CL A                                                                                                                                | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       448 | NS      | $1980.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                   | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.100% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST SERIES S                       | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     58000 | NS      | $952940.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Finance Co IV LLC                                           | ARES 3.65 02/01/52 144A                                                                                                                                | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1121908.24   | 0.20%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vistagen Therapeutics Inc.                                       | Vistagen Therapeutics Inc. COM                                                                                                                         | CUSIP: 92840H400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $22.27        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                  | PFSI 7.875 12/15/29 144A                                                                                                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314980.20    | 0.06%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| First Financial Bankshares Inc                                   | First Financial Bankshares Inc COM                                                                                                                     | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      1517 | NS      | $46920.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 1 SARL                                          | AGKLN 7 05/21/30 144A                                                                                                                                  | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $471263.85    | 0.09%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | INGEVITY CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2323625 | PA      | $-2323625.00  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| RL DATIX CAR FACILITY 1L DDTL FUND                               | RL DATIX CAR FACILITY 1L DDTL FUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    390000 | PA      | $390000.00    | 0.07%             | 2031-04-30      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| Encore Capital Group Inc.                                        | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2086098.30   | 0.38%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2         | MSRM 2026-NQM2 XS                                                                                                                                      | CUSIP: 617949AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15113000 | PA      | $683896.95    | 0.12%             | 2071-01-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                         | Etsy Inc COM                                                                                                                                           | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      4899 | NS      | $268857.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama (Republic of)                                             | PANAMA 4.5 01/19/63                                                                                                                                    | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1700000 | PA      | $1315970.00   | 0.24%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                             | WW INTERNATIONAL INC                                                                                                                                   | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |    502987 | PA      | $427538.81    | 0.08%             | 2030-06-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Alector Inc                                                      | Alector Inc COM                                                                                                                                        | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       695 | NS      | $1688.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                                 | Pool Corporation COM                                                                                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       578 | NS      | $131310.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | HNI CORP                                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1245188 | PA      | $-1245187.50  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Cidron Atrium SE                                                 | ALLOHE F 02/15/33 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $266047.51    | 0.05%             | 2033-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                               | ADT 4.875 07/15/32 144A                                                                                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3201256.41   | 0.58%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                        | Qorvo Inc COM                                                                                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      5008 | NS      | $415163.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEPHYR MIDCO 2 LTD                                               | ZEPHYR MIDCO 2 LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1100000 | PA      | $1379783.41   | 0.25%             | 2028-07-31      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Clarios (Power Solutions)                                        | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1396500 | PA      | $1391849.66   | 0.25%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| APPLIED THERAPEUTICS INC                                         | APPLIED THERAPEUTICS INC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cardlytics Inc.                                                  | Cardlytics Inc. COM                                                                                                                                    | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |       382 | NS      | $330.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MODENA BUYER LLC                                                 | MODENA BUYER LLC                                                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |   1382500 | PA      | $1214125.33   | 0.22%             | 2031-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Omnicell Inc                                                     | Omnicell Inc COM                                                                                                                                       | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       513 | NS      | $21084.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AI MONET LUXEMBOURG PARE                                         | AI MONET LUXEMBOURG PARE                                                                                                                               | CUSIP: 000000000<br>LEI: 254900ZBR0EYN4SVLE93 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1184879.09   | 0.21%             | 2031-02-06      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                        | ECPG 9.25 04/01/29 144A                                                                                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784982.59    | 0.14%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                               | Congruex Group LLC Term Loan B 575 2029-04-04                                                                                                          | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |    476455 | PA      | $329706.83    | 0.06%             | 2029-05-03      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | CVR ENERGY INC                                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1283500 | PA      | $-1283500.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| RL DATIX 1L TL FACILITY B GBP                                    | RL DATIX 1L TL FACILITY B GBP                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1304000 | PA      | $1757009.60   | 0.32%             | 2031-04-30      | Floating      | 9.46%                 | No            |                  3 | On Loan: No      |
| WORLD ACCEPTANCE CORP                                            | World Acceptance Corporation COM                                                                                                                       | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |        24 | NS      | $3237.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Limited                                              | Caesarstone Limited ILS0.04                                                                                                                            | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |       134 | NS      | $183.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOTWIRE FUNDING LLC                                              | HWIRE 2021-1 C                                                                                                                                         | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $7620986.45   | 1.38%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CONCENTRA BIOSCIENCES LLC                                        | CONCENTRA BIOSCIENCES LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                      | NAVCOR 7.25 10/01/33 144A                                                                                                                              | CUSIP: 48020RAG0<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $718219.81    | 0.13%             | 2033-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | VENTURE GLOBAL LNG INC                                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2397000 | PA      | $-2397000.00  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Alerus Financial Corp.                                           | Alerus Financial Corp. COM                                                                                                                             | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |        89 | NS      | $2121.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp. COM                                                                                                                             | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4474 | NS      | $220612.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortitude Group Holdings LLC                                     | FORTRE 6.25 04/01/30 144A                                                                                                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363530.07    | 0.07%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rb Global Holdings Inc.                                          | RBACN 7.75 03/15/31 144A                                                                                                                               | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675782.25    | 0.12%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| First Foundation Inc.                                            | First Foundation Inc. COM                                                                                                                              | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       284 | NS      | $1667.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc.                                       | Utah Medical Products Inc. COM                                                                                                                         | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        20 | NS      | $1332.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc.                                          | Nurix Therapeutics Inc. COM                                                                                                                            | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $5956.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                  | PFSI 7.125 11/15/30 144A                                                                                                                               | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822419.20    | 0.15%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NU Ride Inc                                                      | NU Ride Inc COM STK                                                                                                                                    | CUSIP: 54405Q209<br>LEI: 5493000HCHF3YP6AGZ15 | Long             | EC               | CORP              | US        |        60 | NS      | $104.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Grace Holdings Llc                                         | GRA 7 08/01/33 144A                                                                                                                                    | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509075.00    | 0.09%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Johnson Outdoors Inc.                                            | Johnson Outdoors Inc. CL A                                                                                                                             | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1503.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                                       | Repay Holdings Corporation COM CL A                                                                                                                    | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |       507 | NS      | $1409.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                                                    | Marinemax Inc COM                                                                                                                                      | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       123 | NS      | $3751.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                              | Diodes Incorporated COM                                                                                                                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       510 | NS      | $34797.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS                                                          | UNITED WHOLESALE MTGE LLC                                                                                                                              | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1245632 | PA      | $-1245632.50  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CLAUDIUS FINANCE SARL                                            | CLAUDIUS FINANCE SARL                                                                                                                                  | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |   1450000 | PA      | $1617237.20   | 0.29%             | 2028-07-03      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC                                               | MIWIDO 5.5 02/01/30 144A                                                                                                                               | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2436462.05   | 0.44%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFC Group                                                        | CFC Group Term Loan B 375 2032-05-18                                                                                                                   | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850000 | PA      | $808562.50    | 0.15%             | 2032-07-01      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CPC ACQUISITION CORP                                             | NIC ACQUISITION CORP                                                                                                                                   | CUSIP: 12656UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3058042 | PA      | $2510866.27   | 0.45%             | 2028-01-03      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                               | GLP 7.125 07/01/33 144A                                                                                                                                | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155199.30    | 0.03%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                              | GLM 2021-9A DR                                                                                                                                         | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1155323.35   | 0.21%             | 2037-04-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| AlphaTON Capital Corp.                                           | AlphaTON Capital Corp. SHS NEW                                                                                                                         | CUSIP: 000000000<br>LEI: 894500P8W3I5IQUHDJ84 | Long             | EC               | CORP              | VG        |         2 | NS      | $0.82         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                          | PMV Pharmaceuticals Inc COM                                                                                                                            | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $265.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                                | Redwood Trust Inc COM                                                                                                                                  | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |       675 | NS      | $4083.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Financial Services Inc                                  | PFSI 6.875 02/15/33 144A                                                                                                                               | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200221.60    | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hookipa Pharma Inc                                               | Hookipa Pharma Inc COM NEW                                                                                                                             | CUSIP: 43906K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $11.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Bells                                                    | Pacific Bells Term Loan B (Add-on) 375 2028-11-10                                                                                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |   2826111 | PA      | $2829643.52   | 0.51%             | 2028-11-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Cerus Corp                                                       | Cerus Corp COM                                                                                                                                         | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       986 | NS      | $2524.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SURFACE ONCOLOGY INC CVR                                         | SURFACE ONCOLOGY INC CVR                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Veritone Inc.                                                    | Veritone Inc. COM                                                                                                                                      | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |       169 | NS      | $476.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc.                                         | Kezar Life Sciences Inc. COM NEW                                                                                                                       | CUSIP: 49372L209<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |        21 | NS      | $140.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kane Bidco Ltd.                                                  | TRUEPT 7.75 07/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    750000 | PA      | $1028279.81   | 0.19%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | CASTOR SPA                                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1255088 | PA      | $-1255087.92  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | LOTTOMATICA GROUP SPA                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -716571 | PA      | $-716571.45   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | TIBCO SOFTWARE INC                                                                                                                                     | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1539650 | PA      | $-1539650.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontrak Inc                                                       | Ontrak Inc COM                                                                                                                                         | CUSIP: 683373401<br>LEI: 549300OQ36UO20X0DB40 | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                | CONGLO 5 02/28/30 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $969429.31    | 0.18%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                        | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1363.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass Minerals International Inc.                              | CMP 6.75 12/01/27 144A                                                                                                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    583000 | PA      | $583565.51    | 0.11%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Shutterstock Inc                                                 | Shutterstock Inc COM                                                                                                                                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       274 | NS      | $4603.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXP World Holdings Inc                                           | EXP World Holdings Inc COM                                                                                                                             | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |       736 | NS      | $5129.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRED FINCO HOLDINGS                                          | INSPIRED FINCO HOLDINGS                                                                                                                                | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1474910.76   | 0.27%             | 2031-02-28      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                   | Office Properties Income Trust COM SHS BEN INT                                                                                                         | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |       281 | NS      | $3.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                                  | iHeartMedia Inc COM CL A                                                                                                                               | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1313 | NS      | $4293.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc                              | Innovative Industrial Propertes Inc COM                                                                                                                | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       292 | NS      | $15464.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc.                                  | Community Healthcare Trust Inc. COM                                                                                                                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       141 | NS      | $2409.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tillys Inc                                                       | Tillys Inc CL A                                                                                                                                        | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $194.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                                     | Unisys Corp. COM NEW                                                                                                                                   | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       384 | NS      | $933.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S                                                        | BID 5.875 06/01/29 144a                                                                                                                                | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2116684.68   | 0.38%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROTECT BIDCO GMBH                                               | PROTECT BIDCO GMBH                                                                                                                                     | CUSIP: 000000000<br>LEI: 3912005K0N1E3O116T15 | Long             | LON              | CORP              | DE        |    800000 | PA      | $948158.48    | 0.17%             | 2032-12-03      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                       | CDW 3.569 12/01/31                                                                                                                                     | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1768689.35   | 0.32%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | PENN NATIONAL GAMING INC                                                                                                                               | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2613000 | PA      | $-2613000.00  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| 3D Systems Corporation                                           | 3D Systems Corporation COM NEW                                                                                                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      1453 | NS      | $2804.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIERE MENDEL SASU                                           | FINANCIERE MENDEL SASU                                                                                                                                 | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |    491288 | PA      | $491901.61    | 0.09%             | 2030-11-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS 4.375 02/02/52                                                                                                                                     | CUSIP: 46590XAQ9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1750000 | PA      | $1383552.63   | 0.25%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | ALVGR V6.55 PERP 144a                                                                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1451266.60   | 0.26%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Udemy Inc.                                                       | Udemy Inc. COM                                                                                                                                         | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |        81 | NS      | $407.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playboy Inc.                                                     | Playboy Inc. COM                                                                                                                                       | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $643.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                             | Orthofix Medical Inc COM                                                                                                                               | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $1055.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.             | BOOTFN 7.375 08/31/32 144*                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $702493.33    | 0.13%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                    | UWMLLC 5.5 04/15/29 144A                                                                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4217151.60   | 0.76%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | FERTITTA ENTERTAINMENT LLC                                                                                                                             | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1452000 | PA      | $-1452000.00  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CONCENTRA BIOSCIENCESLLC-                                        | CONCENTRA BIOSCIENCESLLC-                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       231 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| InfuSystem Holdings inc.                                         | InfuSystem Holdings inc. COM                                                                                                                           | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |       108 | NS      | $947.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC                           | LaserAway Term Loan B 575 2027-10-05                                                                                                                   | CUSIP: 51807KAC7<br>LEI: 254900KPMJ49M2JTOZ92 | Long             | LON              | CORP              | US        |   5520000 | PA      | $5471700.00   | 0.99%             | 2027-10-14      | Floating      | 10.71%                | No            |                  2 | On Loan: No      |
| MIDWEST PHYSICIAN ADMINISTRATIVE SERVICES LLC                    | MIDWEST PHYSICIAN ADMINS                                                                                                                               | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |    367899 | PA      | $315473.10    | 0.06%             | 2028-03-13      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                           | BSTRM 2023-1A B                                                                                                                                        | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013895.80   | 0.18%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                       | BLDR 6.375 06/15/32 144A                                                                                                                               | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1541235.74   | 0.28%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HPC NAV I 2025 UNFUNDED                                          | HPC NAV I 2025 UNFUNDED                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3909724 | PA      | $0.39         | 0.00%             | 2033-12-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| THEVELIA (US) LLC                                                | THEVELIA US LLC                                                                                                                                        | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    891800 | PA      | $877308.25    | 0.16%             | 2029-06-18      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                                    | ARMOUR Residential REIT, Inc. COM SHS                                                                                                                  | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |       103 | NS      | $1848.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc.                                                      | Ocugen Inc. COM                                                                                                                                        | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |      2201 | NS      | $4005.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc.                                                        | Gevo Inc. COM PAR                                                                                                                                      | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      1167 | NS      | $2123.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGENOVIS HEALTH INC                                             | Ingenovis Health Inc                                                                                                                                   | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1798480 | PA      | $493089.25    | 0.09%             | 2028-03-06      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| PIMENTE INVESTISSEMENT S                                         | PIMENTE INVESTISSEMENT S                                                                                                                               | CUSIP: 000000000<br>LEI: 2549003AFYE5VCF0HS03 | Long             | LON              | CORP              | FR        |   1350000 | PA      | $1601500.80   | 0.29%             | 2028-12-29      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AmSpec                                                           | AmSpec Term Loan B 350 2031-12-01                                                                                                                      | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    199040 | PA      | $199165.39    | 0.04%             | 2031-12-22      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| BOLUDA TOWAGE SL                                                 | BOLUDA TOWAGE SL                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1250000 | PA      | $1485175.04   | 0.27%             | 2030-01-31      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | FOCUS FINANCIAL PARTNERS LLC                                                                                                                           | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1274062 | PA      | $-1274062.50  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                       | ACACN 4.625 08/15/29 144A                                                                                                                              | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $2028253.54   | 0.37%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                             | Rocket Companies Inc COM CL A                                                                                                                          | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       963 | NS      | $17516.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AquaBounty Technologies Inc.                                     | AquaBounty Technologies Inc. COM                                                                                                                       | CUSIP: 03842K309<br>LEI: 549300TOJ0S836KCH094 | Long             | EC               | CORP              | US        |        17 | NS      | $16.49        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTL - AZ BATTERY PROPERTY LLC                                    | CTL - AZ BATTERY PROPERTY LLC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $996885.25    | 0.18%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Kennedy Wilson Inc                                               | KW 5 03/01/31                                                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3392796.12   | 0.61%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| West Bancorp Inc.                                                | West Bancorp Inc. CAP STK                                                                                                                              | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |        95 | NS      | $2313.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology Inc.                                            | Coherus Oncology Inc. COM                                                                                                                              | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |       806 | NS      | $1346.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisner Advisory Group                                            | Eisner Advisory Group Term Loan B 400 2031-02-05                                                                                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |   1256024 | PA      | $1216246.09   | 0.22%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                | SFRFP 6.5 10/15/31 144A                                                                                                                                | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4009150 | PA      | $3856755.79   | 0.70%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| USANA Health Sciences Inc.                                       | USANA Health Sciences Inc. COM                                                                                                                         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |        70 | NS      | $1506.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                              | Compass Minerals International Inc. COM                                                                                                                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       200 | NS      | $5040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                      | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    235521 | PA      | $233298.38    | 0.04%             | 2032-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rfna LP                                                          | RFNALP 7.875 02/15/30 144A                                                                                                                             | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199100.66    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Korro Bio Inc                                                    | Korro Bio Inc COM                                                                                                                                      | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $36.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS                                                          | CUSHMAN & WAKEFIELD US                                                                                                                                 | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1365000 | PA      | $-1365000.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | BAC V4.375 PERP RR                                                                                                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1151484.12   | 0.21%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Insight Molecular Diagnostics Inc.                               | Insight Molecular Diagnostics Inc. COM NEW                                                                                                             | CUSIP: 68235C206<br>LEI: 549300BIYAW8GO410287 | Long             | EC               | CORP              | US        |        17 | NS      | $102.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | VERTICAL US NEWCO INC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2266666 | PA      | $-2266665.50  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology Inc.                                            | Align Technology Inc. COM                                                                                                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1380 | NS      | $262338.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY BIDCO LTD                                                 | DGGLN 8.125 12/19/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 984500645A980C6A3639 | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1415362.09   | 0.26%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                           | AI AQUA MERGER SUB INC                                                                                                                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1234430 | PA      | $1227701.99   | 0.22%             | 2028-07-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Movado Group Inc                                                 | Movado Group Inc COM                                                                                                                                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        91 | NS      | $2270.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | GALAXY BIDCO LTD                                                                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1187953 | PA      | $-1187953.23  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                     | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372897.86    | 0.07%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                               | AASET 2021-2A B                                                                                                                                        | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449530 | PA      | $430803.96    | 0.08%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                      | SVC 2023-1A B                                                                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992500 | PA      | $992951.29    | 0.18%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Quince Therapeutics Inc                                          | Quince Therapeutics Inc COM                                                                                                                            | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $14.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTE BIDCO BV                                                 | CELESTE BIDCO BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 984500F89CC5A01B8C37 | Long             | LON              | CORP              | NL        |   1250000 | PA      | $1482236.06   | 0.27%             | 2029-07-02      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FACILITIES GROUP 1L DDTL FUNDED                                  | FACILITIES GROUP 1L DDTL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1819286 | PA      | $1796200.68   | 0.32%             | 2027-11-30      | Floating      | 10.06%                | No            |                  3 | On Loan: No      |
| Altice France SAS                                                | SFRFP 6.5 04/15/32 144A                                                                                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1524392 | PA      | $1459919.35   | 0.26%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FACILITIES GROUP 1L TL                                           | FACILITIES GROUP 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1789655 | PA      | $1766945.72   | 0.32%             | 2027-11-30      | Floating      | 10.16%                | No            |                  3 | On Loan: No      |
| Aligos Therapeutics Inc.                                         | Aligos Therapeutics Inc. COM NEW                                                                                                                       | CUSIP: 01626L204<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |         5 | NS      | $35.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagerduty Inc                                                    | Pagerduty Inc COM                                                                                                                                      | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       967 | NS      | $6827.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                                       | Sally Beauty Holdings Inc. COM                                                                                                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1288 | NS      | $20698.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERGRID SERVICES 1L TL CL                                      | POWERGRID SERVICES 1L TL CL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    686818 | PA      | $683438.84    | 0.12%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  3 | On Loan: No      |
| Ford Motor Company                                               | Ford Motor Company COM                                                                                                                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     15940 | NS      | $224594.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc                                       | Oncternal Therapeutics Inc COM NEW                                                                                                                     | CUSIP: 68236P206<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |        13 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DAIRYLAND USA CORP                                               | DAIRYLAND USA CORP                                                                                                                                     | CUSIP: 16308TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    943958 | PA      | $947101.71    | 0.17%             | 2029-08-23      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES 1L REV CL UNFUN                               | POWERGRID SERVICES 1L REV CL UNFUN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470000 | PA      | $470000.00    | 0.09%             | 2030-03-31      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| POWERGRID SERVICES 1L DDTL CL FUND                               | POWERGRID SERVICES 1L DDTL CL FUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201461 | PA      | $200469.48    | 0.04%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  3 | On Loan: No      |
| CARTESIAN THERAPEUTICS INC                                       | CARTESIAN THERAPEUTICS INC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | 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      |
| PROAMPAC PG BORROWER LLC                                         | PROAMPAC PG BORROWER LLC                                                                                                                               | CUSIP: 000000000<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    150000 | PA      | $147937.50    | 0.03%             | 2033-02-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Korn Ferry                                                       | Korn Ferry COM NEW                                                                                                                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       630 | NS      | $39482.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | STATION CASINOS LLC                                                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2539062 | PA      | $-2539062.50  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Monro Inc                                                        | Monro Inc COM                                                                                                                                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194 | NS      | $4176.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerved Group S.p.A.                                              | CERVIM F 02/15/29 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1421148.88   | 0.26%             | 2029-02-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                               | KREF 2021-FL2 AS                                                                                                                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $944499.98    | 0.17%             | 2039-02-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BXHPP LTD                                                        | BXHPP 2021-FILM C                                                                                                                                      | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1479000.00   | 0.27%             | 2036-08-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1414102.93   | 0.26%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                                 | N/A                                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900JUNTY42P1KL224 | Long             | LON              | CORP              | NL        |   1670000 | PA      | $1846333.00   | 0.33%             | 2030-11-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING 2024-58                                     | MDPK 2024-58A D                                                                                                                                        | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $546928.36    | 0.10%             | 2037-04-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Centerspace                                                      | Centerspace COM                                                                                                                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |        83 | NS      | $5220.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curis Inc.                                                       | Curis Inc. COM                                                                                                                                         | CUSIP: 231269309<br>LEI: 5299000YO6CX4WMFVX06 | Long             | EC               | CORP              | US        |        25 | NS      | $28.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                        | DigitalOcean Holdings Inc COM                                                                                                                          | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       593 | NS      | $33243.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS                                                          | CARRIAGE SERVICES INC                                                                                                                                  | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1123921 | PA      | $-1123921.25  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Triumph Financial Inc                                            | Triumph Financial Inc COM                                                                                                                              | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       281 | NS      | $15696.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1                      | CLAST 2019-1A A                                                                                                                                        | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     90937 | PA      | $90028.78     | 0.02%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING FUN                                        | FTAI AIRCRAFT LEASING FUN                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4125000 | NS      | $4336723.88   | 0.78%             |  |  |  | No            |                  3 | On Loan: No      |
| Compass Minerals International Inc.                              | CMP 8 07/01/30 144A                                                                                                                                    | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $791287.50    | 0.14%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                  | GOCAP 2025-83A D                                                                                                                                       | CUSIP: 38182EAJ8<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $835999.14    | 0.15%             | 2038-11-09      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                                         | Broadstone Net Lease Inc COM                                                                                                                           | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      1850 | NS      | $35871.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGINEERED MACHINERY HOL                                         | ENGINEERED MACHINERY HOLDINGS INC                                                                                                                      | CUSIP: 000000000<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1181204.62   | 0.21%             | 2032-11-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Blackline Inc                                                    | Blackline Inc COM                                                                                                                                      | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       633 | NS      | $22313.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Werewolf Therapeutics Inc                                        | Werewolf Therapeutics Inc COM                                                                                                                          | CUSIP: 95075A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $91.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS                                                          | CPI CG INC                                                                                                                                             | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1234020 | PA      | $-1234020.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                       | AALLN 5.625 04/01/30 144A                                                                                                                              | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1102069.70   | 0.20%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                            | STAG Industrial, Inc. COM                                                                                                                              | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2043 | NS      | $80126.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| a.k.a. Brands Holding Corp.                                      | a.k.a. Brands Holding Corp. COM SHS                                                                                                                    | CUSIP: 00152K200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $40.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERBERUS LOAN FUNDING 53 LLC                                     | CERB 2025-4A D                                                                                                                                         | CUSIP: 15674YAG3<br>LEI: 635400YQBXB1DKX6JK08 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600356.76    | 0.11%             | 2038-01-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -4215000 | NC      | $-2138.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZUORA INC                                                        | ZODIAC PURCHASER LLC                                                                                                                                   | CUSIP: 98980XAC9<br>LEI: 549300ISVGC1YZWQJ420 | Long             | LON              | CORP              | US        |   1586015 | PA      | $1423448.50   | 0.26%             | 2032-02-17      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                               | GLP 6.875 01/15/29                                                                                                                                     | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    675000 | PA      | $681637.95    | 0.12%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| W.R. Grace                                                       | W.R. Grace Term Loan B 300 2032-08-03                                                                                                                  | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    847875 | PA      | $846459.05    | 0.15%             | 2032-08-09      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Keenova                                                          | Keenova                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $52554.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Biosciences Of California Inc.                           | Pacific Biosciences Of California Inc. COM                                                                                                             | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      2271 | NS      | $3815.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Women's Care                                                     | Women's Care First-lien Term Loan 450 2028-01-03                                                                                                       | CUSIP: 97815UAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2872180 | PA      | $2685488.72   | 0.49%             | 2028-01-18      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Sorrento Therapeutics Inc                                        | Sorrento Therapeutics Inc COM NEW                                                                                                                      | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |      3481 | NS      | $5.57         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc.                                                  | Cue Health Inc. COM                                                                                                                                    | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERVANTES BIDCO SLU                                              | CERVANTES BIDCO SL                                                                                                                                     | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1181500.00   | 0.21%             | 2031-12-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Douglas Elliman Inc                                              | Douglas Elliman Inc COM                                                                                                                                | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       449 | NS      | $1023.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                                     | Macy's, Inc. COM                                                                                                                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      3538 | NS      | $69981.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunSource Holdings                                               | STS OPERATING INC                                                                                                                                      | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |   1022465 | PA      | $1020675.51   | 0.18%             | 2031-03-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | STANDARD INDUSTRIES INC                                                                                                                                | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -2070000 | PA      | $-2070000.00  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlantic Marine Corps Cmntys Llc                                 | ATLMAR 5.383 02/15/48                                                                                                                                  | CUSIP: 048677AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1946761 | PA      | $1642824.58   | 0.30%             | 2048-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DMC Global Inc.                                                  | DMC Global Inc. COM                                                                                                                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       111 | NS      | $653.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garden SpinCo Corp                                               | NEOG 8.625 07/20/30 144A                                                                                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $961843.50    | 0.17%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                      | SVC 2026-1A B                                                                                                                                          | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402704.16    | 0.07%             | 2056-03-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                            | Cracker Barrel Old Country Store Inc. COM                                                                                                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       278 | NS      | $9096.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WONDER LAKE PARK CLO LTD                                         | WONPK 2025-1A SUB                                                                                                                                      | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $751056.00    | 0.14%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EBET Inc                                                         | EBET Inc COM NEW                                                                                                                                       | CUSIP: 278700208<br>LEI: 549300SFUTRB5C1ZRU05 | Long             | EC               | CORP              | US        |         3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp.                                          | Lionsgate Studios Corp. COM                                                                                                                            | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1766 | NS      | $15894.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANT POINT CLO 2025-7 LTD                                       | BRTPT 2025-7A SUB                                                                                                                                      | CUSIP: 10548TAC8<br>LEI: 254900SYDO6XHQEXFS10 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $566880.00    | 0.10%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc. COM                                                                                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1357 | NS      | $73332.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                   | Ziff Davis Inc COM                                                                                                                                     | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       508 | NS      | $13756.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc                                                | Mara Holdings Inc COM                                                                                                                                  | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      1115 | NS      | $9968.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                               | Under Armour, Inc. CL C                                                                                                                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9303 | NS      | $67260.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TSG SOLUTIONS HOLDING                                            | TSG SOLUTIONS HOLDING                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500LKBUJJXR2GYZ38 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1182976.87   | 0.21%             | 2032-04-30      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | RKT 3.875 03/01/31 144A                                                                                                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93981.62     | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Adaptimmune Therapeutics PLC                                     | Adaptimmune Therapeutics PLC SPONDS ADS                                                                                                                | CUSIP: 00653A107<br>LEI: 549300UUNWK8TRT5EW12 | Long             | EC               | CORP              | GB        |       273 | NS      | $5.46         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIT4 GROUP HOLDING BV                                           | UNIT4 GROUP HOLDING BV                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |   1200000 | PA      | $1383063.90   | 0.25%             | 2028-06-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Vaxart Inc.                                                      | Vaxart Inc. COM NEW                                                                                                                                    | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $568.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBASSADOR THEATRE 1L TLB CL GBP                                 | AMBASSADOR THEATRE 1L TLB CL GBP                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1344031.50   | 0.24%             | 2032-04-19      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC 1L TL CL                                          | CLIFFWATER LLC 1L TL CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1359725 | PA      | $1355717.74   | 0.25%             | 2032-04-22      | Floating      | 9.31%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1         | MSRM 2025-NQM10 B3                                                                                                                                     | CUSIP: 617955AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181800 | PA      | $176343.31    | 0.03%             | 2070-11-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION 1L TL                                       | CAPSTONE ACQUISITION 1L TL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2542407 | PA      | $2531966.37   | 0.46%             | 2029-11-12      | Floating      | 8.92%                 | No            |                  3 | On Loan: No      |
| Teamsystem S.p.A                                                 | TITANL F 07/31/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1449537.01   | 0.26%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DEFINIUM THERAPEUTICS INC                                        | Definium Therapeutics Inc. COM SHS                                                                                                                     | CUSIP: 24477V105<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |       125 | NS      | $2181.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICEBOX HOLDCO III INC                                            | ICEBOX HOLDCO III INC                                                                                                                                  | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |   1391459 | PA      | $1393393.02   | 0.25%             | 2031-12-22      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Camping World Holdings Inc                                       | Camping World Holdings Inc CL A                                                                                                                        | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       489 | NS      | $4068.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERVANTES BIDCO SLU                                              | CERVANTES BIDCO SLU                                                                                                                                    | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1181500.00   | 0.21%             | 2031-07-07      | Floating      | 5.78%                 | No            |                  3 | On Loan: No      |
| AASET 2021-1 TRUST                                               | AASET 2021-1A A                                                                                                                                        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426033 | PA      | $414685.89    | 0.08%             | 2041-11-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | BRUNDAGE-BONE CONCRETE PUMPING                                                                                                                         | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1250438 | PA      | $-1250437.50  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SPYRE THERAPEUTICS INC CVR                                       | SPYRE THERAPEUTICS INC CVR                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Essendi SA                                                       | ACCINV F 05/15/32 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $237662.78    | 0.04%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | TEMPUR SEALY INTERNATIONAL INC                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -498750 | PA      | $-498750.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Spyre Therapeutics Inc                                           | Spyre Therapeutics Inc COM NEW                                                                                                                         | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |         9 | NS      | $387.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                          | Live Oak Bancshares Inc COM                                                                                                                            | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $13637.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd                                                        | STARR 2018-1 A                                                                                                                                         | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    322114 | PA      | $322254.73    | 0.06%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sunnova Energy International Inc.                                | Sunnova Energy International Inc. COM                                                                                                                  | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      1009 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nikola Corp.                                                     | Nikola Corp. COM NEW                                                                                                                                   | CUSIP: 654110303<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |        89 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Astrion (Engineering Research and Consulting)                    | Astrion (Engineering Research and Consulting) Term Loan B 500 2031-08-06                                                                               | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1386000 | PA      | $1081080.00   | 0.20%             | 2031-08-29      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Solo Brands Inc.                                                 | Solo Brands Inc. COM CL A NEW                                                                                                                          | CUSIP: 83425V203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $7.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co.                                                | Callaway Golf Co. COM                                                                                                                                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      1357 | NS      | $19079.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                        | Regional Management Corp. COM                                                                                                                          | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |        44 | NS      | $1400.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings PLC                                            | MeiraGTx Holdings PLC COM USD0.00003881                                                                                                                | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |       177 | NS      | $1338.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66 Co.                                                  | PSX V5.875 03/15/56 A                                                                                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112609.28    | 0.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEOLEUKIN THERAPEUTICS INC                                       | NEOLEUKIN THERAPEUTICS INC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AASET 2021-2 TRUST                                               | AASET 2021-2A A                                                                                                                                        | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    639340 | PA      | $613368.80    | 0.11%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | CALDERYS FINANCING LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1263700 | PA      | $-1263700.00  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                        | Aptiv PLC COM SHS                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      4627 | NS      | $340269.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREQUENCY THERAPEUTICS INC                                       | FREQUENCY THERAPEUTICS INC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Start Ltd                                                        | STARR 2018-1 B                                                                                                                                         | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    383690 | PA      | $383987.65    | 0.07%             | 2043-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| TVL Finance PLC                                                  | TRAVEL F 06/30/30 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    850000 | PA      | $930346.59    | 0.17%             | 2030-06-30      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| HOMOLOGY MEDICINES INC                                           | HOMOLOGY MEDICINES INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trueblue Inc                                                     | Trueblue Inc COM                                                                                                                                       | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $867.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS INC                                     | Community Health Systems Incorporated COM                                                                                                              | CUSIP: 203668108<br>LEI: 549300BQWM4WENQ3YW73 | Long             | EC               | CORP              | US        |      1457 | NS      | $5041.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.W. Scripps Co.                                                 | E.W. Scripps Co. CL A NEW                                                                                                                              | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       335 | NS      | $1390.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                             | Pershing Square Tontine Holdings Ltd SHS                                                                                                               | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |    329700 | NS      | $32.97        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 46(M) LTD                             | GOCAP 2019-46A CR                                                                                                                                      | CUSIP: 38178UAE9<br>LEI: 25490039QWFXO8F0DR53 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998905.80    | 0.18%             | 2037-04-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TACKLE SARL                                                      | TACKLE SARL                                                                                                                                            | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |    980874 | PA      | $1158914.59   | 0.21%             | 2028-05-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                            | QUIKHO 6.75 03/01/33 144A                                                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727619.20    | 0.13%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | ROGERS COMMUNICATIONS INC                                                                                                                              | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1236790 | PA      | $-1236790.00  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                      | AWAYDAY(VACATION RENTAL BRANDS HOLDINGS) DD                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    613889 | PA      | $608096.03    | 0.11%             | 2032-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                             | OR 2024-16A C                                                                                                                                          | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $850858.33    | 0.15%             | 2036-04-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas                                                   | Hunter Douglas Term Loan B 325 2032-01-05                                                                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1287000 | PA      | $1285661.52   | 0.23%             | 2032-01-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Xilio Therapeutics Inc.                                          | Xilio Therapeutics Inc. COM                                                                                                                            | CUSIP: 98422T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $22.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners Clo 69(M)                                 | GOCAP 2023-69A DR                                                                                                                                      | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2171888.84   | 0.39%             | 2038-11-09      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                              | NATMUT 6.75 05/15/37                                                                                                                                   | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1076177.18   | 0.19%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 57 LTD                        | NEUB 2024-57A SUB                                                                                                                                      | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $945248.00    | 0.17%             | 2038-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U S Borrower LLC                             | CWK 6.75 05/15/28 144A                                                                                                                                 | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504060.50   | 0.27%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                              | Clear Channel Outdoor Holdings Inc. COM                                                                                                                | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      4259 | NS      | $10221.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc.                                              | HF Foods Group Inc. COM                                                                                                                                | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |       217 | NS      | $453.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                         | Ooma Inc COM                                                                                                                                           | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $1606.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                                  | CVI 5.75 02/15/28 144A                                                                                                                                 | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3294071.88   | 0.60%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion                                                          | Asurion First-lien Term Loan B-12 425 2030-09-01                                                                                                       | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    888750 | PA      | $886083.75    | 0.16%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                          | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    550000 | PA      | $481016.77    | 0.09%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                      | CAUTO 2020-1A B2                                                                                                                                       | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $987759.50    | 0.18%             | 2050-02-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -3688125 | NC      | $-6262.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SunPower Corp                                                    | SunPower Corp                                                                                                                                          | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       937 | NS      | $0.09         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ameritex Holdco Inter LLC                                        | AMEPIP 7.625 08/15/33 144A                                                                                                                             | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $994671.85    | 0.18%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                       | ENTAIN PLC                                                                                                                                             | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | GB        |    604743 | PA      | $718555.19    | 0.13%             | 2028-06-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                             | DS ADMIRAL BIDCO LLC                                                                                                                                   | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |   1334952 | PA      | $1213137.53   | 0.22%             | 2031-06-26      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                           | LNC V9.25 PERP C                                                                                                                                       | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $800239.50    | 0.14%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Retractable Technologies Inc.                                    | Retractable Technologies Inc. COM                                                                                                                      | CUSIP: 76129W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $68.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                                       | Terreno Realty Corporation COM                                                                                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       863 | NS      | $57009.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comscore Inc.                                                    | Comscore Inc. COM NEW                                                                                                                                  | CUSIP: 20564W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $136.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                                     | Columbia Banking System Inc. COM                                                                                                                       | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      1001 | NS      | $28478.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GURNET POINT CAPITAL LLC-CVR                                     | GURNET POINT CAPITAL LLC-CVR                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       285 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -246 | NC      | $-61500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                                      | Arvinas Inc COM                                                                                                                                        | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $7271.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                        | Varex Imaging Corporation COM                                                                                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       224 | NS      | $2950.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Planview                                                         | Planview First-lien Term Loan 350 2027-12-01                                                                                                           | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    597413 | PA      | $468305.74    | 0.08%             | 2027-12-17      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Tronox Holdings PLC                                              | Tronox Holdings PLC COM USD0.01                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      1344 | NS      | $10053.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith Micro Software Inc.                                        | Smith Micro Software Inc. COM SHS                                                                                                                      | CUSIP: 832154405<br>LEI: 549300YR8UTB5CX2B814 | Long             | EC               | CORP              | US        |        34 | NS      | $19.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | QUIKRETE HOLDINGS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -657125 | PA      | $-657125.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1         | MSRM 2025-NQM10 AIOS                                                                                                                                   | CUSIP: 617955AM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15942095 | PA      | $163766.76    | 0.03%             | 2070-11-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Noodles & Co.                                                    | Noodles & Co. CL A NEW                                                                                                                                 | CUSIP: 65540B303<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |        30 | NS      | $176.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMC Software                                                     | BMC Software Term Loan B 300 2031-07-01                                                                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1339875 | PA      | $1230246.43   | 0.22%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                 | ESGR V7.5 04/01/45 144A                                                                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    650000 | PA      | $677119.30    | 0.12%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SLV A 2026-03-20 CALL 90                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -635 | NC      | $-301625.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | BOOTS GROUP FINCO LP                                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -586800 | PA      | $-586799.87   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Virnetx Holding Corp.                                            | Virnetx Holding Corp. COM                                                                                                                              | CUSIP: 92823T207<br>LEI: 529900GEQQ3ACACKKD25 | Long             | EC               | CORP              | US        |        18 | NS      | $293.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                        | GS V3.8 PERP T                                                                                                                                         | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4981308.00   | 0.90%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                               | Deluxe Corporation COM                                                                                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       503 | NS      | $13958.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEWRAY INC                                                      | ViewRay Inc. COM                                                                                                                                       | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       837 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                              | Torrid Holdings Inc COM                                                                                                                                | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $105.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                                  | Bio-Techne Corp COM                                                                                                                                    | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      5648 | NS      | $333232.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | STANDARD INDUSTRIES INC                                                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -812500 | PA      | $-812500.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Elicio Therapeutics Inc                                          | Elicio Therapeutics Inc COM                                                                                                                            | CUSIP: 28657F103<br>LEI: 254900EE2QKYD5SGI956 | Long             | EC               | CORP              | US        |        12 | NS      | $155.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                          | Alarm.com Holdings Inc. COM                                                                                                                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       552 | NS      | $26413.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                         | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    244000 | NC      | $26.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG RE Finance Trust Inc.                                        | TPG RE Finance Trust Inc. COM                                                                                                                          | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $3028.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc. COM                                                                                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       985 | NS      | $175812.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc.                                                   | Neurogene Inc. COM                                                                                                                                     | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |        10 | NS      | $234.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | NUSTAR LOGISTICS LP                                                                                                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -1523145 | PA      | $-1523145.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                         | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1011373 | PA      | $974286.38    | 0.18%             | 2029-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                                      | Rapid7 Inc. COM                                                                                                                                        | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       659 | NS      | $4098.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2022-NQM5 TRUST                                             | GCAT 2022-NQM5 A3                                                                                                                                      | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572603 | PA      | $581129.43    | 0.11%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                      | CAUTO 2020-1A B3                                                                                                                                       | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1373310.66   | 0.25%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2800000 | PA      | $2805671.68   | 0.51%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5640000 | PA      | $5097638.03   | 0.92%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |    -77579 | NC      | $-6024.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solid Biosciences Inc.                                           | Solid Biosciences Inc. COM NEW                                                                                                                         | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $142.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXCO3                                                           | LUXCO3                                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     32870 | NS      | $603898.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Exponent Inc                                                     | Exponent Inc COM                                                                                                                                       | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       606 | NS      | $44104.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                                                 | Best Buy Co Inc. COM                                                                                                                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2703 | NS      | $167504.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIII LLC                                  | CERB 2024-3A D                                                                                                                                         | CUSIP: 156945AG2<br>LEI: 6354005VK9L5QCJ8WJ98 | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $797662.80    | 0.14%             | 2036-07-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                              | Walt Disney Company COM                                                                                                                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1941 | NS      | $205823.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accident Fund Insurance Co of America                            | AFICOA 8.5 08/01/32 144A                                                                                                                               | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2624337.68   | 0.47%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Versuni Group BV                                                 | PHIDOM 3.125 06/15/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300NZZFLYK83VVT71 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $639970.14    | 0.12%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Twist Bioscience Corporation                                     | Twist Bioscience Corporation COM                                                                                                                       | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       633 | NS      | $29700.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEAMER FIN 2 SR SEC NTS                                          | CEAMER FIN 2 SR SEC NTS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1926809 | PA      | $1996580.65   | 0.36%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   3501000 | NC      | $48957.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| F45 Training Holdings Inc.                                       | F45 Training Holdings Inc. COM                                                                                                                         | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |       176 | NS      | $2.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seer Inc                                                         | Seer Inc COM CL A                                                                                                                                      | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $851.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                                            | CLEARWATER PAPER CORP                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |  -1335470 | PA      | $-1335470.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                                         | GRAFTECH GLOBAL ENTERPRI                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577928 | PA      | $556735.07    | 0.10%             | 2029-12-21      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                       | Caesars Entertainment Inc. COM                                                                                                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      8165 | NS      | $204533.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                                           | RR 39 LTD                                                                                                                                              | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $846550.00    | 0.15%             | 2038-04-15      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2809056.46   | 0.51%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Standard Motor Products, Inc.                                    | Standard Motor Products, Inc. COM                                                                                                                      | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       124 | NS      | $4920.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAW DEVELOPMENT 1L TL                                           | SHAW DEVELOPMENT 1L TL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1185271 | PA      | $1120091.85   | 0.20%             | 2029-10-30      | Floating      | 10.31%                | No            |                  3 | On Loan: No      |
| Obsidian Issuer 2025-1 LLC                                       | OBSI 2025-1A A                                                                                                                                         | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1431999.38   | 0.26%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| UBS AG                                                           | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              | CORP              | US        |         1 | NC      | $100131.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OSTTRA GROUP LTD                                                 | ORION US FINCO                                                                                                                                         | CUSIP: 68631KAB5<br>LEI: 984500FF08A0VDFA6976 | Long             | LON              | CORP              | BM        |   1100000 | PA      | $1079034.00   | 0.20%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                               | VOD V5.125 06/04/81                                                                                                                                    | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4750000 | PA      | $3840462.88   | 0.69%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                             | Paypal Holdings Inc. COM                                                                                                                               | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5816 | NS      | $268757.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc.                                               | Mitek Systems Inc. COM NEW                                                                                                                             | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       255 | NS      | $3717.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                                              | Dentsply Sirona Inc COM                                                                                                                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      5242 | NS      | $76952.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS NEWCO LLC                                                | N/A                                                                                                                                                    | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    854531 | PA      | $921115.81    | 0.17%             | 2028-06-09      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| PHM GROUP HOLDING                                                | PHM GROUP HOLDING                                                                                                                                      | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |   1300000 | PA      | $1541709.81   | 0.28%             | 2032-04-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Civista Bancshares Inc.                                          | Civista Bancshares Inc. COM NO PAR                                                                                                                     | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |        88 | NS      | $2095.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPHALT ATD HOLDCO LLC                                           | ASPHALT ATD HOLDCO LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23999 | NS      | $42718.22     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Silvergate Capital Corporation                                   | Silvergate Capital Corporation CL A                                                                                                                    | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       327 | NS      | $114.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -2634375 | NC      | $-5332.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |   3501000 | NC      | $48957.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seres Therapeutics Inc                                           | Seres Therapeutics Inc COM NEW                                                                                                                         | CUSIP: 81750R201<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |        20 | NS      | $174.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Casinos LLC                                              | RRR 4.625 12/01/31 144A                                                                                                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3135795.65   | 0.57%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rinchem Co                                                       | Rinchem Co Term Loan B 450 2029-01-23                                                                                                                  | CUSIP: 76676UAB2<br>LEI: 54930042IOIOS5JGJ259 | Long             | LON              | CORP              | US        |   3088000 | PA      | $1397320.00   | 0.25%             | 2029-03-02      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                              | FSK 3.25 07/15/27                                                                                                                                      | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3168381.32   | 0.57%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                                      | Renaissancere Holdings Ltd. DEPOSITARY SHARES, EACH REPRESENTING 1/1000TH INTEREST IN A SHARE OF THE COMPANYS 4.20% SERIES G PREFERENCE SHARES         | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     38000 | NS      | $606480.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | JEFFIN 5 08/15/28                                                                                                                                      | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3622610.48   | 0.66%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COGNITA (LERNEN) 1L TLB3 CL USD                                  | COGNITA (LERNEN) 1L TLB3 CL USD                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1141773 | PA      | $1139397.90   | 0.21%             | 2031-10-27      | Floating      | 3.50%                 | 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      |
| Tenaya Therapeutics Inc                                          | Tenaya Therapeutics Inc COM                                                                                                                            | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $85.96        | 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      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2634375 | NC      | $-5332.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sana Biotechnology Inc                                           | Sana Biotechnology Inc COM                                                                                                                             | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1029 | NS      | $4332.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideanomics Inc.                                                  | Ideanomics Inc. COM NEW                                                                                                                                | CUSIP: 45166V205<br>LEI: 9845009A38D0B0JFB460 | Long             | EC               | CORP              | US        |        22 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RUBIUS THERAPEUTICS INC                                          | RUBIUS THERAPEUTICS INC                                                                                                                                | CUSIP: 78116T103<br>LEI: 549300ER84PB0QV6HZ76 | Long             | EC               | CORP              | US        |       547 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Biolife Solutions Inc.                                           | Biolife Solutions Inc. COM NEW                                                                                                                         | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |        61 | NS      | $1476.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTEAD SPE ISSUER LLC                                         | HOMESTEAD SPE ISSUER LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1571291.54   | 0.28%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Smith & Wesson Brands Inc                                        | Smith & Wesson Brands Inc COM                                                                                                                          | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       285 | NS      | $3391.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                                      | Codexis Inc COM                                                                                                                                        | CUSIP: 192005106<br>LEI: 549300KGLM6CDPTVSE20 | Long             | EC               | CORP              | US        |       706 | NS      | $713.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyne USA Inc                                                    | BIGSKY 4.75 05/15/29 144A                                                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1588599.36   | 0.29%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hunt Companies, Inc.                                             | HUNTCO 5.25 04/15/29 144A                                                                                                                              | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1764552.02   | 0.32%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Annexon Inc                                                      | Annexon Inc COM                                                                                                                                        | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $1036.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   3501000 | NC      | $48957.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | VMED O2 UK FINANCING I PLC                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2573805 | PA      | $-2573805.00  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendingtree Inc                                                  | Lendingtree Inc COM                                                                                                                                    | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       136 | NS      | $5082.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                                        | ALX Oncology Holdings Inc COM                                                                                                                          | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $221.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LVNV 6.84 6/12/29                                                | LVNV 6.84 6/12/29                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1235941.64   | 0.22%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Cato Corp                                                        | Cato Corp CL A                                                                                                                                         | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |       117 | NS      | $352.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calderys Financing LLC                                           | CALDER 11.25 06/01/28 144A                                                                                                                             | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1298331.25   | 0.23%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                    | Magnera Corp. COM SHS                                                                                                                                  | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |        20 | NS      | $259.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                          | Goosehead Insurance Inc COM CL A                                                                                                                       | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       211 | NS      | $11436.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                                      | Organogenesis Holdings Inc. COM                                                                                                                        | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       379 | NS      | $1216.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                                        | CRBG V6.875 12/15/52                                                                                                                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1992469.36   | 0.36%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -3688125 | NC      | $-6262.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corporation                            | GLDD 5.25 06/01/29 144A                                                                                                                                | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1445931.30   | 0.26%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                       | OXY 7.95 06/15/39                                                                                                                                      | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3853232.90   | 0.70%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| First Republic Bank San Francisco                                | First Republic Bank San Francisco COM                                                                                                                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1594 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN NEWCO BV                                                 | ARTISAN NEWCO BV                                                                                                                                       | CUSIP: 000000000<br>LEI: 7245009YIYR683H17R35 | Long             | LON              | CORP              | NL        |    989866 | PA      | $1165878.20   | 0.21%             | 2032-03-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Quanterix Corporation                                            | Quanterix Corporation COM                                                                                                                              | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $2364.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman Inc.                                           | WLSC 7.375 10/01/31 144A                                                                                                                               | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157042.80    | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                  | PSX V6.2 03/15/56 B                                                                                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113521.18    | 0.02%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ON24 Inc                                                         | ON24 Inc COM                                                                                                                                           | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |       161 | NS      | $1289.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFMT 2022-HB9 LLC                                                | CFMT 2022-HB9 M1                                                                                                                                       | CUSIP: 12530GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $682481.38    | 0.12%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD 1L FLFO TL CL INCR                                  | FLORIDA FOOD 1L FLFO TL CL INCR                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    485039 | PA      | $476953.49    | 0.09%             | 2030-10-18      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -4215000 | NC      | $-7907.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                        | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2436562 | PA      | $1766507.17   | 0.32%             | 2030-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                                    | CTNOPM L 04/01/32 10                                                                                                                                   | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    631818 | PA      | $603386.36    | 0.11%             | 2032-04-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | CARRIAGE SERVICES INC                                                                                                                                  | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |   -311814 | PA      | $-311813.75   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                       | OKE 6.5 09/01/30 144A                                                                                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1052453.08   | 0.19%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fathom Holdings Inc.                                             | Fathom Holdings Inc. COM                                                                                                                               | CUSIP: 31189V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $35.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                                      | Phathom Pharmaceuticals Inc COM                                                                                                                        | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $1507.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc.                              | Sportsman's Warehouse Holdings Inc. COM                                                                                                                | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       259 | NS      | $305.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atricure Inc                                                     | Atricure Inc COM                                                                                                                                       | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |       525 | NS      | $16411.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                                     | Ameresco Inc CL A                                                                                                                                      | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       362 | NS      | $11026.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                       | Inogen Inc COM                                                                                                                                         | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       116 | NS      | $707.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |    -77503 | NC      | $-7544.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Papa John's International Inc.                                   | Papa John's International Inc. COM                                                                                                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       387 | NS      | $12132.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                                      | Grid Dynamics Holdings Inc. CL A                                                                                                                       | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |       530 | NS      | $3577.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISMA AS 1L TLB3 EUR                                             | VISMA AS 1L TLB3 EUR                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NO        |   2500000 | PA      | $2924212.50   | 0.53%             | 2028-12-05      | Floating      | 6.03%                 | No            |                  3 | On Loan: No      |
| NATIXIS                                                          | SUBURBAN PROPANE PARTNERS LP                                                                                                                           | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1850750 | PA      | $-1850750.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                          | ZIGGO 5 01/15/32 144a                                                                                                                                  | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $444342.30    | 0.08%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avalo Therapeutics Inc                                           | Avalo Therapeutics Inc COM NEW                                                                                                                         | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |         1 | NS      | $17.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap                                                        | White Cap Term Loan B 325 2029-10-01                                                                                                                   | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    640138 | PA      | $632002.03    | 0.11%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Appian Corporation                                               | Appian Corporation CL A                                                                                                                                | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       461 | NS      | $12294.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                        | TD V8.125 10/31/82                                                                                                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1098584.55   | 0.20%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                    | OMF 4 09/15/30                                                                                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3046479.15   | 0.55%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SLV A 2026-03-20 PUT 70                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       635 | NC      | $84455.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cobank ACB                                                       | COBKAC V4.25 PERP J                                                                                                                                    | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2959566.90   | 0.54%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | SP                                                                                                                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -3539681 | PA      | $-3539680.88  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc                          | Pursuit Attractions and Hospitality Inc COM                                                                                                            | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       120 | NS      | $4171.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation, Inc.                                          | Purple Innovation, Inc. COM                                                                                                                            | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       343 | NS      | $238.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                              | C4 Therapeutics Inc COM STK                                                                                                                            | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $1242.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | CAPSTONE BORROWER INC                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -856250 | PA      | $-856250.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                            | TRGP 6.05 05/15/56                                                                                                                                     | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274416.09    | 0.05%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Avis Budget Group Inc.                                           | Avis Budget Group Inc. COM                                                                                                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       484 | NS      | $47146.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOGWOOD TERM LOAN                                                | DOGWOOD TERM LOAN                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2532352 | PA      | $2560553.31   | 0.46%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| Advance Auto Parts Inc.                                          | Advance Auto Parts Inc. COM                                                                                                                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1253 | NS      | $66622.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |    -77407 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forian Inc                                                       | Forian Inc COM                                                                                                                                         | CUSIP: 34630N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $235.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC                                                      | Polynt-Reichhold Group Term Loan B 400 2032-09-27                                                                                                      | CUSIP: 80881LAC3<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | US        |     99750 | PA      | $99563.47     | 0.02%             | 2032-10-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Waterstone Financial Inc. (Maryland)                             | Waterstone Financial Inc. (Maryland) COM                                                                                                               | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       128 | NS      | $2279.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                      | Progyny Inc COM                                                                                                                                        | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $13338.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q32 Bio Inc                                                      | Q32 Bio Inc COM                                                                                                                                        | CUSIP: 746964105<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |        13 | NS      | $59.28        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                                          | KAISER ALUMINUM CORPORATION                                                                                                                            | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3415250 | PA      | $-3415250.00  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| QUICKTOP HOLDCO AB                                               | QUICKT F 03/21/30                                                                                                                                      | CUSIP: 000000000<br>LEI: 984500A1D5DC9ECC7050 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $979107.63    | 0.18%             | 2030-03-21      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                         | ALLWYN ENTERTAINMENT FIN                                                                                                                               | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1476018.41   | 0.27%             | 2032-03-30      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Passage Bio Inc.                                                 | Passage Bio Inc. COM NEW                                                                                                                               | CUSIP: 702712209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $100.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                      | Dreyfus Treasury Securities Cash Management INSTL SHS                                                                                                  | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |  10320015 | NS      | $10320014.93  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   3502000 | NC      | $48971.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | NIDDA HEALTHCARE HOLDING                                                                                                                               | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |   1800000 | PA      | $2131485.07   | 0.39%             | 2032-12-09      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Kalaris Therapeutics Inc.                                        | Kalaris Therapeutics Inc. COM                                                                                                                          | CUSIP: 482929106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $73.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                              | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    451000 | PA      | $468447.39    | 0.08%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STARZ ENTERTAINMENT CORP                                         | Starz Entertainment Corp. COM                                                                                                                          | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       117 | NS      | $1287.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                    | Trupanion Inc COM                                                                                                                                      | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       446 | NS      | $11836.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                                | Alpha Teknova Inc COM                                                                                                                                  | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $105.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lending Club Corporation                                         | Lending Club Corporation COM NEW                                                                                                                       | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      1171 | NS      | $17459.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORP                                             | Quaker Houghton COM                                                                                                                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       157 | NS      | $23083.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                      | Zoetis Inc. CL A                                                                                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1380 | NS      | $180918.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | FN MA                                                                                                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        |  -4022188 | PA      | $-4022188.17  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                   | USD/GBP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8462.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                | CSCHLD 11.25 05/15/28 144A                                                                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $792270.37    | 0.14%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Open Lending Corporation                                         | Open Lending Corporation COM                                                                                                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1223 | NS      | $1626.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                             | Blue Foundry Bancorp COM                                                                                                                               | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       167 | NS      | $2201.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                          | SAZKAG 7.875 04/30/29 144A                                                                                                                             | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1246505.90   | 0.23%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                     | ANGINC V7 12/01/55                                                                                                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1313857.81   | 0.24%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aspira Womens Health Inc.                                        | Aspira Womens Health Inc. COM NEW                                                                                                                      | CUSIP: 04537Y208<br>LEI: 54930045CGQ3XUO9T533 | Long             | EC               | CORP              | US        |        28 | NS      | $10.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                             | Fulgent Genetics Inc COM                                                                                                                               | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       246 | NS      | $3771.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc.                                             | Health Catalyst Inc. COM                                                                                                                               | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |       609 | NS      | $986.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                                                   | OWENS-BROCKWAY                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800000 | PA      | $800000.00    | 0.14%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp.                                              | Ready Capital Corp. COM                                                                                                                                | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |       355 | NS      | $656.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                         | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1381000 | NC      | $147.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | CDS CDX.NA.HY.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-429749.94   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Tripadvisor Inc                                                  | Tripadvisor Inc Term Loan B 275 2031-06-19                                                                                                             | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   1005000 | PA      | $908690.85    | 0.16%             | 2031-07-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | ZIGGO BOND FINANCE BV                                                                                                                                  | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -3330103 | PA      | $-3330103.21  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | STT V6.45 PERP                                                                                                                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417753.60    | 0.08%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATING LLC                                   | TRGOLP 6.125 03/01/26 144A                                                                                                                             | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    314000 | PA      | $314000.00    | 0.06%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dayforce (Ceridian HCM)                                          | Dayforce (Ceridian HCM) Term Loan B 300 2032-09-22                                                                                                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1011219.00   | 0.18%             | 2033-02-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | ROCKET MORTGAGE LLC                                                                                                                                    | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -1191128 | PA      | $-1191127.50  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Crocs Inc                                                        | CROX 4.25 03/15/29 144A                                                                                                                                | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1583314.04   | 0.29%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HNI Corp                                                         | HNI 5.125 01/18/29 144a                                                                                                                                | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1428497.37   | 0.26%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ishares Silver Trust                                             | Ishares Silver Trust ISHARES                                                                                                                           | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |     63500 | NS      | $5396865.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Companies Inc.                                 | Superior Group of Companies Inc. COM                                                                                                                   | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |        69 | NS      | $685.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |    -77733 | NC      | $-1483.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                      | NAVCOR 8.5 03/15/30 144A                                                                                                                               | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $363142.13    | 0.07%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KERRIDGE GBP 1L TLB CL                                           | KERRIDGE GBP 1L TLB CL                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1200000 | PA      | $1616880.00   | 0.29%             | 2030-09-07      | Floating      | 9.47%                 | No            |                  3 | On Loan: No      |
| Sangamo Therapeutics Inc                                         | Sangamo Therapeutics Inc COM                                                                                                                           | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      1415 | NS      | $611.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRIDGE GBP 1L DDTL CL FUNDED                                   | KERRIDGE GBP 1L DDTL CL FUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    800000 | PA      | $1077920.00   | 0.20%             | 2030-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                    | SP 0 08/15/51                                                                                                                                          | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12650000 | PA      | $3740818.15   | 0.68%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | PRUDENTIAL FINANCIAL INC                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Short            | RA               | CORP              | US        | -18756456 | PA      | $-18756456.06 | -3.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re Finance (Luxembourg) S.A.                               | SRENVX V5 04/02/49 144A                                                                                                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $606156.82    | 0.11%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                         | BETCLIC EVEREST GROUP SAS                                                                                                                              | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1174611.85   | 0.21%             | 2031-12-09      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                    | SCGALO 6.625 03/01/30 144A                                                                                                                             | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1449985.52   | 0.26%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                              | BNS V8.625 10/27/82                                                                                                                                    | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $792764.25    | 0.14%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -2634375 | NC      | $-1279.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | NEW RED FIN                                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1018695 | PA      | $-1018695.00  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                 | AEP V5.8 03/15/56 C                                                                                                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    505000 | PA      | $507455.82    | 0.09%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Asurion                                                          | Asurion First-lien Term Loan B-11 (incremental) 425 2028-08-01                                                                                         | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     11679 | PA      | $11668.29     | 0.00%             | 2028-08-21      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Dianthus Therapeutics Inc                                        | Dianthus Therapeutics Inc COM                                                                                                                          | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |        11 | NS      | $607.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                                        | MarketAxess Holdings Inc. COM                                                                                                                          | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       746 | NS      | $143232.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                                 | Comtech Telecommunications Corp. COM NEW                                                                                                               | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       152 | NS      | $763.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acutus Medical Inc                                               | Acutus Medical Inc COM                                                                                                                                 | CUSIP: 005111109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanger Inc                                                       | HGR L 10/23/31 2                                                                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    159340 | PA      | $159671.92    | 0.03%             | 2031-10-23      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Ampio Pharmaceuticals Inc.                                       | Ampio Pharmaceuticals Inc. COM                                                                                                                         | CUSIP: 03209T307<br>LEI: 529900DG3YQA5XIHV057 | Long             | EC               | CORP              | US        |         4 | NS      | $1.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC                                                 | BCULC 4 10/15/30 144A                                                                                                                                  | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4321380.60   | 0.78%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -3502000 | NC      | $-17420.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Luxfer Holdings PLC                                              | Luxfer Holdings PLC ORD GBP0.50                                                                                                                        | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |       164 | NS      | $2110.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 Inc.                                                         | 8X8 Inc. COM                                                                                                                                           | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      1327 | NS      | $2839.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc.                                                     | Atomera Inc. COM                                                                                                                                       | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $604.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                                                | Helen Of Troy Corp COM USD0.10                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       281 | NS      | $4956.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOL Air Limited                                                  | JOLAR 2019-1 A                                                                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   2333172 | PA      | $2327820.14   | 0.42%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                 | AEP V6.05 03/15/56 D                                                                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506775.08    | 0.09%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc.                                                 | MillerKnoll Inc. COM                                                                                                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       872 | NS      | $17562.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                                          | Senseonics Holdings Inc COM                                                                                                                            | CUSIP: 81727U303<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |       257 | NS      | $2125.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                         | BETCLIC EVEREST GROUP SAS                                                                                                                              | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    100000 | PA      | $100042.00    | 0.02%             | 2031-12-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                         | LIND 7 09/15/30 144A                                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314710.80    | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       246 | NC      | $109162.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FR REFUEL LLC 1L TLB CL                                          | FR REFUEL LLC 1L TLB CL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1914161 | PA      | $1890233.79   | 0.34%             | 2028-11-08      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co (Intrawest)                                  | Alterra Mountain Co (Intrawest) Term Loan B-9 250 2030-05-01                                                                                           | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1039533 | PA      | $1039532.77   | 0.19%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.             | BOOTFN 5.375 08/31/32 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $738004.17    | 0.13%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                     | Stanley Black & Decker, Inc. COM                                                                                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1746 | NS      | $151011.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co.                                               | Blink Charging Co. COM                                                                                                                                 | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $282.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Global                                                      | Beam Global COM                                                                                                                                        | CUSIP: 07373B109<br>LEI: 254900CT39JVKHAANA12 | Long             | EC               | CORP              | US        |        52 | NS      | $84.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corp.                                                     | Yellow Corp. COM                                                                                                                                       | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |       300 | NS      | $15.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON 78 LTD                                                   | OCT78 2025-3A SUB                                                                                                                                      | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $771960.75    | 0.14%             | 2038-10-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Carisma Therapeutics Inc                                         | Carisma Therapeutics Inc COM                                                                                                                           | CUSIP: 14216R101<br>LEI: 549300DGKHONOZQIY116 | Long             | EC               | CORP              | US        |        59 | NS      | $2.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                          | Brandywine Realty Trust SH BEN INT NEW                                                                                                                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      1990 | NS      | $6348.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | CDS CDX.NA.HY.43.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-292346.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                               | Sun Country Airlines Holdings Inc. COM                                                                                                                 | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       187 | NS      | $3680.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FG PARENT LLC                                                    | FG PARENT LLC                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15577 | NS      | $7788.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERBERUS LN FDG XLVI L P                                         | CERB 2024-2A D                                                                                                                                         | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $991645.30    | 0.18%             | 2036-07-15      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| OPKO Health, Inc.                                                | OPKO Health, Inc. COM                                                                                                                                  | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      2343 | NS      | $2811.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmFam Holdings Inc.                                              | AMFAHI 3.833 03/11/51 144A                                                                                                                             | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1620691.71   | 0.29%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Darktrace                                                        | Darktrace First-lien Term Loan 325 2031-06-12                                                                                                          | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1290250 | PA      | $1222511.88   | 0.22%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Allogene Therapeutics Inc                                        | Allogene Therapeutics Inc COM                                                                                                                          | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $2254.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc.                                                | Vera Bradley Inc. COM                                                                                                                                  | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |       155 | NS      | $409.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2         | MSRM 2026-NQM2 B2                                                                                                                                      | CUSIP: 617949AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $296491.35    | 0.05%             | 2071-01-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ProAmpac                                                         | ProAmpac Term Loan B 400 2028-09-01                                                                                                                    | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    987487 | PA      | $972675.00    | 0.18%             | 2028-09-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -2634375 | NC      | $-1279.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                                    | Citrin Cooperman Term Loan B 300 2032-02-23                                                                                                            | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    668347 | PA      | $638271.36    | 0.12%             | 2032-04-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| iBio, Inc.                                                       | iBio, Inc. COM NEW                                                                                                                                     | CUSIP: 451033708<br>LEI: 529900EW4RXUITGKUT34 | Long             | EC               | CORP              | US        |         2 | NS      | $5.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group Inc.                                          | Price T Rowe Group Inc. COM                                                                                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      3987 | NS      | $377289.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                        | HA Sustainable Infrastructure Capital Inc COM                                                                                                          | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |       896 | NS      | $32721.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COBHAM ULTRA US CO-BORRO                                         | Cobham Ultra US Co-Borrower LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |   1071970 | PA      | $1072302.54   | 0.19%             | 2029-08-06      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                                      | Moderna Inc COM                                                                                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1850 | NS      | $99104.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trevena Inc                                                      | Trevena Inc COM                                                                                                                                        | CUSIP: 89532E307<br>LEI: 549300YXUV4MU2J7QS07 | Long             | EC               | CORP              | US        |         1 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unifi, Inc.                                                      | Unifi, Inc. COM NEW                                                                                                                                    | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        81 | NS      | $318.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc.                               | Diamond Hill Investment Group Inc. COM NEW                                                                                                             | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        17 | NS      | $2921.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angiodynamics Inc                                                | Angiodynamics Inc COM                                                                                                                                  | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       220 | NS      | $2516.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -4215000 | NC      | $-7907.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | UPBOUND GROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -620172 | PA      | $-620172.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Latham Group Inc                                                 | Latham Group Inc COM                                                                                                                                   | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $1610.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exagen Inc                                                       | Exagen Inc COM                                                                                                                                         | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |        61 | NS      | $220.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottomatica Group SpA                                            | LTMCIM 4.875 01/31/31 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $854006.45    | 0.15%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asana Inc                                                        | Asana Inc CL A                                                                                                                                         | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |       853 | NS      | $6056.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2         | MSRM 2026-NQM2 B1                                                                                                                                      | CUSIP: 617949AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300461.20    | 0.05%             | 2071-01-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                                 | INTMAT 6.5 08/01/29 144A                                                                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3643131.38   | 0.66%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                     | MEXPCP 5.5 08/17/30 144A                                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $712173.00    | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                              | ADVGRO 6.75 08/01/32 144A                                                                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252280.00    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENGINEERED MACHINERY HOLDINGS INC                                | ENGINEERED MACHINERY HOL                                                                                                                               | CUSIP: 26658NAT6<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     99468 | PA      | $99716.47     | 0.02%             | 2032-11-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -3501000 | NC      | $-17415.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lucid Diagnostics Inc                                            | Lucid Diagnostics Inc COM                                                                                                                              | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $56.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Strategic Credit 2027 Term Fund                       | Blackstone Strategic Credit 2027 Term Fund COM SHS BEN IN                                                                                              | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |     91382 | NS      | $1034444.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS                                                          | ACCIDENT FUND INSURANCE COMPANY                                                                                                                        | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -2857826 | PA      | $-2857826.03  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| NORMEC 1 BV                                                      | NORMEC 1 BV                                                                                                                                            | CUSIP: 000000000<br>LEI: 724500QBPCBJWX2FJR30 | Long             | LON              | CORP              | NL        |   1150000 | PA      | $1359581.00   | 0.25%             | 2031-04-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GD TOWERS (SALSA HLDG) 1L TL EUR                                 | GD TOWERS (SALSA HLDG) 1L TL EUR                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1867500.05   | 0.34%             | 2032-11-18      | Floating      | 5.68%                 | No            |                  3 | On Loan: No      |
| API ESCROW CORP                                                  | APG 4.75 10/15/29 144A                                                                                                                                 | CUSIP: 00185PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246241.00    | 0.04%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                     | USFOOD 4.625 06/01/30 144A                                                                                                                             | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4207758.83   | 0.76%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Emergent Biosolutions Inc                                        | Emergent Biosolutions Inc COM                                                                                                                          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       287 | NS      | $2339.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                                           | Arcus Biosciences Inc. COM                                                                                                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $10714.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AP GRANGE HOLDINGS                                               | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    400000 | PA      | $416000.00    | 0.08%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                        | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24668.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                              | NextEra Energy Capital Holdings Inc SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                                                           | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     16750 | NS      | $424780.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Lovesac Company                                              | The Lovesac Company COM                                                                                                                                | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $971.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                     | B 0 03/10/26                                                                                                                                           | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $294762.20    | 0.05%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BREITLING FINANCING SARL                                         | BREITLING FINANCING SARL                                                                                                                               | CUSIP: 000000000<br>LEI: 549300TABH53MDTQEP16 | Long             | LON              | CORP              | LU        |   2000000 | PA      | $1968189.96   | 0.36%             | 2028-10-23      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CarParts.com Inc.                                                | CarParts.com Inc. COM                                                                                                                                  | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |       291 | NS      | $206.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc.                                             | Duluth Holdings Inc. COM CL B                                                                                                                          | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        72 | NS      | $154.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                                         | DAR 6 06/15/30 144A                                                                                                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151914.00    | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                     | CERB 2025-3A C                                                                                                                                         | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1993537.00   | 0.36%             | 2037-10-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sprout Social Inc.                                               | Sprout Social Inc. COM CL A                                                                                                                            | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |       530 | NS      | $3418.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | MOTEL ONE                                                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -253630 | PA      | $-253630.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                        | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-639.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITIES EXCHANGE CENTER                                      | Gold Futures, Apr-2026,ETH                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         7 | NC      | $209352.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                                     | Coursera Inc COM                                                                                                                                       | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       851 | NS      | $5454.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                               | Conmed Corporation COM                                                                                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       339 | NS      | $15594.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                                                | Mechanics Bancorp CL A                                                                                                                                 | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1625.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VB-S1 ISSUER LLC                                                 | VBTEL 2022-1A F                                                                                                                                        | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4968761.00   | 0.90%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| SHILTON BIDCO LTD                                                | SHILTON BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300JUUQPK8NFDUB17 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1182338.86   | 0.21%             | 2030-01-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MAGENTA THERAPEUTICS INC - CVR                                   | MAGENTA THERAPEUTICS INC - CVR                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       178 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wabash National Corporation                                      | WNC 4.5 10/15/28 144A                                                                                                                                  | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1612045.75   | 0.29%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spero Therapeutics Inc                                           | Spero Therapeutics Inc COM                                                                                                                             | CUSIP: 84833T103<br>LEI: 54930074G13LHWJT2323 | Long             | EC               | CORP              | US        |       144 | NS      | $312.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                                      | Workiva Inc COM CL A                                                                                                                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       501 | NS      | $30851.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                                     | CS Disco Inc COM                                                                                                                                       | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $273.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                         | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    551000 | NC      | $665.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOWTIE GERMANY BIDCO GMB                                         | BOWTIE GERMANY BIDCO GMB                                                                                                                               | CUSIP: 000000000<br>LEI: 254900F23Z2F8RRW1Q10 | Long             | LON              | CORP              | DE        |   1300000 | PA      | $1537224.84   | 0.28%             | 2031-08-01      | Floating      | 6.03%                 | No            |                  3 | On Loan: No      |
| Focus Financial Partners LLC                                     | FOCS 6.75 09/15/31 144A                                                                                                                                | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1342897.08   | 0.24%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GT Biopharma Inc.                                                | GT Biopharma Inc. COM                                                                                                                                  | CUSIP: 36254L308<br>LEI: 549300HMPDDS7IM47Y18 | Long             | EC               | CORP              | US        |         3 | NS      | $1.43         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                     | SWTCH 2024-2A A2                                                                                                                                       | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1404117.12   | 0.25%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Lite Strategy Inc.                                               | Lite Strategy Inc. COM                                                                                                                                 | CUSIP: 55279B301<br>LEI: 529900A43X33ON524197 | Long             | EC               | CORP              | US        |        33 | NS      | $37.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                         | Sleep Number Corporation COM                                                                                                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       260 | NS      | $1604.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                   | Goodyear Tire & Rubber Co. The COM                                                                                                                     | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3229 | NS      | $26639.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                    | CHTR 4.5 06/01/33 144A                                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2551636.93   | 0.46%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IKENA ONCOLOGY INC - CVR                                         | IKENA ONCOLOGY INC - CVR                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                                 | SAMMONTANA ITALIA SPA                                                                                                                                  | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -327931 | PA      | $-327931.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | CDS CDX.NA.IG.45.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-706081.62   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ESC NANOSTRING TECHNOL + NPV                                     | ESC NANOSTRING TECHNOL + NPV                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       532 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rapid Micro Biosystems Inc                                       | Rapid Micro Biosystems Inc CLASS A COM                                                                                                                 | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $372.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthopediatrics Corp.                                            | Orthopediatrics Corp. COM                                                                                                                              | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |        80 | NS      | $1533.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanger Inc                                                       | Hanger Inc Term Loan B 350 2031-10-06                                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |   1231002 | PA      | $1233562.38   | 0.22%             | 2031-10-23      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Vincerx Pharma Inc                                               | Vincerx Pharma Inc COM NEW                                                                                                                             | CUSIP: 92731L304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WW International Inc                                             | WW International Inc COM NEW                                                                                                                           | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      4946 | NS      | $105151.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyxis Oncology Inc                                               | Pyxis Oncology Inc COMMON STOCK                                                                                                                        | CUSIP: 747324101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $91.14        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Betclic Everest Group SAS                                        | BTCLIC 5.125 12/10/31 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120396.57    | 0.02%             | 2031-12-10      | Fixed         | 5.12%                 | 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      |
| Bausch Health Companies Inc.                                     | BHCCN 4.875 06/01/28 144A                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    977000 | PA      | $909225.51    | 0.16%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                         | JPY CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1105000 | NC      | $117.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINCO UTILITAS BV                                                | FINCO UTILITAS BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 699400OA31YDOOASVM61 | Long             | LON              | CORP              | BE        |   1000000 | PA      | $1181003.77   | 0.21%             | 2030-09-27      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FLORIDA FOOD PRODUCTS LLC                                        | FLORIDA FOOD PRODUCTS LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461992 | PA      | $454290.96    | 0.08%             | 2030-10-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                    | SP 0 11/15/44                                                                                                                                          | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $796193.09    | 0.14%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS                                                          | CROCS INC                                                                                                                                              | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        | -18595831 | PA      | $-18595830.96 | -3.36%            |  |  |  | No            |                  2 | On Loan: No      |
| PAVmed Inc.                                                      | PAVmed Inc. COM                                                                                                                                        | CUSIP: 70387R502<br>LEI: 549300V1JXXVXU7P8007 | Long             | EC               | CORP              | US        |         1 | NS      | $10.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                            | Bath & Body Works Inc COM                                                                                                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     10922 | NS      | $248584.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deuce Finco PLC                                                  | DAVLLO 7 11/20/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1509685.41   | 0.27%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY RFF CL A NTS FUNDED                               | OBRA LONGEVITY RFF CL A NTS FUNDED                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5937170.14   | 1.07%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| Secretariat Advisors LLC                                         | SECRET L 02/27/32 3                                                                                                                                    | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     53763 | PA      | $52643.55     | 0.01%             | 2032-02-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust Inc                                    | Ashford Hospitality Trust Inc COM NEW                                                                                                                  | CUSIP: 044103794<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $29.90        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                              | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -3688125 | NC      | $-2250.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Denali Therapeutics Inc                                          | Denali Therapeutics Inc COM                                                                                                                            | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      1062 | NS      | $22493.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                            | Industrial Logistics Properties Trust COM SHS BEN INT                                                                                                  | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       380 | NS      | $2226.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | PRGO 5.375 09/30/32 EUR                                                                                                                                | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $296099.69    | 0.05%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGATTA 34 FUNDING LTD                                           | REG34 2025-3A SUB                                                                                                                                      | CUSIP: 75904CAC6<br>LEI: 254900DFXK1U6FX6IO06 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $410943.00    | 0.07%             | 2038-07-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Advantage Solutions Inc                                          | Advantage Solutions Inc COM CL A                                                                                                                       | CUSIP: 00791N102<br>LEI: 549300Y4WXMN9L59RU18 | Long             | EC               | CORP              | US        |       455 | NS      | $237.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                                     | MET V5.85 03/15/56 .                                                                                                                                   | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744708.53    | 0.13%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | VERISURE HOLDING AB                                                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -626964 | PA      | $-626963.67   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                                     | Target Corp. COM                                                                                                                                       | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      1235 | NS      | $140530.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech Finance Inc.                                            | EAF 4.625 12/23/29 144A                                                                                                                                | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $1552000.00   | 0.28%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624492.00    | 0.11%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -3501000 | NC      | $-17415.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS                                               | AP GRANGE HOLDINGS                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $3683750.00   | 0.67%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Star Holdings (Maryland)                                         | Star Holdings (Maryland) SHARES OF BENEFICIAL INTEREST                                                                                                 | CUSIP: 85512G106<br>LEI: 549300NXTGWF12PTMW64 | Long             | EC               | CORP              | US        |        60 | NS      | $541.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERATION BIO CO                                                | GENERATION BIO CO                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Personalis Inc                                                   | Personalis Inc COM                                                                                                                                     | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |       214 | NS      | $1938.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                                  | B&G Foods, Inc. COM                                                                                                                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       375 | NS      | $1991.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS                                                          | HARSCO CORPORATION                                                                                                                                     | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        | -30444446 | PA      | $-30444446.11 | -5.51%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | CONTOURGLOBAL POWER HOLDINGS S                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -745042 | PA      | $-745041.74   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Connectone Bancorp Inc.                                          | Connectone Bancorp Inc. COM                                                                                                                            | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       218 | NS      | $5783.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLEGREEN FINANCE IRELA                                         | APPLEGREEN FINANCE IRELA                                                                                                                               | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |   1400000 | PA      | $1666092.22   | 0.30%             | 2032-01-27      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                | Clearwater Analytics Holdings Inc CL A                                                                                                                 | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $1356.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -4215000 | NC      | $-2138.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | AMERITEX HOLDINGS INTERMED                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -881125 | PA      | $-881125.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | CIENA CORPORATION                                                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -741625 | PA      | $-741625.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TEAM.BLUE FINCO SARL                                             | TEAM.BLUE FINCO SARL                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1050058.12   | 0.19%             | 2029-09-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ceva Inc                                                         | Ceva Inc COM                                                                                                                                           | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       132 | NS      | $2753.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | ACCORINVEST GROUP SA                                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -199412 | PA      | $-199411.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Corsair Gaming Inc                                               | Corsair Gaming Inc COM                                                                                                                                 | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       163 | NS      | $894.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp.                                                      | Absci Corp. COM                                                                                                                                        | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $786.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                                        | Liberty Latin America Ltd COM USD0.01 CL C                                                                                                             | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       906 | NS      | $7193.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                               | Astrana Health Inc COM NEW                                                                                                                             | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       442 | NS      | $8985.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated                       | RGA V6.375 09/15/56                                                                                                                                    | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400391.18    | 0.07%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                      | Options on Three-Month SOFR Futures                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       345 | NC      | $56062.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfeagle Supply                                                 | Gulfeagle Supply Term Loan B 300 2031-05-16                                                                                                            | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |     50000 | PA      | $46000.00     | 0.01%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | ARETEC GROUP INC                                                                                                                                       | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   1378596 | PA      | $1328815.07   | 0.24%             | 2030-08-09      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Barnes & Noble Education Inc.                                    | Barnes & Noble Education Inc. COM NEW                                                                                                                  | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |         2 | NS      | $17.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp.                                               | Turtle Beach Corp. COM NEW                                                                                                                             | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |        90 | NS      | $1128.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                | ES V6.35 08/15/56 B                                                                                                                                    | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478027.63    | 0.09%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Tucows Inc                                                       | Tucows Inc COM NEW                                                                                                                                     | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |        58 | NS      | $1053.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CVR SESEN BIO                                             | CONTRA CVR SESEN BIO                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1182 | NS      | $0.12         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp. COM                                                                                                                                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1379 | NS      | $94364.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc.                                                 | Stereotaxis Inc. COM NEW                                                                                                                               | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |       295 | NS      | $637.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals Inc.                                       | Syros Pharmaceuticals Inc. COM NEW                                                                                                                     | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |        34 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-03-04 CALL 6870                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-35175.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tattooed Chef Inc.                                               | Tattooed Chef Inc. COM CL A                                                                                                                            | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       281 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | ARDONAGH FINCO LTD                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -671430 | PA      | $-671430.42   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | GARDEN SPINCO CORP                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -853875 | PA      | $-853875.00   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | COGENT COMMUNICATIONS GROUP INC                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -741625 | PA      | $-741625.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                                        | Liberty Latin America Ltd COM USD0.01 CL A                                                                                                             | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       237 | NS      | $1858.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                                     | Anterix Inc. COM                                                                                                                                       | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        68 | NS      | $2509.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc.                                                     | Identiv Inc. COM NEW                                                                                                                                   | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |       127 | NS      | $400.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group Inc                                                 | Trinet Group Inc COM                                                                                                                                   | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       474 | NS      | $18049.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Secretariat Advisors                                             | Secretariat Advisors Term Loan B 400 2032-02-05                                                                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    442890 | PA      | $433664.39    | 0.08%             | 2032-02-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Eagle Bancorp Inc                                                | Eagle Bancorp Inc COM                                                                                                                                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       185 | NS      | $4708.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | CBOE S&P 500 CLOSE/EURO INDEX (End of Week Option)                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-26075.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Outdoor Holding Co.                                              | Outdoor Holding Co. COM                                                                                                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |       515 | NS      | $1096.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                      | OmniAb Inc. COM                                                                                                                                        | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $1491.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIFFWATER LLC 1L REV CL FUNDED                                  | CLIFFWATER LLC 1L REV CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $120896.90    | 0.02%             | 2032-03-09      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| Precision BioSciences Inc.                                       | Precision BioSciences Inc. COM NEW                                                                                                                     | CUSIP: 74019P207<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |         9 | NS      | $37.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo Bond Company B.V.                                          | ZIGGO 5.125 02/28/30 144a                                                                                                                              | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   4361000 | PA      | $3783933.29   | 0.68%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lands End Inc.                                                   | Lands End Inc. COM                                                                                                                                     | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |        85 | NS      | $1365.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERLIN BUYER INC                                                 | MERLIN BUYER INC                                                                                                                                       | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |   3176250 | PA      | $3191146.61   | 0.58%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Growgeneration Corp                                              | Growgeneration Corp COM                                                                                                                                | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $731.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc.                                          | Northfield Bancorp Inc. COM                                                                                                                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $3441.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcimoto Inc.                                                    | Arcimoto Inc. COM NEW                                                                                                                                  | CUSIP: 039587209<br>LEI: 549300MG7KF9H96GWE02 | Long             | EC               | CORP              | US        |         9 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -3688125 | NC      | $-2250.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-03-10 CALL 6890                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-45360.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                              | VLO 4 06/01/52                                                                                                                                         | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $2534926.21   | 0.46%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Domo Inc                                                         | Domo Inc COM CL B                                                                                                                                      | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       330 | NS      | $1184.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                          | AZURIA WATER SOLUTIONS INC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     98824 | PA      | $97403.44     | 0.02%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CHEST 2023-1                                                     | CHEST 2023-1                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $446406.25    | 0.08%             | 2043-03-23      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| BAYARD PARK CLO LTD                                              | BYRDPK 2025-1A SUB                                                                                                                                     | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $285725.00    | 0.05%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CML - FONTAINEBLEAU VEGAS FUNDED                                 | CML - FONTAINEBLEAU VEGAS FUNDED                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2625000.00   | 0.47%             | 2028-01-31      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC                                  | CCOI 7 06/15/27 144a                                                                                                                                   | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    850000 | PA      | $835445.45    | 0.15%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EVI Industries Inc.                                              | EVI Industries Inc. COM                                                                                                                                | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |        27 | NS      | $524.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | TEAMSYSTEM SPA                                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1214171 | PA      | $-1214171.31  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                         | COXENT 5.8 12/15/53 144A                                                                                                                               | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109111.74    | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-02-24 CALL 6975                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cidron Atrium SE                                                 | ALLOHE 5.625 02/15/33 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2549004YHD7GOLT9Y166 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $265272.60    | 0.05%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                     | American National Group Inc. DEPOSITARY SHARE REPRESENTING 1/1000TH, 7.375% FIXED-RATE NON-CUMULATIVE PREFERRED STOCK SERIES D                         | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     25000 | NS      | $623000.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc.                                      | Global Water Resources Inc. COM                                                                                                                        | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $687.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | PENNYMAC FINANCIAL SERVICES INC                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -738000 | PA      | $-738000.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                     | B 0 03/17/26                                                                                                                                           | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11981918.25  | 2.17%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                     | BBCP 7.5 02/01/32 144A                                                                                                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1375200.94   | 0.25%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arconic Rolled Products Corp Term Loan B 275 2030-08-01                                                                                                | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |    172293 | PA      | $172293.01    | 0.03%             | 2030-08-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Custom Truck One Source Inc                                      | Custom Truck One Source Inc COM CL A                                                                                                                   | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |       540 | NS      | $3866.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Biopharma Inc.                                               | Cue Biopharma Inc. COM                                                                                                                                 | CUSIP: 22978P106<br>LEI: 549300PBW78KZA33WC97 | Long             | EC               | CORP              | US        |       183 | NS      | $51.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                                     | Verastem Inc COM NEW                                                                                                                                   | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |        85 | NS      | $486.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | E-mini S&P 500 Futures, Mar-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       217 | NC      | $-874906.89   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                     | Charter Communications, Inc. CL A                                                                                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       457 | NS      | $107225.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIMED NV                                                       | Affimed N V COM EUR0.1 (POST REV SPLIT)                                                                                                                | CUSIP: 000000000<br>LEI: 8945008KK4QRBYT6R544 | Long             | EC               | CORP              | NL        |        69 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                    | SP 0 05/15/44                                                                                                                                          | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $818178.12    | 0.15%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entravision Communications Corporation                           | Entravision Communications Corporation CL A                                                                                                            | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       358 | NS      | $1109.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                                          | Columbus McKinnon Corp. COM                                                                                                                            | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       163 | NS      | $3093.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH GROUP FINCO PTY LTD                                     | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01                                                               | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    595511 | PA      | $582112.24    | 0.11%             | 2031-02-18      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| Teads Holding Co.                                                | Teads Holding Co. COM                                                                                                                                  | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |       127 | NS      | $108.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                                                      | Aterian Inc COM NEW                                                                                                                                    | CUSIP: 02156U200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $6.83         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                                     | Hydrofarm Holdings Group Inc COM                                                                                                                       | CUSIP: 44888K407<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |        46 | NS      | $62.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Society Pass Inc.                                                | Society Pass Inc. COM NEW                                                                                                                              | CUSIP: 83370P201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $1.46         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-02-27 CALL 6875                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-2695.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERATIVE 1L DDTL CL UNFUNDED                                     | MERATIVE 1L DDTL CL UNFUNDED                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78974 | PA      | $78974.36     | 0.01%             | 2032-09-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| MERATIVE 1L TL CL REVOLVER UNFUNDE                               | MERATIVE 1L TL CL REVOLVER UNFUNDE                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $80000.00     | 0.01%             | 2032-09-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD                                    | LAFL 2016-1A A1                                                                                                                                        | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | BM        |    713853 | PA      | $718091.25    | 0.13%             | 2042-01-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| QSRP FINCO BV 1L TLB EUR CL                                      | QSRP FINCO BV 1L TLB EUR CL                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | BE        |   1300000 | PA      | $1478351.87   | 0.27%             | 2031-06-19      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.375% NON-CUMULATIVE PREFER | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    131500 | NS      | $2419600.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                 | INLOT 6.75 10/15/31 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $523520.31    | 0.09%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                          | AZURIA WATER SOLUTIONS INC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    741176 | PA      | $730525.76    | 0.13%             | 2033-01-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Generac Holdings Inc.                                            | Generac Holdings Inc. COM                                                                                                                              | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2048 | NS      | $461557.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                        | Crocs Inc COM                                                                                                                                          | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       683 | NS      | $61954.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                                         | Century Therapeutics Inc COM                                                                                                                           | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $222.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-03-03 CALL 6850                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-38815.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | VERSUNI GROUP BV                                                                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -488014 | PA      | $-488014.19   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Grant Thornton                                                   | Grant Thornton Term Loan B 275 2031-06-01                                                                                                              | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    250000 | PA      | $231427.50    | 0.04%             | 2031-06-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Athersys Inc                                                     | Athersys Inc COM NEW                                                                                                                                   | CUSIP: 04744L205<br>LEI: 529900SJN2POLMMUAI78 | Long             | EC               | CORP              | US        |        49 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                                      | American Outdoor Brands Inc COM                                                                                                                        | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $764.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGREEN ACQCO 1 LP                                             | EVERGREEN ACQCO 1 LP                                                                                                                                   | CUSIP: 30015FAJ5<br>LEI: 549300F6POVHG3ME8T95 | Long             | LON              | CORP              | US        |   1362667 | PA      | $1362244.24   | 0.25%             | 2032-09-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Cannae Holdings Inc.                                             | Cannae Holdings Inc. COM                                                                                                                               | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       994 | NS      | $12126.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                                       | Nike, Inc. CL B                                                                                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2085 | NS      | $129645.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                                          | Carriage Services, Inc. COM                                                                                                                            | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $4146.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                                          | CSV 4.25 05/15/29 144A                                                                                                                                 | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3033081.77   | 0.55%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | BMCAUS 3.375 01/15/31 144A                                                                                                                             | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923226.80    | 0.17%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-02-25 CALL 6955                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maxlinear Inc                                                    | Maxlinear Inc COM                                                                                                                                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       829 | NS      | $14449.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERBERUS LOAN FUNDING XLIV LLC                                   | CERB 2023-5A C                                                                                                                                         | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2058335.92   | 0.37%             | 2036-01-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | WFC V3.9 PERP BB                                                                                                                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399592.24    | 0.07%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LIII Ltd / LLC                              | MDPK 2022-53A E                                                                                                                                        | CUSIP: 558201AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7238013.75   | 1.31%             | 2035-04-23      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| JB Poindexter & Co Inc                                           | JBPOIN 8.75 12/15/31 144A                                                                                                                              | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    590000 | PA      | $610862.40    | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp.                                         | Valley National Bancorp. COM                                                                                                                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      4679 | NS      | $59002.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                      | Cerence Inc COM                                                                                                                                        | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       454 | NS      | $3591.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc.                                      | AirSculpt Technologies Inc. COM                                                                                                                        | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $60.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | PERRIGO FINANCE UNLIMITED CO                                                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -242104 | PA      | $-242104.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RBB Bancorp.                                                     | RBB Bancorp. COM                                                                                                                                       | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        83 | NS      | $1784.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | CBOE S&P 500 CLOSE/EURO INDEX (End of Week Option)                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-45745.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp COM                                                                                                                                            | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     11155 | NS      | $231354.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERATIVE 1L TL CL                                                | MERATIVE 1L TL CL                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    691026 | PA      | $691025.64    | 0.13%             | 2032-09-30      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                    | SP 0 02/15/46                                                                                                                                          | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $749468.49    | 0.14%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Heron Therapeutics Inc.                                          | Heron Therapeutics Inc. COM                                                                                                                            | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      1100 | NS      | $1309.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | SHERWOOD FINANCING PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1385351 | PA      | $-1385351.12  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                          | PRIMBP 8 03/15/31 144A                                                                                                                                 | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503206.50    | 0.09%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9700000 | PA      | $9848318.82   | 1.78%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | TVL FINANCE PLC                                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -794599 | PA      | $-794599.47   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CURO GROUP HOLDINGS CORP                                         | CURO GROUP HOLDINGS CORP                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAPSTONE BORROWER INC                                            | CAPSTONE BORROWER INC                                                                                                                                  | CUSIP: 14071CAE8<br>LEI: 254900YSP2BAI3YKIX08 | Long             | LON              | CORP              | US        |    350000 | PA      | $310040.50    | 0.06%             | 2030-06-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-03-05 CALL 6845                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-52080.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Outset Medical Inc                                               | Outset Medical Inc COM NEW                                                                                                                             | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $125.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Biotools Inc                                            | Standard Biotools Inc COM                                                                                                                              | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |       454 | NS      | $513.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prelude Therapeutics Incorporated                                | Prelude Therapeutics Incorporated COM                                                                                                                  | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $176.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metis Issuer 2025-1 LLC                                          | Metis Issuer 2025-1 LLC 6.892% NTS 15/05/2055 USD (144A)                                                                                               | CUSIP: 59155MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1226271.86   | 0.22%             | 2055-05-15      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| Cassava Sciences Inc                                             | Cassava Sciences Inc COM                                                                                                                               | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       448 | NS      | $1021.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kane Bidco Ltd.                                                  | TRUEPT 7.75 07/15/31 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $137103.97    | 0.02%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                   | BRITEL V4.875 11/23/81 144A                                                                                                                            | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4910613.50   | 0.89%             | 2081-11-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORAMED PHARMACEUTICALS INC                                       | Oramed Pharmaceuticals Inc. COM NEW                                                                                                                    | CUSIP: 68403P203<br>LEI: 5299006K52ZIIGQJ6R84 | Long             | EC               | CORP              | US        |       212 | NS      | $723.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                           | BPLN V4.875 PERP                                                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $418606.52    | 0.08%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                       | RGA V6.65 09/15/55                                                                                                                                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274334.89    | 0.05%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-03-06 CALL 6900                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-34055.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP / Scientific Games US Finco Inc     | SCGALO L 04/04/29 2                                                                                                                                    | CUSIP: 80875CAC1<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   1120000 | PA      | $1300598.98   | 0.24%             | 2029-04-04      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MFA Financial Inc.                                               | MFA Financial Inc. COM                                                                                                                                 | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       649 | NS      | $6561.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Finch Therapeutics Group Inc                                     | Finch Therapeutics Group Inc COM NEW                                                                                                                   | CUSIP: 31773D200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $12.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | QUICKTOP HOLDCO AB                                                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -742875 | PA      | $-742875.14   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | BMCAUS 4.375 07/15/30 144A                                                                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2315375.76   | 0.42%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                                     | Ginkgo Bioworks Holdings Inc CL A NEW                                                                                                                  | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $67.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                                        | V.F. Corp COM                                                                                                                                          | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      4779 | NS      | $92808.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO LTD 2024-38                                              | OCP 2024-38A SUB                                                                                                                                       | CUSIP: 67120JAC6<br>LEI: 213800HPO38YAQ7A5G07 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $304575.00    | 0.06%             | 2038-01-21      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Rackspace Technology Inc                                         | Rackspace Technology Inc COM                                                                                                                           | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $631.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1 A FUNDED                                      | THUNDERBIRD 2022-1 A FUNDED                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8500000 | PA      | $8196252.67   | 1.48%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-02-23 CALL 6915                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AWAYDAY(VACATION RENT)1L TL CL USD                               | AWAYDAY(VACATION RENT)1L TL CL USD                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152878 | PA      | $151435.10    | 0.03%             | 2032-05-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminium Corporation                                     | KALU 4.5 06/01/31 144A                                                                                                                                 | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4203953.54   | 0.76%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                           | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $284252.38    | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bolt Biotherapeutics Inc.                                        | Bolt Biotherapeutics Inc. COM NEW                                                                                                                      | CUSIP: 097702203<br>LEI: 254900W0P77PQ6B8OY50 | Long             | EC               | CORP              | US        |         6 | NS      | $27.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tvardi Therapeutics Inc.                                         | Tvardi Therapeutics Inc. COM                                                                                                                           | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |         7 | NS      | $27.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Corp.                                                      | XRX 10.25 10/15/30 144A                                                                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180000.00    | 0.03%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ARES LOAN FUNDING V LTD                                          | ARES 2024-ALF5A E                                                                                                                                      | CUSIP: 04020PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $961357.10    | 0.17%             | 2037-07-27      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2022-1 LTD                                        | CGMS 2022-1A E                                                                                                                                         | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250000.00   | 0.41%             | 2035-04-16      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                              | CARLYLE FINANCE LLC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        20 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2018-1                      | CLAST 2018-1 A                                                                                                                                         | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128347 | PA      | $127706.62    | 0.02%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                            | GBP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $160708.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-02-26 CALL 6950                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc                                      | Outcomes Group Holdings Inc                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    689548 | PA      | $687176.01    | 0.12%             | 2031-05-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                               | Mativ Holdings Inc COM                                                                                                                                 | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       135 | NS      | $1463.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2020-1               | AASET 2020-1A A                                                                                                                                        | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236849 | PA      | $235240.33    | 0.04%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Orchid Island Capital Inc.                                       | Orchid Island Capital Inc. COM NEW                                                                                                                     | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |       158 | NS      | $1175.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kkr Group Finance Company X Llc                                  | KKR 3.25 12/15/51 144A                                                                                                                                 | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1040523.02   | 0.19%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tortuga Resorts (Turquoise)                                      | Tortuga Resorts (Turquoise) Term Loan B 325 2032-08-02                                                                                                 | CUSIP: 89776TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850000 | PA      | $835125.00    | 0.15%             | 2032-12-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                                  | APPLE BIDCO LLC                                                                                                                                        | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    776234 | PA      | $776234.25    | 0.14%             | 2031-09-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Conga (aka Apttus)                                               | Conga (aka Apttus) Term Loan B 350 2028-05-01                                                                                                          | CUSIP: 03835XAD4<br>LEI: 254900VOVRKNFQ3GHG43 | Long             | LON              | CORP              | US        |   1355606 | PA      | $1206489.41   | 0.22%             | 2028-05-08      | Floating      | 7.16%                 | No            |                  3 | On Loan: No      |
| White Cap                                                        | White Cap Term Loan B (Incremental) 350 2033-01-31                                                                                                     | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    700000 | PA      | $691691.00    | 0.13%             | 2033-02-09      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ASPHALT ATD HOLDCO LLC                                           | ASPHALT ATD HOLDCO LLC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1071 | NS      | $4.79         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-03-09 CALL 6830                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-70245.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Beauty Health Company                                        | The Beauty Health Company COM CL A                                                                                                                     | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1022 | NS      | $1062.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERYX 1L DDTL FUNDED                                           | ALTERYX 1L DDTL FUNDED                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    937500 | PA      | $895312.50    | 0.16%             | 2031-03-19      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| 1261229 Bc Ltd.                                                  | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2029000 | PA      | $2098255.15   | 0.38%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTERYX 1L REV FUNDED                                            | ALTERYX 1L REV FUNDED                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $138722.62    | 0.03%             | 2031-02-08      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                                         | LIQUID TECH SOLUTIONS HO                                                                                                                               | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |    498916 | PA      | $497045.47    | 0.09%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| 1stDibs.com Inc.                                                 | 1stDibs.com Inc. COM                                                                                                                                   | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $509.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealPage                                                         | RealPage First-lien Term Loan 325 2028-02-09                                                                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    523633 | PA      | $482616.65    | 0.09%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                           | CVT 8 06/15/30 144A                                                                                                                                    | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869543.20    | 0.16%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CytoSorbents Corp.                                               | CytoSorbents Corp. COM NEW                                                                                                                             | CUSIP: 23283X206<br>LEI: 549300VI8WO8GK5QK793 | Long             | EC               | CORP              | US        |       245 | NS      | $184.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD          | JCPDL 2025-1A D                                                                                                                                        | CUSIP: 47235BAJ2<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1022569.70   | 0.19%             | 2037-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                 | SPXW E 2026-03-02 CALL 6845                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -7 | NC      | $-34615.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                            | MODULA 4.75 11/30/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3432874.30   | 0.62%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PetMed Express Inc.                                              | PetMed Express Inc. COM                                                                                                                                | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       118 | NS      | $323.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERBERUS LOAN FUNDING XLV LLC                                    | CERB 2024-1A D                                                                                                                                         | CUSIP: 15675FAG3<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1487698.80   | 0.27%             | 2036-04-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 2 LLC                                    | ARESDL 2024-2A D                                                                                                                                       | CUSIP: 04021CAJ9<br>LEI: 254900G0OBAGPDEAK422 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1485913.05   | 0.27%             | 2036-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Purecycle Corp.                                                  | Purecycle Corp. COM NEW                                                                                                                                | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $1204.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                 | Ball Corporation COM                                                                                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2988 | NS      | $200584.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERYX 1L TL                                                    | ALTERYX 1L TL                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    412500 | PA      | $393937.50    | 0.07%             | 2031-03-19      | Floating      | 10.32%                | No            |                  3 | On Loan: No      |
| AMC Networks Inc                                                 | AMCX 10.25 01/15/29 144A                                                                                                                               | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375375.95    | 0.07%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | BCP V MODULAR SERVICES FINANCE                                                                                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2740348 | PA      | $-2740348.18  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                           | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1998294.12   | 0.36%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-82.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ATRECA INC                                                | CONTRA ATRECA INC                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Usi Inc                                                          | COMINV 7.5 01/15/32 144A                                                                                                                               | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358226.40    | 0.06%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Paper Corporation                                     | CLW 4.75 08/15/28 144A                                                                                                                                 | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1439524.03   | 0.26%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Healthequity Inc                                                 | HQY 4.5 10/01/29 144A                                                                                                                                  | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73051.31     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                        | BIFFLN 5.25 06/15/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $477572.73    | 0.09%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAR HEALTH                                                       | PAR HEALTH                                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $4838.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOC REFI 1L TL CL                                   | CURRICULUM ASSOC REFI 1L TL CL                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1400000 | PA      | $1393670.71   | 0.25%             | 2032-05-07      | Floating      | 8.95%                 | No            |                  3 | On Loan: No      |
| Taysha Gene Therapies Inc.                                       | Taysha Gene Therapies Inc. COM SHS                                                                                                                     | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $602.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                                            | Digital Turbine, Inc. COM NEW                                                                                                                          | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      1060 | NS      | $4303.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pregis                                                           | Pregis Term Loan B 400 2029-02-01                                                                                                                      | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |   1175492 | PA      | $1177149.64   | 0.21%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $152221.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73227.69     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises                                                  | DXP Enterprises Term Loan B 325 2030-10-01                                                                                                             | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    636954 | PA      | $639819.92    | 0.12%             | 2030-10-11      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Commerce.com Inc.                                                | Commerce.com Inc. COM SER 1                                                                                                                            | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |       567 | NS      | $1576.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Group LLC                                  | CCOI 7 06/15/27 144A                                                                                                                                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490818.40    | 0.09%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Higginbotham Insurance Agency Inc - TL 1L 12/25                  | Higginbotham Insurance Agency Inc - TL 1L 12/25                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2581759 | PA      | $2575304.51   | 0.47%             | 2031-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Motel One GmbH                                                   | ONHOGM 7.75 04/02/31 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $318080.10    | 0.06%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Higginbotham Insurance Agency Inc - TL 1L DD-A 12/25             | Higginbotham Insurance Agency Inc - TL 1L DD-A 12/25                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80211 | PA      | $80210.53     | 0.01%             | 2031-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RL DATIX 1L TL FACILITY B USD                                    | RL DATIX 1L TL FACILITY B USD                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370000 | PA      | $370000.00    | 0.07%             | 2031-04-30      | Floating      | 9.54%                 | No            |                  3 | On Loan: No      |
| LivaNova PLC                                                     | LivaNova PLC ORD GBP1.00 (DI)                                                                                                                          | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       625 | NS      | $44125.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                                    | Ambarella Inc COM USD0.00045                                                                                                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |       412 | NS      | $24860.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-220469.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Frem Mil Hse Tr 2015-R1                                          | FMMHR 2015-R1 XA2                                                                                                                                      | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-O            | CORP              | US        |  11642128 | PA      | $657096.84    | 0.12%             | 2052-10-25      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                               | Under Armour, Inc. CL A                                                                                                                                | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      8161 | NS      | $60554.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc.                                                 | Citi Trends Inc. COM                                                                                                                                   | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        47 | NS      | $2226.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                               | Huntington Bancshares Incorporated COM                                                                                                                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       542 | NS      | $9105.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUID TECH SOLUTIONS HO                                         | LIQUID TECH SOLUTIONS HO                                                                                                                               | CUSIP: 000000000<br>LEI: 254900OC60TKLQ1KX067 | Long             | LON              | CORP              | US        |     51084 | PA      | $50892.03     | 0.01%             | 2032-10-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| QUANTUM BIDCO LTD                                                | QUANTUM BIDCO LTD                                                                                                                                      | CUSIP: 000000000<br>LEI: 259400QEGOEU126C6775 | Long             | LON              | CORP              | GB        |   1050000 | PA      | $1405333.48   | 0.25%             | 2028-01-31      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                      | CAUTO 2023-1A A2                                                                                                                                       | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025500 | PA      | $1032222.26   | 0.19%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fate Therapeutics Inc.                                           | Fate Therapeutics Inc. COM                                                                                                                             | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       948 | NS      | $1403.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                            | NEENST 5.25 07/15/28 144A                                                                                                                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    291000 | PA      | $291042.78    | 0.05%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finance of America Companies Inc                                 | Finance of America Companies Inc CL A NEW                                                                                                              | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $193.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-19.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lazydays Holdings Inc.                                           | Lazydays Holdings Inc. COM NEW                                                                                                                         | CUSIP: 52110H209<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |         2 | NS      | $0.84         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GENERATE CLO 21 LTD                                              | KLLM 2025-21A SUB                                                                                                                                      | CUSIP: 37150EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $509895.00    | 0.09%             | 2038-07-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Inovio Pharmaceuticals Inc.                                      | Inovio Pharmaceuticals Inc. COM SHS                                                                                                                    | CUSIP: 45773H409<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |       205 | NS      | $371.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDK GLOBAL II LLC                                                | CENTRAL PARENT INC                                                                                                                                     | CUSIP: 15477BAE7<br>LEI: 5493000L10CYRTHIJ385 | Long             | LON              | CORP              | US        |    216433 | PA      | $135270.71    | 0.02%             | 2029-07-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  56710000 | PA      | $56908988.58  | 10.30%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Helios Technologies Inc                                          | Helios Technologies Inc COM                                                                                                                            | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       378 | NS      | $26958.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RR 41 LTD                                                        | RRAM 2025-41A SUB                                                                                                                                      | CUSIP: 749754AC1<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $735046.70    | 0.13%             | 2125-11-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Brand House Collective Inc.(The)                                 | Brand House Collective Inc.(The) COM                                                                                                                   | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $79.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                                  | WHR 4.5 06/01/46                                                                                                                                       | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73382.12     | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Beyondspring Inc                                                 | Beyondspring Inc COM USD0.0001                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       133 | NS      | $179.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS AUTOCALL                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-32.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kestrel Group Ltd.                                               | Kestrel Group Ltd. COM                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        20 | NS      | $307.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                    | ARESDL 2025-2A D                                                                                                                                       | CUSIP: 039960AJ8<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1328629.77   | 0.24%             | 2037-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CUBE SAFETY BIDCO AB                                             | CUBE SAFETY BIDCO AB                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900VV71UO3IOOQZ21 | Long             | LON              | CORP              | SE        |   1200000 | PA      | $1415673.30   | 0.26%             | 2033-02-21      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                            | NEENST 9.75 07/15/28 144A                                                                                                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2317250.00   | 0.42%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AVROBIO INC                                                      | AVROBIO INC                                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Astec Industries Inc.                                            | Astec Industries Inc. COM                                                                                                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       133 | NS      | $8257.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibson Brands                                                    | Gibson Brands Term Loan B 500 2028-06-12                                                                                                               | CUSIP: 37476YAB8<br>LEI: 549300KU4ACNZQGB7J14 | Long             | LON              | CORP              | US        |   5520000 | PA      | $5039318.40   | 0.91%             | 2028-08-14      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Lstar Securities Investment 2024-1 Ltd.                          | LSTRZ 2024-1 A                                                                                                                                         | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574978 | PA      | $574328.60    | 0.10%             | 2029-01-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| ASP Dream (DBA FullBloom)                                        | ASP Dream (DBA FullBloom) Term Loan B 425 2028-11-27                                                                                                   | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   3128125 | PA      | $2862234.38   | 0.52%             | 2028-12-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                           | PENN 4.125 07/01/29 144A                                                                                                                               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3161635.87   | 0.57%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS AUTOC 2NC1 WO 60B                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-76.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TTEC Holdings Inc.                                               | TTEC Holdings Inc. COM                                                                                                                                 | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       108 | NS      | $270.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PacifiCorp.                                                      | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1397625.22   | 0.25%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ranpak Holdings Corp.                                            | Ranpak Holdings Corp. COM CL A                                                                                                                         | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       447 | NS      | $2288.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corporation                                              | Pulmonx Corporation COM                                                                                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       155 | NS      | $244.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                                 | Robert Half Inc. COM                                                                                                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2350 | NS      | $57387.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaJet                                                         | VistaJet Term Loan B 375 2031-03-17                                                                                                                    | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900000 | PA      | $900567.00    | 0.16%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                                           | BALROG ACQUISITION INC                                                                                                                                 | CUSIP: 05878UAB7<br>LEI: 25490017XQ2US9FIMN58 | Long             | LON              | CORP              | US        |    230329 | PA      | $152784.05    | 0.03%             | 2028-09-05      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Canoo Inc                                                        | Canoo Inc COM                                                                                                                                          | CUSIP: 13803R300<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |         2 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                             | CROSIN 6.75 12/01/32 144A                                                                                                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $791807.52    | 0.14%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | ACCORINVEST GROUP SA                                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -663685 | PA      | $-663684.76   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                 | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-834523.18   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| US Fertility                                                     | US Fertility Term Loan B 350 2032-11-29                                                                                                                | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |    434211 | PA      | $434644.74    | 0.08%             | 2032-12-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CASPER BIDCO SASU                                                | CASPER BIDCO SASU                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |   1300000 | PA      | $1532325.16   | 0.28%             | 2031-03-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | RKT 4 10/15/33 144A                                                                                                                                    | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1656465.30   | 0.30%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brc Group Holdings Inc.                                          | Brc Group Holdings Inc. COM                                                                                                                            | CUSIP: 05580M108<br>LEI: 529900LRQ75IKIPK4990 | Long             | EC               | CORP              | US        |       118 | NS      | $761.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.                                | BK V3.75 PERP I                                                                                                                                        | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4925222.50   | 0.89%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upwork Inc                                                       | Upwork Inc COM                                                                                                                                         | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      1378 | NS      | $18492.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Mutual Group, Inc.                                       | LIBMUT 4.3 02/01/61 144A                                                                                                                               | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3528321.20   | 0.64%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Capitol Fed Fin In                                               | Capitol Fed Fin In COM                                                                                                                                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       762 | NS      | $5471.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                                  | Match Group Inc COM                                                                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5697 | NS      | $180025.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                             | LXP Industrial Trust COM                                                                                                                               | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       656 | NS      | $32511.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $616.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS AUTOC 2NC1 RTY 60B                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-39.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intralot Capital Luxembourg S.A.                                 | INLOT F 10/15/31 144A                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1042215.51   | 0.19%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Onewater Marine Inc.                                             | Onewater Marine Inc. CL A COM                                                                                                                          | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $694.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES LXXVII CLO LTD                                              | ARES 2025-77A SUB                                                                                                                                      | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $708230.00    | 0.13%             | 2038-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Nexture S.p.A.                                                   | NXTURE F 07/30/32 144a                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600EF527DCD52E910 | Long             | DBT              | CORP              | IT        |    520000 | PA      | $615240.40    | 0.11%             | 2032-07-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                             | CROSIN 6.5 10/01/30 144A                                                                                                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $547817.55    | 0.10%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HAMLIN PARK CLO LTD                                              | HAMLN 2024-1A SUB                                                                                                                                      | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $611240.00    | 0.11%             | 2037-10-20      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Metropolitan Bank Holding Corp                                   | Metropolitan Bank Holding Corp COM                                                                                                                     | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $4796.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS LTD                               | Pershing Square Sparc Hldgs Ltd SPECIAL PURPOSE ACQUISITION RIGHTS                                                                                     | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | Long             | EC               | CORP              | US        |     82425 | NS      | $8.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wolverine World Wide, Inc.                                       | WWW 4 08/15/29 144A                                                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283483.50    | 0.05%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LeonaBio Inc.                                                    | LeonaBio Inc. COM                                                                                                                                      | CUSIP: 04746L203<br>LEI: 529900CSS4S4X8VY5C81 | Long             | EC               | CORP              | US        |        19 | NS      | $106.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS SPY US EQUITY                                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $2281909.68   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrington Mtg Nc5                                               | CARR 2006-NC5 A3                                                                                                                                       | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1164588 | PA      | $1069872.10   | 0.19%             | 2037-01-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS1 LLC                                | MCMLT 2024-RS1 A2                                                                                                                                      | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $2967041.70   | 0.54%             | 2069-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Credit Allocation Income Trust                         | Blackrock Credit Allocation Income Trust COM                                                                                                           | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |    290333 | NS      | $3080433.13   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                                    | Bandwidth Inc COM CL A                                                                                                                                 | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       275 | NS      | $4075.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXUS BUYER LLC                                                  | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |   1435527 | PA      | $1343567.31   | 0.24%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Kaseya                                                           | Kaseya First-lien Term Loan 325 2032-02-23                                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1389500 | PA      | $1253523.53   | 0.23%             | 2032-03-22      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL                                          | AGKLN 5.375 05/21/30 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $552486.90    | 0.10%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zumiez Inc.                                                      | Zumiez Inc. COM                                                                                                                                        | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       114 | NS      | $2989.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                                | Upbound Group Inc COM                                                                                                                                  | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       773 | NS      | $16580.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE ACQUISITION 1L DDTL FUND                                | CAPSTONE ACQUISITION 1L DDTL FUND                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224847 | PA      | $223923.28    | 0.04%             | 2029-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | TRS GSVLFRT1 INDEX                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-281345.28   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| IRobot Corp                                                      | IRobot Corp COM                                                                                                                                        | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       315 | NS      | $17.01        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Waste Pro USA Inc                                                | WASPRO 7 02/01/33 144A                                                                                                                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312223.80    | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | PRU V5.125 03/01/52                                                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1523187.95   | 0.28%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FTAI AIRCRAFT LEASING UNF                                        | FTAI AIRCRAFT LEASING UNF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137500 | NS      | $13.75        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARLYLE US CLO 2025-4 LTD                                        | CGMS 2025-4A SUB                                                                                                                                       | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $670080.00    | 0.12%             | 2037-10-26      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Carmax Inc                                                       | Carmax Inc COM                                                                                                                                         | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      2577 | NS      | $111249.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RECESS HOLDINGS INC                                              | RECESS HOLDINGS INC                                                                                                                                    | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1572120 | PA      | $1574745.44   | 0.28%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN 24 LTD/LLC                                         | GLM 2025-24A E                                                                                                                                         | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $567925.08    | 0.10%             | 2038-10-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Franklin Street Properties Corp MA                               | Franklin Street Properties Corp MA COM                                                                                                                 | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |       595 | NS      | $489.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                       | ACCINV 6.375 10/15/29 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $247213.01    | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC                                                  | Blue Ribbon Llc                                                                                                                                        | CUSIP: 69382EAB8<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   1282034 | PA      | $1256392.97   | 0.23%             | 2028-05-08      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                  | NEXUS BUYER LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    700000 | PA      | $679875.00    | 0.12%             | 2032-01-14      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                                                    | SAPHILUX SARL                                                                                                                                          | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |   1400000 | PA      | $1396066.00   | 0.25%             | 2028-07-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                     | GRFSM 3.875 10/15/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $117353.12    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROLL (DEERFIELD) 1L TLB CL USD                                  | KROLL (DEERFIELD) 1L TLB CL USD                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1411764 | PA      | $1406611.52   | 0.25%             | 2032-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                              | GRADE 2023-FIG4 B                                                                                                                                      | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278648 | PA      | $291164.43    | 0.05%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| National CineMedia Inc                                           | National CineMedia Inc COM NEW                                                                                                                         | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |        35 | NS      | $124.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                                  | Virtus Investment Partners Inc. COM                                                                                                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        85 | NS      | $11760.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KROLL (DEERFIELD) 1L CL REV UNFUND                               | KROLL (DEERFIELD) 1L CL REV UNFUND                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $150000.00    | 0.03%             | 2032-09-13      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| DigitalBridge Group Inc                                          | DigitalBridge Group Inc CL A NEW                                                                                                                       | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      1417 | NS      | $21892.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics Inc.                                   | Lineage Cell Therapeutics Inc. COM                                                                                                                     | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |       747 | NS      | $1434.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-Nqm1         | MSRM 2025-NQM10 XS                                                                                                                                     | CUSIP: 617955AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15942095 | PA      | $640798.87    | 0.12%             | 2070-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                           | Lincoln National Corp. COM                                                                                                                             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8597 | NS      | $294877.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALIANT 7.375 10/01/32 144A                                                                                                                             | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1433725.78   | 0.26%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                | CIEN 4 01/31/30 144A                                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $821000.21    | 0.15%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | WHR 4.7 05/14/32                                                                                                                                       | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273076.92    | 0.05%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cytomx Therapeutics Inc                                          | Cytomx Therapeutics Inc COM                                                                                                                            | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |       386 | NS      | $2072.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | ARDGRP 6.875 02/15/31 144a                                                                                                                             | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    700000 | PA      | $836811.80    | 0.15%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASPHALT (ATD) 1L NEW MONEY EXIT TL                               | ASPHALT (ATD) 1L NEW MONEY EXIT TL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87521 | PA      | $70016.47     | 0.01%             | 2030-02-28      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                | TIBX 6.5 03/31/29 144A                                                                                                                                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1627923.82   | 0.29%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CYTEIR THERAPEUTICS INC                                          | CYTEIR THERAPEUTICS INC                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Joint Corp. (The)                                                | Joint Corp. (The) COM                                                                                                                                  | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $1452.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                        | Intellia Therapeutics Inc COM                                                                                                                          | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       814 | NS      | $11216.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                     | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434858.78    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Trust                                | National Storage Affiliates Trust COM SHS BEN IN                                                                                                       | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       949 | NS      | $33233.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                      | Neogen Corp COM                                                                                                                                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      1258 | NS      | $14127.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3                                                          | Level 3 Term Loan B-4 325 2032-03-01                                                                                                                   | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    380000 | PA      | $380570.00    | 0.07%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES, LLC                                    | USFEEN L 12/30/32 9                                                                                                                                    | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |     65789 | PA      | $65855.26     | 0.01%             | 2032-12-31      | Floating      | 7.17%                 | 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      | $866100.41    | 0.16%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Mesa Laboratories Inc.                                           | Mesa Laboratories Inc. COM                                                                                                                             | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        29 | NS      | $2800.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pelican Products                                                 | Pelican Products Term Loan B 425 2028-10-31                                                                                                            | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |   5520000 | PA      | $4958781.60   | 0.90%             | 2028-12-29      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| KALA BIO Inc                                                     | KALA BIO Inc COM NEW                                                                                                                                   | CUSIP: 483119202<br>LEI: 529900Y7RO0C9P0TX474 | Long             | EC               | CORP              | US        |         6 | NS      | $2.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                         | Skyworks Solutions, Inc. COM                                                                                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      4710 | NS      | $280621.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc.                                      | One Liberty Properties Inc. COM                                                                                                                        | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |        95 | NS      | $2231.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING 2022-1 B FUNDED                                        | LIGHTNING 2022-1 B FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1075611.47   | 0.19%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1         | MSRM 2026-NQM1 B2                                                                                                                                      | CUSIP: 61780XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $274874.57    | 0.05%             | 2070-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| American Well Corporation                                        | American Well Corporation COM CL A NEW                                                                                                                 | CUSIP: 03044L204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $621.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc.                                          | Harvard Bioscience Inc. COM                                                                                                                            | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |       234 | NS      | $143.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds American Inc.                                           | BATSLN 5.7 08/15/35                                                                                                                                    | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1635583.75   | 0.30%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Zevia PBC                                                        | Zevia PBC CL A                                                                                                                                         | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $81.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc.                                        | OraSure Technologies Inc. COM                                                                                                                          | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       426 | NS      | $1341.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                          | Power Integrations Inc. COM                                                                                                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       691 | NS      | $33112.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                                           | PENN Entertainment Inc COM                                                                                                                             | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15035 | NS      | $235147.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Biotech Inc                                             | Fortress Biotech Inc COM NEW                                                                                                                           | CUSIP: 34960Q307<br>LEI: 529900DZUWSYUURECK24 | Long             | EC               | CORP              | US        |        28 | NS      | $95.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                         | BX 2024-AIRC C                                                                                                                                         | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433626 | PA      | $434709.64    | 0.08%             | 2041-08-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Company                                         | Allegiant Travel Company COM                                                                                                                           | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        90 | NS      | $9193.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA CORP - CVR                                                  | XOMA CORP - CVR                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GoPro Inc.                                                       | GoPro Inc. CL A                                                                                                                                        | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       755 | NS      | $730.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovate Corporation                                             | Innovate Corporation COM NEW                                                                                                                           | CUSIP: 45784J303<br>LEI: 549300S6O246JWQQ1K58 | Long             | EC               | CORP              | US        |        29 | NS      | $153.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                                               | Riot Platforms Inc COM                                                                                                                                 | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      1226 | NS      | $19971.54     | 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      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1         | MSRM 2026-NQM1 B3                                                                                                                                      | CUSIP: 61780XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161820 | PA      | $143048.85    | 0.03%             | 2070-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Liveramp Holdings Inc                                            | Liveramp Holdings Inc COM                                                                                                                              | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       775 | NS      | $21056.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIBBON LLC                                                  | BLUE RIBBON LLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300NQM7J4KC44D416 | Long             | LON              | CORP              | US        |   3231899 | PA      | $2100734.18   | 0.38%             | 2028-05-08      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                | CSCHLD 6.5 02/01/29 144A                                                                                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63175.03     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lenz Therapeutics Inc                                            | Lenz Therapeutics Inc COM                                                                                                                              | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $296.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBIUM NETWORKS CORP                                            | Cambium Networks Corp. COM USD0.0001                                                                                                                   | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |        63 | NS      | $70.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGRA118 WEALTH SOLUTION                                         | TEGRA118 WEALTH SOLUTIONS INC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900HOKMJFKIA9FR12 | Long             | LON              | CORP              | US        |    450000 | PA      | $437625.00    | 0.08%             | 2033-01-27      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                                       | Azuria Water Solutions (fka Aegion Corporation) Term Loan B 300 2028-05-01                                                                             | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |   1337835 | PA      | $1325713.84   | 0.24%             | 2028-05-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALIANT 7 01/15/31 144A                                                                                                                                 | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152722.50    | 0.03%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES 1L TL CL                               | INTEGRATED POWER SERVICES 1L TL CL                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1783710 | PA      | $1780225.92   | 0.32%             | 2028-11-22      | Floating      | 8.93%                 | No            |                  3 | On Loan: No      |
| Malibu Boats Inc                                                 | Malibu Boats Inc COM CL A                                                                                                                              | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |       121 | NS      | $3516.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                     | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97712.52     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO-CVR                                               | ELI LILLY & CO-CVR                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zebra Technologies Corporation                                   | Zebra Technologies Corporation CL A                                                                                                                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1317 | NS      | $294955.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PARENT CORP                                                | EAGLE PARENT CORP                                                                                                                                      | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    534938 | PA      | $534381.49    | 0.10%             | 2029-04-02      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC-CVR                                                   | ABBVIE INC-CVR                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Maxcyte Inc                                                      | Maxcyte Inc COM                                                                                                                                        | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |       563 | NS      | $456.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers Insurance Exchange Inc.                                  | FARMER V7 10/15/64 144A                                                                                                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $602206.51    | 0.11%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Radnet Inc                                                       | Radnet Inc COM                                                                                                                                         | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |         8 | NS      | $558.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc.                                                 | Porch Group Inc. COM                                                                                                                                   | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |       894 | NS      | $7339.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGGINBOTHAM 1L DDTL USD UNFUNDED                                | HIGGINBOTHAM 1L DDTL USD UNFUNDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226488 | PA      | $225922.17    | 0.04%             | 2031-05-01      | Floating      | 0.50%                 | No            |                  3 | On Loan: No      |
| Southern First Bancshares Inc.                                   | Southern First Bancshares Inc. COM                                                                                                                     | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $2456.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc.                                           | Bed Bath & Beyond Inc. COM                                                                                                                             | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       504 | NS      | $2686.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCILEX HOLDING COMPANY                                           | Scilex Holding Co COM NEW                                                                                                                              | CUSIP: 80880W205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $114.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetSmart                                                         | PetSmart Term Loan B 400 2032-08-02                                                                                                                    | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1600000 | PA      | $1589328.00   | 0.29%             | 2032-08-18      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3412000 | PA      | $3377665.73   | 0.61%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -3501000 | NC      | $-17415.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                    | SGI 3.875 10/15/31 144A                                                                                                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563220.78    | 0.10%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Par Pacific Holdings                                             | Par Pacific Holdings Term Loan B 325 2030-02-01                                                                                                        | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    572857 | PA      | $572977.61    | 0.10%             | 2030-02-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Kopin Corp.                                                      | Kopin Corp. COM                                                                                                                                        | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |       462 | NS      | $1021.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                          | European Wax Center Inc CLASS A COM                                                                                                                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $858.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Therapeutics Inc                                       | Cartesian Therapeutics Inc COM NEW                                                                                                                     | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |        18 | NS      | $136.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ehealth Inc.                                                     | Ehealth Inc. COM                                                                                                                                       | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       145 | NS      | $188.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmace Inc                                               | Vanda Pharmace Inc COM                                                                                                                                 | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       326 | NS      | $2904.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIG FINANCE 2 LTD                                                | N/A                                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800OOZO37Y7YL2O58 | Long             | LON              | CORP              | GB        |   1250000 | PA      | $1443409.01   | 0.26%             | 2031-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Climb Bio Inc.                                                   | Climb Bio Inc. COM                                                                                                                                     | CUSIP: 28658R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $293.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGH2 LLC                                                         | Scenic Term Loan B 450 2032-07-06                                                                                                                      | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    897750 | PA      | $897750.00    | 0.16%             | 2032-08-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Aebi Schmidt Holding AG                                          | Aebi Schmidt Holding AG COM                                                                                                                            | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |       422 | NS      | $6085.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                     | Illumina Inc COM                                                                                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1645 | NS      | $221186.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                                              | CuriosityStream Inc COM CL A                                                                                                                           | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |       155 | NS      | $523.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM CORP                                                | DNDCN 8.625 04/15/29 144A                                                                                                                              | CUSIP: 267486AA6<br>LEI: 549300XUQDPIC5QRY347 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $733403.53    | 0.13%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REGATTA 33 FUNDING LTD                                           | REG33 2025-2A SUB                                                                                                                                      | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $406872.00    | 0.07%             | 2038-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Cengage Learning                                                 | Cengage Learning Term Loan B 300 2031-03-01                                                                                                            | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    586664 | PA      | $571129.28    | 0.10%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Accuray Inc.                                                     | Accuray Inc. COM                                                                                                                                       | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |       550 | NS      | $317.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.Com Inc                                            | 1-800-Flowers.Com Inc CL A                                                                                                                             | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $1103.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | SKX 5.25 07/15/32 144A                                                                                                                                 | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    450000 | PA      | $545440.14    | 0.10%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORDOBES HOLDCO SL                                               | CORDOBES HOLDCO SL                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1614545 | PA      | $1859895.82   | 0.34%             | 2029-01-31      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Liveperson Inc                                                   | Liveperson Inc COM                                                                                                                                     | CUSIP: 538146309<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |        51 | NS      | $146.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                                       | Ouster Inc COM NEW                                                                                                                                     | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $2122.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XBIOTECH INC                                                     | XBiotech Inc. COM                                                                                                                                      | CUSIP: 98400H102<br>LEI: 5299002WACAY28TQAS52 | Long             | EC               | CORP              | CA        |        90 | NS      | $203.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The ONE Group Hospitality Inc.                                   | The ONE Group Hospitality Inc. COM                                                                                                                     | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |       123 | NS      | $248.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners LP                                              | BPL 5.85 11/15/43                                                                                                                                      | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1554605.58   | 0.28%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chiron Real Estate Inc.                                          | Chiron Real Estate Inc. COM NEW                                                                                                                        | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |        70 | NS      | $2424.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING 2022-1 A FUNDED                                        | LIGHTNING 2022-1 A FUNDED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8500000 | PA      | $8196252.67   | 1.48%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1         | MSRM 2026-NQM1 B1                                                                                                                                      | CUSIP: 61780XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $259037.38    | 0.05%             | 2070-12-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                     | Owl Rock CLO I LLC                                                                                                                                     | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1553081.71   | 0.28%             | 2036-02-20      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Ingevity Corporation                                             | NGVT 3.875 11/01/28 144A                                                                                                                               | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2827678.06   | 0.51%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Montrose Environmental Group Inc                                 | Montrose Environmental Group Inc COM                                                                                                                   | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       305 | NS      | $8912.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp.                                          | Oportun Financial Corp. COM                                                                                                                            | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       124 | NS      | $642.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation                                  | Fox Factory Holding Corporation COM                                                                                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       493 | NS      | $8302.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY PURCHASER CORP                                         | Bayer's Environmental Science Professional First-lien Term Loan 437.5 2029-07-23                                                                       | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    544521 | PA      | $533428.70    | 0.10%             | 2029-10-04      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Bed Bath & Beyond Inc.                                           | Bed Bath & Beyond Inc. WT EXP 100726                                                                                                                   | CUSIP: 075896159<br>LEI: 549300ACR0DL9U7EI710 | N/A              | DE               | CORP              | US        |        50 | NC      | $38.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                    | CHTR 7.375 02/01/36 144A                                                                                                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152256.15    | 0.03%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                         | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1865086 | PA      | $1862395.28   | 0.34%             | 2031-02-13      | Floating      | 10.10%                | No            |                  3 | On Loan: No      |
| START II LTD                                                     | STARR 2019-1 A                                                                                                                                         | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    392593 | PA      | $391710.00    | 0.07%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Techtarget Inc                                                   | Techtarget Inc COM NEW                                                                                                                                 | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       305 | NS      | $1070.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                       | Enanta Pharmaceuticals Inc COM                                                                                                                         | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       230 | NS      | $3289.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                   | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615192.00    | 0.11%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | ORCL 5.95 09/26/55                                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $153998.89    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Thryv Holdings Inc.                                              | Thryv Holdings Inc. COM NEW                                                                                                                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $208.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essendi SA                                                       | ACCINV 5.625 05/15/32 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $792967.99    | 0.14%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Editas Medicine Inc                                              | Editas Medicine Inc COM                                                                                                                                | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       801 | NS      | $1762.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                        | Healthpeak Properties Inc COM                                                                                                                          | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      7889 | NS      | $139477.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Corporation                                                | Regis Corporation COM SHS                                                                                                                              | CUSIP: 758932206<br>LEI: 5493000Q1S5TJIDIQH89 | Long             | EC               | CORP              | US        |        12 | NS      | $274.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV                                      | CONTRA LIGAND PHARMACE- NPV                                                                                                                            | CUSIP: 532CNT029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hingham Institution for Savings                                  | Hingham Institution for Savings COM                                                                                                                    | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         8 | NS      | $2232.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle US CLO 2019-4 Ltd. / Carlyle US CLO 2019-4 LLC           | CGMS 2019-4A DR                                                                                                                                        | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $964560.00    | 0.17%             | 2035-04-16      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Endo GUC Trust Units Cl A-1                                      | Endo GUC Trust Units Cl A-1                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133456 | NS      | $13.35        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                     | ORCL 5.875 09/26/45                                                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158561.41    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Middlesex Water Co.                                              | Middlesex Water Co. COM                                                                                                                                | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $5454.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TK Elevator Us Newco Inc.                                        | THYELE 5.25 07/15/27 144A                                                                                                                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2628932.48   | 0.48%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apyx Medical Corp.                                               | Apyx Medical Corp. COM                                                                                                                                 | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |       185 | NS      | $604.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc.                                       | Piedmont Realty Trust Inc. COM CL A                                                                                                                    | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       727 | NS      | $5517.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                     | National Vision Holdings Inc COM                                                                                                                       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       969 | NS      | $26133.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                        | Sonos Inc COM                                                                                                                                          | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      1488 | NS      | $22915.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asgn Incorporated                                                | Asgn Incorporated COM                                                                                                                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       596 | NS      | $25568.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackhawk Network Holdings                                       | Blackhawk Network Holdings Term Loan B 400 2029-03-01                                                                                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |   1329818 | PA      | $1328820.14   | 0.24%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| Xerox                                                            | Xerox Term Loan B 400 2029-10-28                                                                                                                       | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    865200 | PA      | $616454.97    | 0.11%             | 2029-11-19      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing PLC                                           | ARWLN F 12/15/29 REGS                                                                                                                                  | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1757202.32   | 0.32%             | 2029-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| 9 Meters Biopharma Inc.                                          | 9 Meters Biopharma Inc. COM NEW                                                                                                                        | CUSIP: 654405208<br>LEI: 549300TNBRYXYEAI2956 | Long             | EC               | CORP              | US        |        67 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NEW YORK (THE)                               | NASSAU 7.875 07/15/30 144A                                                                                                                             | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |    862000 | PA      | $800962.99    | 0.14%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ascend Learning                                                  | Ascend Learning First-lien Term Loan 300 2028-12-01                                                                                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1007462 | PA      | $957089.20    | 0.17%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                       | Bio-Rad Laboratories, Inc. CL A                                                                                                                        | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       482 | NS      | $134208.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc.                                          | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2701569.45   | 0.49%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                          | ZAYO 9.25 03/09/30 144A                                                                                                                                | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   2090751 | PA      | $2038445.74   | 0.37%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                   | AMC Entertainment Holdings Inc CL A NEW                                                                                                                | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |      1286 | NS      | $1491.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                       | FRTITA 4.625 01/15/29 144A                                                                                                                             | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1604411.49   | 0.29%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                                      | Lexicon Pharmaceuticals Inc COM NEW                                                                                                                    | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $599.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw-Hill Education Inc.                                       | MHED 5.75 08/01/28 144A                                                                                                                                | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1797163.74   | 0.33%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLPI 3.25 01/15/32                                                                                                                                     | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2964198.90   | 0.54%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Graftech Intl Ltd                                                | Graftech Intl Ltd COM NEW                                                                                                                              | CUSIP: 384313607<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |       234 | NS      | $1626.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | BWY 7.875 04/15/30 144A                                                                                                                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716625.00    | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dealer Tire                                                      | Dealer Tire Term Loan B 300 2031-07-01                                                                                                                 | CUSIP: 24228HAR9<br>LEI: 894500QBE5Z2XQWCJ779 | Long             | LON              | CORP              | US        |    987506 | PA      | $985037.53    | 0.18%             | 2031-07-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc. COM                                                                                                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        13 | NS      | $904.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTER POINT NAV LENDING FUND                                    | HUNTER POINT NAV LENDING FUND                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1685440 | PA      | $1685439.96   | 0.30%             | 2033-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUXEY MIDCO LTD                                                  | AUXEY MIDCO LTD                                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1759500 | PA      | $1627537.50   | 0.29%             | 2027-06-29      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                     | SPH 5 06/01/31 144A                                                                                                                                    | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2118736.62   | 0.38%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | CCO HLDGS LLC                                                                                                                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -781121 | PA      | $-781121.25   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                  | ADC 2021-1A B                                                                                                                                          | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $394818.56    | 0.07%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                | XEROX CORPORATION                                                                                                                                      | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | Short            | RA               | CORP              | US        |   -148750 | PA      | $-148750.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| The ChildrenS Place Inc                                          | The ChildrenS Place Inc COM                                                                                                                            | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       161 | NS      | $644.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1         | MSRM 2026-NQM1 AIOS                                                                                                                                    | CUSIP: 61780XAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14582097 | PA      | $146205.93    | 0.03%             | 2070-12-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TCN V7 10/15/55                                                                                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1266306.00   | 0.23%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | LUMMUS 9 07/01/28 144A                                                                                                                                 | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |    402000 | PA      | $401667.22    | 0.07%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Neogenomics Inc                                                  | Neogenomics Inc COM NEW                                                                                                                                | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |      1325 | NS      | $13024.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                   | C V4.15 PERP Y                                                                                                                                         | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4987437.00   | 0.90%             | N/A             | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                       | Wolverine World Wide, Inc. COM                                                                                                                         | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       954 | NS      | $16857.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insured Lending 1 Ltd.                                           | INLEND 6.5 02/04/32 144                                                                                                                                | CUSIP: 000000000<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $5671200.00   | 1.03%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| BALLYROCK CLO 2019-1 LTD                                         | BALLY 2019-1A DR                                                                                                                                       | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247040.60    | 0.04%             | 2032-07-15      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Rafael Holdings, Inc.                                            | Rafael Holdings, Inc. COM CL B                                                                                                                         | CUSIP: 75062E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $85.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                              | Paycom Software Inc COM                                                                                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1974 | NS      | $248388.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Indicor LLC                                                      | Indicor LLC                                                                                                                                            | CUSIP: 77669LAM5<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    992481 | PA      | $1177987.13   | 0.21%             | 2029-11-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                       | MHED 8 08/01/29 144A                                                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1687680.95   | 0.31%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Forte Biosciences Inc.                                           | Forte Biosciences Inc. COM NEW                                                                                                                         | CUSIP: 34962G208<br>LEI: 529900Z84WFDHPS3JP76 | Long             | EC               | CORP              | US        |         2 | NS      | $60.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco                                | First Republic Bank San Francisco DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.5% NONCUMULATIVE PERPETUAL SERIES N PREFERRED  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    200000 | NS      | $40.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | BWY 9.25 04/15/30 144A                                                                                                                                 | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344859.76    | 0.06%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Phreesia Inc                                                     | Phreesia Inc COM                                                                                                                                       | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       584 | NS      | $7200.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biffa Group Holdings Ltd.                                        | BIFFLN 7.38 06/15/31 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    350000 | PA      | $482204.88    | 0.09%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                       | RCICN V5.25 03/15/82 144A                                                                                                                              | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1602049.60   | 0.29%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1         | MSRM 2026-NQM1 XS                                                                                                                                      | CUSIP: 61780XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14582097 | PA      | $614585.79    | 0.11%             | 2070-12-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| BioAtla Inc.                                                     | BioAtla Inc. COM                                                                                                                                       | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $22.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                                    | Safehold Inc. COM                                                                                                                                      | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       334 | NS      | $5390.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV                                      | CONTRA LIGAND PHARMACE- NPV                                                                                                                            | CUSIP: 532CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Global Atlantic Finance Co.                                      | GBLATL V7.25 03/01/56 144A                                                                                                                             | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $2920958.98   | 0.53%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CoreLogic                                                        | CoreLogic Term Loan B 350 2028-03-28                                                                                                                   | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    880290 | PA      | $834074.62    | 0.15%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC)    | OUT 4.25 01/15/29 144A                                                                                                                                 | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318886.75    | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                | HRI 7.25 06/15/33 144A                                                                                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179701.39    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                        | USD/CAD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $948.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vuzix Corp.                                                      | Vuzix Corp. COM NEW                                                                                                                                    | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |       349 | NS      | $1008.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 1L DDTL TRANCHE 1 CL FUNDED                                  | MB2 1L DDTL TRANCHE 1 CL FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    655593 | PA      | $650946.99    | 0.12%             | 2031-02-13      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| Revolve Group Inc                                                | Revolve Group Inc CL A                                                                                                                                 | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $10567.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                                         | MB2 DENTAL SOLUTIONS LLC                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88400 | PA      | $80538.58     | 0.01%             | 2031-02-13      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| MB2 1L DDTL CL TRANCHE 2 FUNDED                                  | MB2 1L DDTL CL TRANCHE 2 FUNDED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270083 | PA      | $266254.98    | 0.05%             | 2031-02-13      | Floating      | 9.82%                 | No            |                  3 | On Loan: No      |
| Pushpay                                                          | Pushpay Term Loan B 375 2031-08-01                                                                                                                     | CUSIP: 74646HAE7<br>LEI: 9845001D6794B3C1FF33 | Long             | LON              | CORP              | US        |   1138514 | PA      | $1115744.09   | 0.20%             | 2031-08-18      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Green Dot Corp                                                   | Green Dot Corp CL A                                                                                                                                    | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $3618.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bell Canada                                                      | BCECN V6.875 09/15/55                                                                                                                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1850000 | PA      | $1931525.80   | 0.35%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMMONTANA ITALIA SPA - SOCIETA' BENEFIT                         | SAMMNT F 10/15/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 815600E3DBF7B132BA82 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $412993.35    | 0.07%             | 2031-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES CC   | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    139386 | NS      | $2535431.34   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIO                                         | TOTAL WEBHOSTING SOLUTIO                                                                                                                               | CUSIP: 000000000<br>LEI: 98450055H0892EDCB847 | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1569912.22   | 0.28%             | 2031-11-06      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                      | TLP 8.5 06/15/30 144A                                                                                                                                  | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $522492.00    | 0.09%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                       | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5090417.80   | 0.92%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cryoport Inc                                                     | Cryoport Inc COM PAR $0.001                                                                                                                            | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       476 | NS      | $4007.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisure Holding AB (publ)                                       | VERISR 5.5 05/15/30 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    650000 | PA      | $791899.83    | 0.14%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT LIMITED HOLDIN                               | TERMINAL INVESTMENT LIMITED HOLDIN                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    800000 | PA      | $820116.75    | 0.15%             | 2032-07-09      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| NATIXIS                                                          | BANK OF NEW YORK MELLON CORP                                                                                                                           | CUSIP: 000000000<br>LEI: KX1WK48MPD4Y2NCUIZ63 | Short            | RA               | CORP              | US        |  -8727566 | PA      | $-8727566.00  | -1.58%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                                          | MOTEL ONE GMBH/MUENCHEN                                                                                                                                | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1187537.46   | 0.21%             | 2032-06-30      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| TAILWIND 2019-1 AVIATION LTD                                     | TLWND 2019-1 A                                                                                                                                         | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2618645 | PA      | $2594890.32   | 0.47%             | 2044-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | PrimeSource Term Loan B 450 2031-09-17                                                                                                                 | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    451000 | PA      | $448384.20    | 0.08%             | 2031-03-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                | HPSPR 2025-3A D                                                                                                                                        | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $990875.90    | 0.18%             | 2037-07-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Lifetime Brands, Inc.                                            | Lifetime Brands, Inc. COM                                                                                                                              | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |        75 | NS      | $248.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES Z   | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     61250 | NS      | $1217037.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                           | EQH V6.7 03/28/55                                                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1459528.00   | 0.26%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sunrise Finco l B.V                                              | SUNN 4.875 07/15/31 144A                                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $714977.93    | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON 1L TLB CL EURO                                    | GRANT THORNTON 1L TLB CL EURO                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1208024.67   | 0.22%             | 2032-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                     | SPH 6.5 12/15/35 144A                                                                                                                                  | CUSIP: 864486AM7<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94034.21     | 0.02%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                          | BECN 6.75 04/30/32 144A                                                                                                                                | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414286.40    | 0.07%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                         | COXENT 2.95 10/01/50 144A                                                                                                                              | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    245000 | PA      | $138891.17    | 0.03%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                           | ARNC 8 10/01/30 144A                                                                                                                                   | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    550000 | PA      | $580954.39    | 0.11%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Inotiv Inc.                                                      | Inotiv Inc. COM                                                                                                                                        | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |        99 | NS      | $26.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                                  | CVS V7 03/10/55                                                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $578505.95    | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SQZ Biotechnologies Company                                      | SQZ Biotechnologies Company COM                                                                                                                        | CUSIP: 78472W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $3.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweetwater Sound                                                 | Sweetwater Sound Term Loan B 400 2033-02-01                                                                                                            | CUSIP: 87168EAD6<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    600000 | PA      | $600750.00    | 0.11%             | 2033-02-11      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fossil Group Inc                                                 | Fossil Group Inc COM                                                                                                                                   | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |       284 | NS      | $1329.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                                       | Seritage Growth Properties CL A                                                                                                                        | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |       222 | NS      | $657.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Power Holding Corporation                                 | Spruce Power Holding Corporation COM NEW                                                                                                               | CUSIP: 9837FR209<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |        78 | NS      | $314.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ImageneBio Inc.                                                  | ImageneBio Inc. COM                                                                                                                                    | CUSIP: 45175G207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $87.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                                            | IVI-RMA Term Loan B 325 2031-04-01                                                                                                                     | CUSIP: 45073SAD7<br>LEI: 549300W13LLU1H85SH07 | Long             | LON              | CORP              | LU        |    641891 | PA      | $645421.65    | 0.12%             | 2031-04-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TCN V6.375 06/09/56 .                                                                                                                                  | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $370389.59    | 0.07%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TAILWIND 2019-1 AVIATION LTD                                     | TLWND 2019-1 B                                                                                                                                         | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750994 | PA      | $740281.24    | 0.13%             | 2044-12-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Ribbon Communications Inc.                                       | Ribbon Communications Inc. COM                                                                                                                         | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       419 | NS      | $934.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                                 | OptimizeRx Corp. COM NEW                                                                                                                               | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $1553.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                                          | Anika Therapeutics Inc. COM                                                                                                                            | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        86 | NS      | $1234.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vor Biopharma Inc.                                               | Vor Biopharma Inc. COM NEW                                                                                                                             | CUSIP: 929033207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         5 | NS      | $77.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                                     | Zentalis Pharmaceuticals Inc COM                                                                                                                       | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $1022.92      | 0.00%             |  |  |  | No            |                  1 | 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      |
| New Flyer Holdings Inc.                                          | NFICN 9.25 07/01/30 144A                                                                                                                               | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $350811.83    | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Big Lots, Inc.                                                   | Big Lots, Inc. COM                                                                                                                                     | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | SURCEN 7.25 04/15/32 144A                                                                                                                              | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    566000 | PA      | $565313.33    | 0.10%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                     | B 0 03/12/26                                                                                                                                           | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1898082.85   | 0.34%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orion Advisor Solutions (fka NorthStar Financial Services Group) | Orion Advisor Solutions (fka NorthStar Financial Services Group) Term Loan B 325 2030-09-01                                                            | CUSIP: 68627BAK1<br>LEI: 549300R3BS3HTGTSN386 | Long             | LON              | CORP              | US        |    987538 | PA      | $948036.00    | 0.17%             | 2030-09-09      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| IPG Photonics Corp                                               | IPG Photonics Corp COM                                                                                                                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      2116 | NS      | $278402.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Aircraft Lease Investment Ltd/Silver Aircraft Leasing Inc | SLVRR 2019-1 A                                                                                                                                         | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1275986 | PA      | $1269363.75   | 0.23%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Michael Baker International                                      | Michael Baker International Term Loan B 400 2028-12-01                                                                                                 | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1379070 | PA      | $1377925.37   | 0.25%             | 2028-12-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                 | AMCX 10.5 07/15/32 144A                                                                                                                                | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1408536.25   | 0.25%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC-CVR                                        | BAUSCH HEALTH COS INC-CVR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       134 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Replimune Group Inc                                              | Replimune Group Inc COM                                                                                                                                | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       177 | NS      | $1354.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TherapeuticsMD Inc.                                              | TherapeuticsMD Inc. COM NEW                                                                                                                            | CUSIP: 88338N206<br>LEI: 5299004JS7RE49QHRW30 | Long             | EC               | CORP              | US        |        46 | NS      | $103.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE BIDCO BV                                                   | DRIVE BIDCO BV                                                                                                                                         | CUSIP: 000000000<br>LEI: 254900SO04XJ573VEQ93 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1185434.39   | 0.21%             | 2031-06-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Kodiak Sciences Inc                                              | Kodiak Sciences Inc COM                                                                                                                                | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       399 | NS      | $10693.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241020.92    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                             | SPEEDSTER BIDCO GMBH                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1082183.11   | 0.20%             | 2031-12-10      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Signature Bank                                                   | Signature Bank COM                                                                                                                                     | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1846 | NS      | $1384.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Ltd Duration Income Fund                             | Eaton Vance Ltd Duration Income Fund COM                                                                                                               | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |    309597 | NS      | $3052626.42   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                                         | Tectonic Therapeutic Inc COM                                                                                                                           | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $422.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc.                                          | 22nd Century Group Inc. COM                                                                                                                            | CUSIP: 90137F608<br>LEI: 5493000LGPXTLG1UMJ56 | Long             | EC               | CORP              | US        |         1 | NS      | $4.57         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                       | TCN V6.625 06/09/56 ...                                                                                                                                | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $367950.89    | 0.07%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                       | VMED 4.25 01/31/31 144A                                                                                                                                | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $2865428.80   | 0.52%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                 | FR RQ0095                                                                                                                                              | CUSIP: 3142J6C92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5173581 | PA      | $5260256.57   | 0.95%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 LTD                                                   | AGL 2022-17A ER                                                                                                                                        | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $460365.60    | 0.08%             | 2035-01-22      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd.                                                  | TRUEPT F 07/15/32 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $117977.77    | 0.02%             | 2032-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Telesis Bio Inc                                                  | Telesis Bio Inc COM NEW                                                                                                                                | CUSIP: 192003200<br>LEI: 529900WZ6YTAF0SQB206 | Long             | EC               | CORP              | US        |         3 | NS      | $0.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYMPHONY CLO 48 LTD                                              | SYMP 2025-48A SUB                                                                                                                                      | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $586483.00    | 0.11%             | 2038-04-20      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Sensei Biotherapeutics Inc.                                      | Sensei Biotherapeutics Inc. COM NEW                                                                                                                    | CUSIP: 81728A207<br>LEI: 8945002MP2CXKAENWU30 | Long             | EC               | CORP              | US        |         6 | NS      | $183.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Materials Inc                                               | Meta Materials Inc COM NEW                                                                                                                             | CUSIP: 59134N302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | THE NASSAU COMPANIES OF NEW YORK                                                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |   -732700 | PA      | $-732700.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                      | PLYIM 9.5 07/15/28 144A                                                                                                                                | CUSIP: 000000000<br>LEI: 9845009F6D37C41A8572 | Long             | DBT              | CORP              | US        |    550000 | PA      | $681318.32    | 0.12%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hyliion Holdings Corp                                            | Hyliion Holdings Corp COMMON STOCK                                                                                                                     | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       698 | NS      | $1430.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                     | CERB 2023-1A D                                                                                                                                         | CUSIP: 15675AAG4<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $995954.40    | 0.18%             | 2035-03-22      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                           | CMS V6.5 06/01/55                                                                                                                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470287.35    | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                          | Mohawk Industries, Inc. COM                                                                                                                            | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2047 | NS      | $256427.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp.                                               | Boston Omaha Corp. CL A COM STK                                                                                                                        | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |       118 | NS      | $1457.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                                      | Traeger Inc COMMON STOCK                                                                                                                               | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $152.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANNINGTON MILLS 1L TLB CL                                       | MANNINGTON MILLS 1L TLB CL                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513181 | PA      | $508048.75    | 0.09%             | 2032-03-07      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Aemetis Inc                                                      | Aemetis Inc COM NEW                                                                                                                                    | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |       161 | NS      | $228.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laird Superfood Inc                                              | Laird Superfood Inc COM STK                                                                                                                            | CUSIP: 50736T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $100.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                       | Essex Property Trust, Inc. COM                                                                                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       761 | NS      | $194138.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc.                                       | Akoustis Technologies Inc. COM                                                                                                                         | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |       287 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSC Holdings, LLC                                                | CSCHLD 4.5 11/15/31 144a                                                                                                                               | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $180045.39    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CUBE HEALTHCARE EUROPE B                                         | CUBE HEALTHCARE EUROPE B                                                                                                                               | CUSIP: 000000000<br>LEI: 969500AYUH6YXBLGCX31 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1187407.50   | 0.21%             | 2029-10-24      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fisker Inc                                                       | Fisker Inc CL A COM STK                                                                                                                                | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      1915 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Accendra Health Inc.                                             | Accendra Health Inc. COM                                                                                                                               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       718 | NS      | $1737.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                 | ADT SECURITY CORP                                                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -2710125 | PA      | $-2710125.00  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| Portillos Inc.                                                   | Portillos Inc. COM CL A                                                                                                                                | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $726.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2         | MSRM 2026-NQM2 AIOS                                                                                                                                    | CUSIP: 617949AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15113000 | PA      | $155823.19    | 0.03%             | 2071-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc.                                             | Walker & Dunlop Inc. COM                                                                                                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $15689.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST 2024-VLT4                                               | BX 2024-VLT4 D                                                                                                                                         | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1639687.67   | 0.30%             | 2041-06-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Republic Airways Holdings Inc.                                   | Republic Airways Holdings Inc. COM SHS                                                                                                                 | CUSIP: 590479408<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |        13 | NS      | $282.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                     | Gentherm Inc COM                                                                                                                                       | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       390 | NS      | $12780.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI CG Inc.                                                      | CPICAR 10 07/15/29 144A                                                                                                                                | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1326921.66   | 0.24%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc.                                   | Selective Insurance Group Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 4.60% NON-CUMULATIVE PREFERRED STOCK, SERIES B  | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     85536 | NS      | $1444703.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALMAVIVA DEVELOPPEMENT S                                         | ALMAVIVA DEVELOPPEMENT S                                                                                                                               | CUSIP: 000000000<br>LEI: 969500KZM7J0TS9IZN73 | Long             | LON              | CORP              | FR        |   1100000 | PA      | $1247664.00   | 0.23%             | 2031-04-29      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Inseego Corp                                                     | Inseego Corp COM NEW                                                                                                                                   | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |        49 | NS      | $605.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                    | LGI Homes Inc COM                                                                                                                                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       252 | NS      | $13078.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty LLC                                               | RYASPE 4.375 02/01/30 144A                                                                                                                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437728.28    | 0.08%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Manitowoc Company, Inc.                                      | The Manitowoc Company, Inc. COM NEW                                                                                                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       204 | NS      | $3009.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Clo 2022-1 Ltd / Llc                                        | VOYA 2022-1A SUB                                                                                                                                       | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $713492.50    | 0.13%             | 2035-04-20      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| CONCENTRA BIOSCIENCES LLC                                        | CONCENTRA BIOSCIENCES LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       120 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                                 | ENCORE CAPITAL GROUP INC.                                                                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | US        |  -1811062 | PA      | $-1811062.50  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** Chief Financial Officer