# EDGAR Filing Document

**Accession Number:** 0001380936
**File Stem:** 0001752724-23-017963
**Filing Date:** 2023-1
**Character Count:** 629940
**Document Hash:** 9c2daddba2772e217ddd8004270667c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-017963.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-017963

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
- **CENTRAL INDEX KEY:** 0001380936
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21982
- **FILM NUMBER:** 23567034

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CLAYMORE/GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
- **DATE OF NAME CHANGE:** 20090630

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Claymore/Guggenheim Strategic Opportunities Fund
- **DATE OF NAME CHANGE:** 20070605

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Claymore Strategic Opportunities Fund
- **DATE OF NAME CHANGE:** 20061113

## 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 Strategic Opportunities Fund

- **b. Investment Company Act file number:** 811-21982

- **c. CIK number of Registrant:** 0001380936

- **d. LEI of Registrant:** 549300ZOXRKM68J8NB63

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

- **a. Name of Series:** Guggenheim Strategic Opportunities Fund

- **c. LEI of Series:** 549300ZOXRKM68J8NB63

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2021036452.97

**Total Liabilities:** $576486037.26

**Net Assets:** $1444550415.71

**Cash Not Reported:** $11762089.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2335.83588432 | **1-Year:** 21356.32755645 | **5-Year:** 115481.98260371 | **10-Year:** 79304.34445158 | **30-Year:** 148859.45672113

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

- **3-Month:** 698.58992722 | **1-Year:** 36118.82698250 | **5-Year:** 245073.31770053 | **10-Year:** 119048.56206679 | **30-Year:** 36755.06130996

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -5.03%               | 1.29%                | 3.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4045417.38             | $-96065070.21                              |
| Month 2  | $-2307036.93             | $20767539.51                               |
| Month 3  | $1261589.52              | $50313093.18                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -297861 | PA      | $-297860.67   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                               | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -3661897 | PA      | $-3661896.69  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm, Inc.                                                                                      | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2085875.00   | 0.14%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                       | Martin Marietta Materials, Inc.                                                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      1032 | NS      | $378207.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BBC MILITARY HSG NAVY NE                            | BBC Military Housing-Navy Northeast LLC                                                              | CUSIP: 664175AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2630056.52   | 0.18%             | 2049-10-15      | Fixed         | 6.30%                 | No            |                  3 | On Loan: No      |
| Genuine Parts Co                                    | Genuine Parts Co.                                                                                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2260 | NS      | $414325.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISON YOUNG CANADA INC                             | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2323730 | PA      | $2091357.26   | 0.14%             | 2026-01-31      | Variable      | 9.95%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                           | Hess Corp.                                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003009.25   | 0.07%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1827717.16   | 0.13%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                      | BRAVO Residential Funding Trust                                                                      | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833843 | PA      | $1750220.03   | 0.12%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GENSTAR CAPITAL LLC                                 | OEConnection LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2007929 | PA      | $1905022.37   | 0.13%             | 2026-09-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                             | Superior Plus Limited Partnership / Superior General Partner, Inc.                                   | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1707901.38   | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                             | NYMT Loan Trust                                                                                      | CUSIP: 62956BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3587358 | PA      | $3443122.08   | 0.24%             | 2062-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                      | Broadridge Financial Solutions, Inc.                                                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2134 | NS      | $318200.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLS                                               | Galls LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    932858 | PA      | $909536.88    | 0.06%             | 2025-01-31      | Variable      | 11.19%                | No            |                  3 | On Loan: No      |
| PRESTIGE BRANDS INC                                 | Prestige Brands, Inc.                                                                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253476.00    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -2161089 | PA      | $-2161089.12  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                     | Weyerhaeuser Co.                                                                                     | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     10591 | NS      | $346431.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    300111 | PA      | $293958.69    | 0.02%             | 2026-04-27      | Variable      | 12.20%                | No            |                  3 | On Loan: No      |
| Raymond James Financial Inc                         | Raymond James Financial, Inc.                                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      3393 | NS      | $396641.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                       | Old Dominion Freight Line, Inc.                                                                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1369 | NS      | $414273.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMONTAIGE PARTNERS                              | TransMontaigne Partners Limited Partnership / TLP Finance Corp.                                      | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3487612.71   | 0.24%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PARTNERS III LP                        | Dyal Capital Partners III                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6350683 | PA      | $5142719.26   | 0.36%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| PerkinElmer Inc                                     | PerkinElmer, Inc.                                                                                    | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      2592 | NS      | $362180.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                           | Constellation Energy Corp.                                                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      4204 | NS      | $404088.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                        | United Airlines Holdings, Inc.                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      9337 | NS      | $412415.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Company, Inc.                                                            | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1832625.00   | 0.13%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                          | Hasbro, Inc.                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      4502 | NS      | $282815.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCORDE LUX                                        | Concorde Lux                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2100000 | PA      | $2036601.71   | 0.14%             | 2028-03-01      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| American International Group I                      | American International Group, Inc.                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      6681 | NS      | $421637.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                | GCAT 2022-NQM5 Trust                                                                                 | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2242032 | PA      | $2137524.67   | 0.15%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                             | QBE Insurance Group Ltd.                                                                             | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $871568.87    | 0.06%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                     | Hillenbrand, Inc.                                                                                    | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203125.00    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                            | Fox Corp.                                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      7477 | NS      | $242628.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -4230030 | PA      | $-4230029.85  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                              | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1288917.02   | 0.09%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                               | Carriage Services, Inc.                                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $506587.50    | 0.04%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XXVI, LP                                                                       | CUSIP: 15673YAU3<br>LEI: 549300U8RSYT04O8Z019 | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1583249.50   | 0.11%             | 2031-04-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   4150000 | PA      | $3016088.86   | 0.21%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                            | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227040 | PA      | $1182613.12   | 0.08%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                            | Performance Food Group, Inc.                                                                         | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450000.00    | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1279961 | PA      | $-1279960.83  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |   -324744 | PA      | $-324744.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1937943 | PA      | $-1937943.24  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHUR FLEXIBLES GMBH                                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    312500 | PA      | $254012.09    | 0.02%             | 2027-09-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Figs Inc                                            | Figs, Inc.                                                                                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10450 | NS      | $81823.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                                 | Buckeye Partners, LP                                                                                 | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723750.00    | 0.05%             | 2024-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Conyers Park III Acquisition C                      | Conyers Park III Acquisition Corp.                                                                   | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99600 | NS      | $981060.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                         | Waters Corp.                                                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1173 | NS      | $406561.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     40000 | NS      | $732000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                         | CDW Corp.                                                                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2095 | NS      | $395200.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                               | Grifols Escrow Issuer S.A.                                                                           | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1350000 | PA      | $1134513.00   | 0.08%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                      | Westinghouse Air Brake Technologies Corp.                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      4027 | NS      | $407089.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PF PARENT CORP                                   | SP PF Buyer LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5842242 | PA      | $3968576.49   | 0.27%             | 2025-12-22      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                 | PGT Innovations, Inc.                                                                                | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336912.00    | 0.02%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group plc                                                                                   | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4100000 | PA      | $2924694.00   | 0.20%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec GBP / Deliver USD                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |    490000 | NC      | $9438.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TWILIO INC                                          | Twilio, Inc.                                                                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1620000.00   | 0.11%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                    | Altria Group, Inc.                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      8037 | NS      | $374363.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGACY RESERVES INC                                 | Legacy Reserves, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300UK2ZYOI65LEZ32       | Long             | EC               | CORP              | US        |      2359 | NS      | $20641.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PRINCESS JULIANA INTL                               | Princess Juliana International Airport Operating Company N.V.                                        | CUSIP: 741771AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | SX        |         0 | PA      | $0.00         | 0.00%             | 2027-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                      | CFMT 2022-HB9 LLC                                                                                    | CUSIP: 12530GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $2746036.18   | 0.19%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    425000 | PA      | $344993.75    | 0.02%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOODPACK PTE LTD                                    | IBC Capital Ltd.                                                                                     | CUSIP: N/A<br>LEI: 5493003ZYID1KN87T037       | Long             | LON              | CORP              | KY        |   1189624 | PA      | $1169554.55   | 0.08%             | 2023-09-11      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2002290 | PA      | $-2002290.48  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance, Inc.                                                               | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    850000 | PA      | $758614.36    | 0.05%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                     | Lehman XS Trust Series                                                                               | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115159 | PA      | $1966344.81   | 0.14%             | 2036-12-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Jol Air                                             | JOL Air Ltd.                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   3123397 | PA      | $2545832.07   | 0.18%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp.                                                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      3601 | NS      | $366869.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                        | Tapestry, Inc.                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     10357 | NS      | $391183.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                          | Dexcom, Inc.                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3960 | NS      | $460468.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXGEN POWER LLC                                    | TexGen Power LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     68676 | NS      | $1785576.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                      | Capmark Military Housing Trust                                                                       | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460541 | PA      | $442534.23    | 0.03%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| Bath & Body Works Inc                               | Bath & Body Works, Inc.                                                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      9278 | NS      | $394315.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1747306 | PA      | $-1747305.57  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                              | Darden Restaurants, Inc.                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2807 | NS      | $412600.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                            | Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.                                        | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $861540.00    | 0.06%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                          | Stanley Black & Decker, Inc.                                                                         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      4067 | NS      | $332355.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KANE FEEDERCO LTD                                   | Kane Bidco Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |   2050000 | PA      | $1737223.32   | 0.12%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                | Wolverine World Wide, Inc.                                                                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $999000.00    | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                       | DR Horton, Inc.                                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      5015 | NS      | $431290.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1058605 | PA      | $-1058605.29  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Secretariat Advisors LLC                            | Secretariat Advisors LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -600000 | PA      | $-27000.00    | -0.00%            | 2028-12-29      | Variable      | 4.75%                 | No            |                  3 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co.                                                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1158 | NS      | $429710.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                   | CapStone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    314234 | PA      | $300878.98    | 0.02%             | 2027-11-12      | Variable      | 8.82%                 | No            |                  3 | On Loan: No      |
| Amcor PLC                                           | Amcor plc                                                                                            | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | US        |     29840 | NS      | $368524.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-37A                | Dryden Senior Loan Fund                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | KY        |   2998799 | PA      | $737857.49    | 0.05%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                   | State Street Corp.                                                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      5039 | NS      | $401457.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                          | Fertitta Entertainment LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1194750 | PA      | $1137724.58   | 0.08%             | 2029-01-27      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                         | Cintas Corp.                                                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $393898.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                 | VICI Properties, Inc.                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     10910 | NS      | $373122.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE CHASSIS HOLDCO LLC                            | Drive Chassis (DCLI)                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1000000 | PA      | $995420.00    | 0.07%             | 2026-04-10      | Variable      | 10.61%                | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                   | Amsted Industries, Inc.                                                                              | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    950000 | PA      | $802750.00    | 0.06%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -876253 | PA      | $-876253.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462950.00   | 0.10%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                              | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1661995.75   | 0.12%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co.                                                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     12244 | NS      | $463925.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1739995 | PA      | $-1739995.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK Inc                                           | ONEOK, Inc.                                                                                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      5869 | NS      | $392753.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAM BLUE FINCO SARL                                | Team.Blue Finco SARL                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1750000 | PA      | $1719581.08   | 0.12%             | 2028-03-30      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Securitization Trust                                                             | CUSIP: 14855JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682476 | PA      | $593775.40    | 0.04%             | 2041-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                          | Allianz SE                                                                                           | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1188250.00   | 0.08%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                          | Mondelez International, Inc.                                                                         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      5990 | NS      | $404983.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                             | SBA Communications Corp.                                                                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1111 | NS      | $332522.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                     | Match Group, Inc.                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5851 | NS      | $295826.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                  | PPG Industries, Inc.                                                                                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      2872 | NS      | $388351.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                      | PNC Financial Services Group, Inc.                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2237 | NS      | $376397.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                 | SVB Financial Group                                                                                  | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       866 | NS      | $200721.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding Ltd.                                                                      | CUSIP: 69702LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8750000 | PA      | $7362276.25   | 0.51%             | 2030-04-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                                 | Planview Parent, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3291375 | PA      | $3065915.79   | 0.21%             | 2027-12-17      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                | Parker-Hannifin Corp.                                                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1319 | NS      | $394301.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                         | Textron, Inc.                                                                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      5583 | NS      | $398514.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188072.38    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                           | AvalonBay Communities, Inc.                                                                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1715 | NS      | $299953.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                 | TreeHouse Foods, Inc.                                                                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $979765.50    | 0.07%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                         | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1536718.09   | 0.11%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                         | PRKCM 2022-AFC2 Trust                                                                                | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1339675 | PA      | $1287284.12   | 0.09%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials, Inc.                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3795 | NS      | $415932.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROU                            | Selective Insurance Group, Inc.                                                                      | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     36000 | NS      | $619560.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Securitization Trust                                                             | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1399873 | PA      | $1180806.80   | 0.08%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE TONTINE HOLDINGS LTD                | Pershing Square Tontine Holdings, Ltd. - Class A Escrow                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1042740 | NS      | $104.27       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RXR ACQUISITION CORP- CL A                          | RXR Acquisition Corp.                                                                                | CUSIP: 74981W115<br>LEI: N/A                  | N/A              | DE               |  | US        |     32105 | NS      | $160.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP HOLDCO LLC                                       | BP Holdco LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    121041 | NS      | $73398.05     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1197975 | PA      | $-1197974.81  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                              | IDEXX Laboratories, Inc.                                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       983 | NS      | $418630.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                         | American Water Works Company, Inc.                                                                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      2375 | NS      | $360430.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                    | Wynn Resorts Ltd.                                                                                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      5849 | NS      | $489327.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                  | Enphase Energy, Inc.                                                                                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1203 | NS      | $385669.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                                | Aramark Services, Inc.                                                                               | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2295446.00   | 0.16%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                         | Corning, Inc.                                                                                        | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3233786.07   | 0.22%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                          | AMETEK, Inc.                                                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2925 | NS      | $416578.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL TOPCO SARL                                 | Vertical (TK Elevator)                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | DE        |  -1372702 | PA      | $-101577.13   | -0.01%            | 2027-01-29      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.                          | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3037292.59   | 0.21%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3384 | NS      | $364050.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TGP HOLDINGS III LLC                                | TGP Holdings LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11452 | PA      | $9166.23      | 0.00%             | 2028-06-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -888439 | PA      | $-888439.22   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                  | J M Smucker Co.                                                                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2638 | NS      | $406278.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp.                                                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3215 | NS      | $429588.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waverley Capital Acquisition Corp.                  | Waverley Capital Acquisition Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     31300 | NS      | $2191.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                        | FactSet Research Systems, Inc.                                                                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       811 | NS      | $374106.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIBBON LLC (USA)                               | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6480450 | PA      | $5119555.13   | 0.35%             | 2028-05-08      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -166000 | PA      | $-21857.22    | -0.00%            | 2024-04-27      | Variable      | 0.99%                 | No            |                  3 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines, Inc.                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2292308.88   | 0.16%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                           | Aptiv plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3790 | NS      | $404279.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR Senior Secured Financing DAC                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1900000 | PA      | $1570423.53   | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $638174.63    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Inc                           | FleetCor Technologies, Inc.                                                                          | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1661 | NS      | $325888.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                             | VZ Secured Financing BV                                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   6850000 | PA      | $5668375.00   | 0.39%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                  | HCA Healthcare, Inc.                                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1674 | NS      | $402128.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                         | Equinix, Inc.                                                                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       558 | NS      | $385382.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co.                                                                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2622 | NS      | $391097.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                          | Charter Communications, Inc.                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       899 | NS      | $351769.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHAHIN II FINANCE CO                               | Schahin II Finance Co. SPV Ltd.                                                                      | CUSIP: 80629QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1216133 | PA      | $0.61         | 0.00%             | 2022-09-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Municipal Income Tru                      | BlackRock Municipal Income Trust                                                                     | CUSIP: 09248F109<br>LEI: R3ITLLW1CUEQICP4XR90 | Long             | EC               | RF                | US        |    108502 | NS      | $1130590.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FT 1 INC                                            | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     45049 | NS      | $17101.95     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REYNOLDS AMERICAN INC                               | Reynolds American, Inc.                                                                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3831222.19   | 0.27%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $2571526.50   | 0.18%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AP VIII DUKE HOLDINGS GP LLC                        | Vectra Co.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    531215 | PA      | $441381.57    | 0.03%             | 2025-03-08      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                             | Akamai Technologies, Inc.                                                                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3994 | NS      | $378870.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Babson CLO Ltd                                      | Babson CLO Ltd.                                                                                      | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $135000.00    | 0.01%             | 2025-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Corporate High Yield                      | BlackRock Corporate High Yield Fund, Inc.                                                            | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             | EC               | RF                | US        |    237682 | NS      | $2162906.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                      | Whirlpool Corp.                                                                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2289 | NS      | $335407.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISE BIDCO BV                                    | Precise Midco BV                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1400000 | PA      | $1404843.68   | 0.10%             | 2026-05-13      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4943384 | PA      | $4705330.16   | 0.33%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                               | Mohawk Industries, Inc.                                                                              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      3212 | NS      | $325471.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINANCING I                              | Vmed O2 UK Financing I plc                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $983368.75    | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -265218 | PA      | $-265218.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPES 2013 AIRCRAFT 1 LIMITED                     | Stripes Aircraft Ltd.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    101680 | PA      | $97091.62     | 0.01%             | 2023-03-20      | Variable      | 7.44%                 | No            |                  3 | On Loan: No      |
| AMN HEALTHCARE INC                                  | AMN Healthcare, Inc.                                                                                 | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    725000 | PA      | $670234.25    | 0.05%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp.                                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      1587 | NS      | $345061.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121140.00    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                       | White Cap Supply Holdings LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     99749 | PA      | $95921.38     | 0.01%             | 2027-10-19      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| A10 Securitization                                  | A10 Permanent Asset Financing LLC                                                                    | CUSIP: 00216AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $182019.50    | 0.01%             | 2051-06-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                       | Valvoline, Inc.                                                                                      | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    760000 | PA      | $619400.00    | 0.04%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| API HOLDINGS III CORP                               | API Holdings III Corp.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1548000 | PA      | $1246140.00   | 0.09%             | 2026-05-09      | Variable      | 7.92%                 | No            |                  3 | On Loan: No      |
| Illumina Inc                                        | Illumina, Inc.                                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1745 | NS      | $380549.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1387301 | PA      | $-1387300.60  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                          | Humana, Inc.                                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       769 | NS      | $422873.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDIAN SAS                                          | Florida Food Products LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5572000 | PA      | $5070520.00   | 0.35%             | 2028-10-18      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $798946.73    | 0.06%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Obligations C                      | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares                             | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |   2804515 | NS      | $2804514.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper, Inc.                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      9468 | NS      | $366127.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -2178418 | PA      | $-2178417.77  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                  | Coterra Energy, Inc.                                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     12269 | NS      | $342427.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONROE CAPITAL CLO LTD                              | Monroe Capital CLO Ltd.                                                                              | CUSIP: 610333AY2<br>LEI: 549300P18F17MYF55L44 | Long             | ABS-O            | CORP              | KY        |   1332464 | PA      | $1313749.17   | 0.09%             | 2026-10-22      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -485123 | PA      | $-485122.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                              | Church & Dwight Company, Inc.                                                                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      4492 | NS      | $367760.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial, Inc.                                                                           | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2202856.87   | 0.15%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                            | Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.                               | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3725000 | PA      | $3530331.50   | 0.24%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2064746 | PA      | $-2064746.06  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                            | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3034750 | PA      | $2886805.94   | 0.20%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                           | Hess Corp.                                                                                           | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546813.18    | 0.04%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co.                                                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      8910 | NS      | $361389.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTERRA ULTRA BROADBAND HOLDINGS INC               | Conterra Ultra Broadband Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2430142 | PA      | $2332936.37   | 0.16%             | 2026-04-30      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |   -568162 | PA      | $-568162.45   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1775000 | PA      | $2096102.84   | 0.15%             | 2026-04-27      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley IXIS Real Estat                      | Morgan Stanley IXIS Real Estate Capital Trust                                                        | CUSIP: 617463AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-11-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                                 | TE Connectivity Ltd.                                                                                 | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | US        |      2851 | NS      | $359568.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                       | Amphenol Corp.                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      4847 | NS      | $389844.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                      | Globe Life, Inc.                                                                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      3580 | NS      | $429456.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DISTRIBUTORS LLC/FI                            | KeHE Distributors LLC / KeHE Finance Corp.                                                           | CUSIP: 487526AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3632000 | PA      | $3577520.00   | 0.25%             | 2026-10-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VF Corp                                             | VF Corp.                                                                                             | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      8438 | NS      | $276935.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                  | Equity Residential                                                                                   | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      4764 | NS      | $308993.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW HILL LLC                                     | McGraw Hill LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    990000 | PA      | $943965.00    | 0.07%             | 2028-07-28      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                               | Eisner Advisory Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2150000 | PA      | $2021000.00   | 0.14%             | 2028-07-28      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                           | Adobe, Inc.                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       931 | NS      | $321129.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp.                                                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      3345 | NS      | $334265.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co.                                                                               | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    700000 | PA      | $538496.77    | 0.04%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE II LLC                               | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3807760.00   | 0.26%             | 2038-05-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| Organon & Co                                        | Organon & Co.                                                                                        | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     12231 | NS      | $318250.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1107600.00   | 0.08%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                           | ACRES Commercial Realty Ltd.                                                                         | CUSIP: 00500JAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1676928.75   | 0.12%             | 2037-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                           | Cincinnati Financial Corp.                                                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      3623 | NS      | $402008.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                        | Xylem, Inc.                                                                                          | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      3798 | NS      | $426705.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                | Invitation Homes, Inc.                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8898 | NS      | $290341.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                | Alaska Air Group, Inc.                                                                               | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      7901 | NS      | $374823.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3081 | NS      | $425732.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                  | Conagra Brands, Inc.                                                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     10704 | NS      | $406537.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    200000 | NS      | $3720000.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                         | MetLife, Inc.                                                                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5439 | NS      | $417171.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                                        | Arconic Corp.                                                                                        | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1181916.53   | 0.08%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamond CLO 2018-1, LLC                             | Diamond CLO Ltd.                                                                                     | CUSIP: 25256LAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2953125.00   | 0.20%             | 2030-07-22      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PIOLIN BIDCO                                        | Piolin BidCo S.A.U.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   4500000 | PA      | $4663661.94   | 0.32%             | 2026-09-16      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                        | Stryker Corp.                                                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1599 | NS      | $373990.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWEST VETERINARY PARTNERS LLC                     | Mission Veterinary Partners                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3960000 | PA      | $3682800.00   | 0.25%             | 2028-04-27      | Variable      | 7.74%                 | No            |                  3 | On Loan: No      |
| Wingstop Funding LLC                                | Wingstop Funding LLC                                                                                 | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99250 | PA      | $84473.06     | 0.01%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PARADOCS HOLDING SARL                               | Alter Domus                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2758000 | PA      | $2682155.00   | 0.19%             | 2028-02-17      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                           | Midcap Funding XLVI Trust                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   9250000 | PA      | $9252405.00   | 0.64%             | 2023-11-22      | Variable      | 7.35%                 | No            |                  3 | On Loan: No      |
| BOE HOLDING LLC                                     | BWAY Holding Co.                                                                                     | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | LON              | CORP              | US        |    852455 | PA      | $826352.86    | 0.06%             | 2024-04-03      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     49000 | NS      | $955500.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                              | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4548000.00   | 0.31%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                                            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     10493 | NS      | $386771.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                      | Johnson Controls International plc                                                                   | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |      6326 | NS      | $420299.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETIQ INC                                           | PetIQ LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2271250 | PA      | $2066837.50   | 0.14%             | 2028-04-13      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1165296 | PA      | $-1165296.02  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                              | Balrog Acquisition, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    620312 | PA      | $592137.91    | 0.04%             | 2028-09-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                        | Allegion plc                                                                                         | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | US        |      3675 | NS      | $417663.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMIN CARGO CONTROL INC                             | Camin Cargo Control, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1621123 | PA      | $1583763.45   | 0.11%             | 2026-06-04      | Variable      | 10.57%                | No            |                  3 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch          | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -899103 | PA      | $-899103.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                    | Marathon CLO V Ltd.                                                                                  | CUSIP: 56576UAC3<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-O            | CORP              | KY        |   3566667 | PA      | $169416.68    | 0.01%             | 2027-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2427181 | PA      | $-2427181.47  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                        | Prologis, Inc.                                                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2838 | NS      | $334288.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical, Inc.                                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1662 | NS      | $449388.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Quality Municipal Incom                      | Nuveen Quality Municipal Income Fund                                                                 | CUSIP: 67066V101<br>LEI: 549300RDIO25ZNWCOA97 | Long             | EC               | RF                | US        |     26690 | NS      | $316543.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES INC                                 | DXP Enterprises, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4468648 | PA      | $4235920.61   | 0.29%             | 2027-12-23      | Variable      | 9.95%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        | -15139186 | PA      | $-15139186.49 | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                    | W R Berkley Corp.                                                                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      5429 | NS      | $414124.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -914607 | PA      | $-914607.11   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                            | Essex Property Trust, Inc.                                                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      1320 | NS      | $290901.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                    | FirstEnergy Corp.                                                                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      8855 | NS      | $365180.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTRADAR MANAGEMENT LTD                           | Sportradar Capital SARL                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1623810 | PA      | $1658329.86   | 0.11%             | 2027-11-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC              | LaserAway Intermediate Holdings II LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7653721 | PA      | $7481512.38   | 0.52%             | 2027-10-14      | Variable      | 9.76%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                 | Eastman Chemical Co.                                                                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      3908 | NS      | $338510.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                          | SolarEdge Technologies, Inc.                                                                         | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1175 | NS      | $351160.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Credit Opportunities                       | Fortress Credit Opportunities IX CLO Ltd.                                                            | CUSIP: 34961JBJ2<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-O            | CORP              | KY        |   8000000 | PA      | $6801952.00   | 0.47%             | 2033-10-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                               | Quest Diagnostics, Inc.                                                                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2824 | NS      | $428767.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4031000 | PA      | $2962785.00   | 0.21%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                                          | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4142 | NS      | $449158.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                           | Crocs, Inc.                                                                                          | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1118684.00   | 0.08%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co.                                                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      4711 | NS      | $365008.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5487452 | PA      | $5270501.69   | 0.36%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                               | Republic Services, Inc.                                                                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2491 | NS      | $346971.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                        | US Foods, Inc.                                                                                       | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028020.00   | 0.21%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KVK CLO Ltd                                         | KVK CLO Ltd.                                                                                         | CUSIP: 48274GAB8<br>LEI: 5493007VGL59COTLZY21 | Long             | ABS-O            | CORP              | KY        |   2300000 | PA      | $389137.00    | 0.03%             | 2028-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                            | W R Berkley Corp.                                                                                    | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    126000 | NS      | $2438100.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QPQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1590953 | PA      | $1518868.98   | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAGE INTL / FAGE  USA                               | FAGE International S.A. / FAGE USA Dairy Industry, Inc.                                              | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3301000 | PA      | $3021171.59   | 0.21%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings, Inc.                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      2707 | NS      | $386072.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies plc                                                                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | US        |      2245 | NS      | $400552.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                                | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1060441 | PA      | $872938.70    | 0.06%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Gr                      | Hartford Financial Services Group, Inc.                                                              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      5476 | NS      | $418202.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                        | Ginkgo Bioworks Holdings, Inc.                                                                       | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               |  | US        |     26852 | NS      | $8055.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Companies, Inc.                                                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2206 | NS      | $382035.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co.                                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    625000 | PA      | $520312.50    | 0.04%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                            | PPL Corp.                                                                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     12324 | NS      | $363804.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries, Inc.                                                                            | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $5781000.00   | 0.40%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                      | Finance of America HECM Buyout                                                                       | CUSIP: 317380AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3670540.46   | 0.25%             | 2026-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding 2022-III Ltd.                                                                           | CUSIP: 12571HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1822986.00   | 0.13%             | 2035-04-21      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| DYAL CAPITAL PARTNERS III LP                        | Dyal Capital Partners III                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   3649317 | PA      | $2955180.74   | 0.20%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings, Inc.                                                                             | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |   3650000 | NS      | $3448885.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVE PARENT HOLDINGS INC                           | Brave Parent Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1753316 | PA      | $1686479.88   | 0.12%             | 2025-04-18      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $413775.00    | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | DBT              | CORP              | US        |    791606 | PA      | $0.79         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| RESONETICS LLC                                      | Resonetics LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1485000 | PA      | $1431792.45   | 0.10%             | 2028-04-28      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| AEQUI ACQUISITION CORP-CL A                         | Aequi Acquisition Corp.                                                                              | CUSIP: 00775W110<br>LEI: N/A                  | N/A              | DE               |  | US        |    246299 | NS      | $12314.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch          | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -3256957 | PA      | $-3256956.61  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                               | Southwest Airlines Co.                                                                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      9555 | NS      | $381340.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONYERS PARK III ACQUISITI-A                        | Conyers Park III Acquisition Corp.                                                                   | CUSIP: 21289P110<br>LEI: N/A                  | N/A              | DE               |  | US        |     33200 | NS      | $8396.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals, Inc.                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1259 | NS      | $398347.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2000000 | NS      | $1972857.54   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning A Unfunded                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |  13422510 | PA      | $0.13         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Avalara, Inc.                                       | Avalara, Inc.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -700000 | PA      | $-9997.04     | -0.00%            | 2028-10-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| RYAN SPECIALTY GROUP                                | Ryan Specialty Group LLC                                                                             | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $940500.00    | 0.07%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR US BIDCO LLC                                   | Sundyne (Star US Bidco)                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    121834 | PA      | $114523.79    | 0.01%             | 2027-03-17      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| ENDO LUX FIN CO I SARL                              | Endo Luxembourg Finance Company I SARL / Endo US, Inc.                                               | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1900000 | PA      | $1422777.00   | 0.10%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch          | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |   -474366 | PA      | $-474366.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                      | Sabre GLBL, Inc.                                                                                     | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2044875.00   | 0.14%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                     | Yum! Brands, Inc.                                                                                    | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1758495.00   | 0.12%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                            | Jefferies Finance LLC / JFIN Company-Issuer Corp.                                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6237825.00   | 0.43%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp.                                                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      4148 | NS      | $423925.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                            | Simon Property Group, Inc.                                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3539 | NS      | $422698.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION ADVISOR SOLUTIONS INC                         | Orion Advisor Solutions, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2704440 | PA      | $2430615.78   | 0.17%             | 2027-09-24      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                            | OneAmerica Financial Partners, Inc.                                                                  | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1225546.88   | 0.08%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                            | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    531205 | PA      | $505308.47    | 0.03%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     84800 | NS      | $1472976.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FENDER MUSICAL INSTRUMENTS CORP                     | Fender Musical Instruments Corp.                                                                     | CUSIP: N/A<br>LEI: 549300G8G1R16J8L5Q60       | Long             | LON              | CORP              | US        |   1486875 | PA      | $1208085.94   | 0.08%             | 2028-12-01      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| FIRSTDIGITAL COMMUNICATIONS LLC                     | FirstDigital Communications LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8000000 | PA      | $7810307.20   | 0.54%             | 2026-12-17      | Variable      | 8.31%                 | No            |                  3 | On Loan: No      |
| ResMed Inc                                          | ResMed, Inc.                                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1559 | NS      | $358881.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                | Edison International                                                                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      5322 | NS      | $354764.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPICOR SOFTWARE CORP                                | Epicor Software                                                                                      | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |    490000 | PA      | $472644.20    | 0.03%             | 2027-07-30      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                          | Deere & Co.                                                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       988 | NS      | $435708.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Opportunity                       | Invesco Municipal Opportunity Trust                                                                  | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |    229099 | NS      | $2258916.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                     | Best Buy Company, Inc.                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4822 | NS      | $411316.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1013118 | PA      | $921937.05    | 0.06%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1626366 | PA      | $-1626366.50  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| West CLO Ltd                                        | West CLO Ltd.                                                                                        | CUSIP: 95168RAC2<br>LEI: 254900Y23DE747A9HN36 | Long             | ABS-O            | CORP              | KY        |   1350000 | PA      | $1755.00      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                              | Williams Scotsman International, Inc.                                                                | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1666170.00   | 0.12%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy, Inc.                                                                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4092 | NS      | $346592.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                    | Exxon Mobil Corp.                                                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3800 | NS      | $423092.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                            | Equities Corp.                                                                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      7293 | NS      | $309296.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2665049.40   | 0.18%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Corp.                                                                                       | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | LON              | CORP              | US        |   6339233 | PA      | $5374781.81   | 0.37%             | 2023-11-17      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | U.S. Bancorp                                                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      7711 | NS      | $350002.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -3961272 | PA      | $-3961272.35  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex Inc                                        | Teleflex, Inc.                                                                                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1509 | NS      | $353287.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     24000 | NS      | $476160.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                              | Advance Auto Parts, Inc.                                                                             | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      2032 | NS      | $306811.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                | WEC Energy Group, Inc.                                                                               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3456 | NS      | $342627.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM, Inc.                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2779 | NS      | $351515.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                          | Nasdaq, Inc.                                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      5815 | NS      | $398094.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                      | Mettler-Toledo International, Inc.                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       283 | NS      | $415885.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                         | Lennar Corp.                                                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4609 | NS      | $404808.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                          | Cigna Corp.                                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1256 | NS      | $413085.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURION PIPELINE COMPANY LLC                      | Centurion Pipe                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    192236 | PA      | $188871.60    | 0.01%             | 2025-09-29      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                          | Advanced Micro Devices, Inc.                                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      4279 | NS      | $332178.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBSON BRANDS INC                                   | Gibson Brands, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |   4888062 | PA      | $3763808.13   | 0.26%             | 2028-08-11      | Variable      | 9.13%                 | No            |                  3 | On Loan: No      |
| JB Hunt Transport Services Inc                      | J.B. Hunt Transport Services, Inc.                                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2114 | NS      | $388743.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                             | Consolidated Edison, Inc.                                                                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3648 | NS      | $357649.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      7260 | NS      | $351456.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCULUS INTERMEDIATE INC                             | CNT Holdings I Corp.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1822250 | PA      | $1761040.62   | 0.12%             | 2027-11-08      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                   | Newell Brands, Inc.                                                                                  | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     20174 | NS      | $261656.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2021-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4458240 | PA      | $3481547.88   | 0.24%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                | Waste Management, Inc.                                                                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2122 | NS      | $355901.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCENDIA HOLDINGS INC                            | Transcendia Holdings, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1717093 | PA      | $1236307.17   | 0.09%             | 2024-05-30      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                    | Crown Castle, Inc.                                                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2106 | NS      | $297851.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp.                                                                                 | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   3150000 | NS      | $2464875.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                | Generac Holdings, Inc.                                                                               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      1537 | NS      | $162184.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch          | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -3405239 | PA      | $-3405239.48  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                  | Ingersoll Rand, Inc.                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      7324 | NS      | $395276.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS HOLDINGS INC           | Ascend Performance Materials Operations LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1846587 | PA      | $1764653.47   | 0.12%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde plc                                                                                            | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | US        |      1276 | NS      | $429348.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                        | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1106250.00   | 0.08%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EG GROUP LTD                                        | EG Finco Ltd.                                                                                        | CUSIP: N/A<br>LEI: 2138003OUK4UQHRJLT65       | Long             | LON              | CORP              | GB        |    285809 | PA      | $260488.76    | 0.02%             | 2025-02-07      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                               | Truist Financial Corp.                                                                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      7586 | NS      | $355100.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                             | EnerSys                                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    325000 | PA      | $288437.50    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2468825 | PA      | $-2468824.58  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications, Inc.                                                                          | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $1790675.79   | 0.12%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                          | Capital One Financial Corp.                                                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3383 | NS      | $349260.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding, Inc.                                                                                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    925000 | PA      | $793187.50    | 0.05%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                              | Cushman & Wakefield US Borrower LLC                                                                  | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4584434.88   | 0.32%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                              | Lumen Technologies, Inc.                                                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     36662 | NS      | $200541.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp.                                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     10527 | NS      | $398446.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        | -10129168 | PA      | $-10129168.17 | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC              | Qlik Technologies, Inc. - Class A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       112 | NS      | $168441.64    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| BNP Paribas                                         | Russell 2000 Index                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |      -306 | NC      | $-1718190.00  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    550000 | PA      | $472842.66    | 0.03%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                                 | Mirabela Nickel Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |   2667995 | PA      | $53359.90     | 0.00%             | 2019-06-24      | Variable      | 9.50%                 | Yes           |                  3 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                        | KKR Core Holding Company LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | ABS-O            | CORP              | US        |        -0 | PA      | $0.00         | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WAVERLY CAPITAL ACQUISITION CORP 1                  | Waverley Capital Acquisition Corp. 1                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     93900 | NS      | $935244.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $972172.25    | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec GBP / Deliver USD                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |     40000 | NC      | $-18.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                           | Trinity Rail Leasing, LP                                                                             | CUSIP: 89655YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120792 | PA      | $117713.39    | 0.01%             | 2039-11-16      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                            | American Financial Group, Inc.                                                                       | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    100000 | NS      | $1919000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQ  / KIK CUSTOM                            | Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.                                        | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $227910.00    | 0.02%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                       | Ford Motor Co.                                                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     23858 | NS      | $331626.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1652185.37   | 0.11%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                        | Autodesk, Inc.                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1738 | NS      | $350989.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                   | Hyatt Hotels Corp.                                                                                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1677183.61   | 0.12%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                          | Start II Ltd.                                                                                        | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   2208093 | PA      | $1878248.49   | 0.13%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                               | CD&R Smokey Buyer, Inc.                                                                              | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1462312.50   | 0.10%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                 | Artera Services LLC                                                                                  | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   6290000 | PA      | $5232902.60   | 0.36%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods, Inc.                                                                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2218525.00   | 0.15%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2554948 | PA      | $-2554948.34  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corp                                          | Sysco Corp.                                                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      4382 | NS      | $379086.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABPCI Direct Lending Fund CLO                       | ABPCI Direct Lending Fund CLO II LLC                                                                 | CUSIP: 000823AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2680569.00   | 0.19%             | 2032-04-20      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                             | Arcline FM Holdings LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7227000 | PA      | $6955987.50   | 0.48%             | 2028-06-23      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com, Inc.                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2760 | NS      | $266450.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                    | CoStar Group, Inc.                                                                                   | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4487 | NS      | $363626.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                 | Dentsply Sirona, Inc.                                                                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     10755 | NS      | $325446.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                               | Inception Holdco SARL                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    652538 | PA      | $656209.70    | 0.05%             | 2029-09-26      | Variable      | 5.75%                 | No            |                  3 | On Loan: No      |
| Sealed Air Corp                                     | Sealed Air Corp.                                                                                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      6618 | NS      | $352276.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2545881 | PA      | $-2545880.54  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                | Targa Resources Corp.                                                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5794 | NS      | $431015.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                              | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2705840.00   | 0.19%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GALLS                                               | Galls LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125621 | PA      | $122434.04    | 0.01%             | 2024-01-31      | Variable      | 10.81%                | No            |                  3 | On Loan: No      |
| CELLNEX FINANCE                                     | Cellnex Finance Company S.A.                                                                         | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   1750000 | PA      | $1183574.81   | 0.08%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                           | Aflac, Inc.                                                                                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      5945 | NS      | $427623.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                            | NIKE, Inc.                                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3305 | NS      | $362525.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                          | Copart, Inc.                                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      6336 | NS      | $421724.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Companies, Inc.                                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1789 | NS      | $380251.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCHANNELS INTERMEDIATE HOLDCO LLC              | ScribeAmerica Intermediate Holdco LLC (Healthchannels)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2475424 | PA      | $1763739.58   | 0.12%             | 2025-04-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| AASET 2019-1 Trust                                  | AASET Trust                                                                                          | CUSIP: 00256DAA0<br>LEI: 549300TXM3PCKZJKD061 | Long             | ABS-O            | CORP              | US        |   1240583 | PA      | $824045.18    | 0.06%             | 2039-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ZEPHYR BIDCO LTD                                    | Zephyr Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   3000000 | PA      | $2992947.13   | 0.21%             | 2025-07-23      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| FLNG LIQUEFACTION 2 LLC                             | FLNG Liquefaction 2 LLC                                                                              | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |    243072 | PA      | $211226.12    | 0.01%             | 2038-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                         | Rollins, Inc.                                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     10185 | NS      | $411881.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |   1130000 | NC      | $14278.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Whale Acquisition Corp. I                      | Blue Whale Acquisition Corp. I                                                                       | CUSIP: SBP818W74<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57300 | NS      | $558675.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNASTY PARENT HOLDINGS LP                          | StandardAero                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1978526 | PA      | $1898969.75   | 0.13%             | 2026-04-06      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                    | LTI Holdings, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1488750 | PA      | $1405945.73   | 0.10%             | 2026-07-24      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                          | Atlas Senior Loan Fund IX Ltd.                                                                       | CUSIP: 04941WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2600000 | PA      | $134108.00    | 0.01%             | 2028-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC BEACON LLC                                  | Pacific Beacon LLC                                                                                   | CUSIP: 69403WAG2<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |    673346 | PA      | $622915.30    | 0.04%             | 2051-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1014776 | PA      | $-1014775.80  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                               | Dun & Bradstreet Corp.                                                                               | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1548630.00   | 0.11%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        | -16383303 | PA      | $-16383303.40 | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    525000 | PA      | $418428.79    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                            | Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.                        | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2624655.75   | 0.18%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                      | Arcis Golf LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2711375 | PA      | $2657147.50   | 0.18%             | 2028-11-24      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    241798 | PA      | $233334.89    | 0.02%             | 2028-11-01      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/T                      | Interpublic Group of Companies, Inc.                                                                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     12852 | NS      | $441594.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                        | Assurant, Inc.                                                                                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2238 | NS      | $286956.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA ENTERPRISES LLC                              | Sierra Acquisition, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2374801 | PA      | $1626738.51   | 0.11%             | 2024-11-11      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings, Inc.                                                                             | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     82000 | NS      | $1491580.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                              | Kuvare US Holdings, Inc.                                                                             | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | EP               | CORP              | US        |   6400000 | NS      | $6432000.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   5550000 | PA      | $4479890.63   | 0.31%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                             | QBE Insurance Group Ltd.                                                                             | CUSIP: 74737EAA2<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2988750.00   | 0.21%             | 2043-11-24      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                            | NCR Corp.                                                                                            | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2656840.19   | 0.18%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2214264.00   | 0.15%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                        | Teradyne, Inc.                                                                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4119 | NS      | $384920.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SBKSCP                                              | TPG Pace Beneficial II Corp.                                                                         | CUSIP: SBKSCP682<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160210 | NS      | $1574864.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1149125.00   | 0.08%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1529587 | PA      | $-1529587.46  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CELTIC INTERMEDIATE CORP                            | National Mentor Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150000 | PA      | $105958.50    | 0.01%             | 2028-03-02      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC          | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    208000 | PA      | $139980.37    | 0.01%             | 2029-03-26      | Variable      | 12.06%                | No            |                  3 | On Loan: No      |
| Carrier Global Corp                                 | Carrier Global Corp.                                                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      8724 | NS      | $386647.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMAC Commercial Mortgage Asset                      | GMAC Commercial Mortgage Asset Corp.                                                                 | CUSIP: 38011SAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3468500.00   | 0.24%             | 2044-09-10      | Fixed         | 6.36%                 | No            |                  3 | On Loan: No      |
| Entergy Corp                                        | Entergy Corp.                                                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3066 | NS      | $356483.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $754876.16    | 0.05%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCHUR FLEXIBLES GMBH                                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    159093 | PA      | $162474.93    | 0.01%             | 2026-09-30      | Fixed         | 10.67%                | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1408051 | PA      | $-1408050.91  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE BENELUX PARTICIPATIONS SA                 | Holding SOCOTEC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1336500 | PA      | $1262992.50   | 0.09%             | 2028-06-30      | Variable      | 7.67%                 | No            |                  3 | On Loan: No      |
| DIAMOND BC BV                                       | Diamond BC BV                                                                                        | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    825000 | PA      | $621959.25    | 0.04%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                               | Clearwater Paper Corp.                                                                               | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |   2547000 | PA      | $2231728.42   | 0.15%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $992992.50    | 0.07%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                             | Dow, Inc.                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      7215 | NS      | $367748.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                          | Intel Corp.                                                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     11573 | NS      | $348000.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies, Inc.                                                                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       955 | NS      | $327316.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTIAL-SATURN PARENT INC                         | CoreLogic, Inc.                                                                                      | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |   1270911 | PA      | $1045324.49   | 0.07%             | 2028-06-02      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| ROMULUS INTERMEDIATE HOLDINGS 2 INC                 | Pearl Intermediate Parent LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    785823 | PA      | $725903.79    | 0.05%             | 2025-02-14      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                           | L3Harris Technologies, Inc.                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1554 | NS      | $352882.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    148000 | NS      | $2754280.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                      | Albemarle Corp.                                                                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1225 | NS      | $340537.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                           | Apple, Inc.                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2338 | NS      | $346094.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBC INSURANCE REVENUE SECURITI                      | CBC Insurance Revenue Securitization LLC                                                             | CUSIP: 12479MAH1<br>LEI: 54930084NLD71YMN4154 | Long             | ABS-O            | CORP              | US        |    302965 | PA      | $273687.45    | 0.02%             | 2046-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo, Inc.                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2124 | NS      | $394023.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |   -119000 | NC      | $-62.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HP COMMUNITIES LLC                                  | HP Communities LLC                                                                                   | CUSIP: 44329HAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930750.50    | 0.06%             | 2053-09-15      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Williams Cos Inc/The                                | Williams Companies, Inc.                                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11179 | NS      | $387911.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Trust for Investment G                      | Invesco Trust for Investment Grade Municipals                                                        | CUSIP: 46131M106<br>LEI: V0VF67S6NRLBDK357F71 | Long             | EC               | RF                | US        |    212335 | NS      | $2176433.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Active Allocation F                      | Guggenheim Active Allocation Fund                                                                    | CUSIP: 40170T106<br>LEI: 549300WVFF2XZ68PVT94 | Long             | EC               | RF                | US        |     69857 | NS      | $974232.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TECBID US INC                                       | Tecbid US, Inc.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    988890 | PA      | $949334.40    | 0.07%             | 2024-07-25      | Variable      | 7.42%                 | No            |                  3 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group, Inc.                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       702 | NS      | $384527.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Acquisition Holdings I Cor                      | KKR Acquisition Holdings I Corp.                                                                     | CUSIP: 48253T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    783532 | NS      | $7874496.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                                    | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      4015 | NS      | $332682.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3132DNST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1870273 | PA      | $1793001.79   | 0.12%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                          | Pfizer, Inc.                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      7664 | NS      | $384196.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Silver                                      | Project Silver                                                                                       | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1343533 | PA      | $1034255.27   | 0.07%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                              | Ares Finance Company IV LLC                                                                          | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $2539465.79   | 0.18%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                   | Expedia Group, Inc.                                                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      3351 | NS      | $358020.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                        | AutoZone, Inc.                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       167 | NS      | $430693.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                   | Brown & Brown, Inc.                                                                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      5624 | NS      | $335134.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                         | American Airlines Group, Inc.                                                                        | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25846 | NS      | $372957.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                        | Assurant, Inc.                                                                                       | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     58000 | NS      | $1244100.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                             | Great Lakes Dredge & Dock Corp.                                                                      | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $2780347.93   | 0.19%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                              | UPC Broadband Finco BV                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   4550000 | PA      | $3890773.25   | 0.27%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 37 Senior Loan Fund                                                                           | CUSIP: 26249YAE1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |   1050000 | PA      | $258353.55    | 0.02%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                                   | Pacific Bells LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7990247 | PA      | $7504200.67   | 0.52%             | 2028-11-10      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| OREGON CLEAN ENERGY LLC                             | Oregon Clean Energy LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1991275 | PA      | $1941493.36   | 0.13%             | 2026-03-01      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                      | Mastercard, Inc.                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1093 | NS      | $389545.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                | Jacobs Solutions, Inc.                                                                               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2933 | NS      | $371141.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        | -18053165 | PA      | $-18053165.08 | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -776011 | PA      | $-776011.13   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings, Inc.                                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3344963.50   | 0.23%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B RILEY FINANCIAL INC                               | B Riley Financial, Inc.                                                                              | CUSIP: 05580M702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1415 | NS      | $35205.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                        | Monolithic Power Systems, Inc.                                                                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       823 | NS      | $314353.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                         | Fastenal Co.                                                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      7169 | NS      | $369275.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                    | Vail Resorts, Inc.                                                                                   | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998959.78    | 0.07%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   7777490 | PA      | $7310840.79   | 0.51%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 1011778 BC / NEW RED FIN                            | 1011778 BC ULC / New Red Finance, Inc.                                                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    725000 | PA      | $610566.00    | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                | ATD New Holdings, Inc.                                                                               | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |     23593 | NS      | $1686899.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BIB MERCHANT VOUCHER RECEIVABLES LTD                | Bib Merchant Voucher Receivables Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    949504 | PA      | $894052.52    | 0.06%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| VeriSign Inc                                        | VeriSign, Inc.                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1930 | NS      | $385633.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                          | STERIS plc                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1743 | NS      | $323744.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMPTON ROADS PPV LLC                               | Hampton Roads PPV LLC                                                                                | CUSIP: 409322AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4680000 | PA      | $3988309.57   | 0.28%             | 2053-06-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| General Electric Co                                 | General Electric Co.                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      4963 | NS      | $426669.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -2296348 | PA      | $-2296348.49  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                 | Leidos Holdings, Inc.                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3830 | NS      | $418733.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                               | DuPont de Nemours, Inc.                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      6266 | NS      | $441815.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL TOPCO SARL                                 | TK Elevator Midco GmbH                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    377298 | PA      | $365262.83    | 0.03%             | 2027-01-29      | Variable      | 4.49%                 | No            |                  3 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                            | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4198121 | PA      | $3993462.18   | 0.28%             | 2027-10-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                           | CUSIP: 93363XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1717158 | PA      | $1235483.24   | 0.09%             | 2047-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $820854.52    | 0.06%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |  -8882773 | PA      | $-8882773.38  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp.                                                                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1588 | NS      | $400795.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWNE VII TOPCO SARL                               | IVC Acquisition Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1000000 | PA      | $979460.19    | 0.07%             | 2026-02-13      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                           | Hess Corp.                                                                                           | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2994 | NS      | $430866.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp.                                                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3660 | NS      | $445824.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHOR PACKAGING LLC                                | Anchor Packaging LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1602719 | PA      | $1541286.91   | 0.11%             | 2026-07-18      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5060000 | PA      | $1978933.77   | 0.14%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT SILVERBACK HOLDINGS CORP                    | Sparta Systems                                                                                       | CUSIP: N/A<br>LEI: 549300BKBFFR70PT4027       | Long             | EC               | CORP              | US        |      1922 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MAUSER PACKAGING SOLUT                              | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912500.00    | 0.06%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                    | Zions Bancorp North America                                                                          | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      6270 | NS      | $324911.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                               | 3M Co.                                                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2970 | NS      | $374130.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QPFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3312759 | PA      | $3153226.92   | 0.22%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                              | T. Rowe Price Group, Inc.                                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      2957 | NS      | $369358.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITECORE HOLDING III A/S                            | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    592479 | PA      | $611360.33    | 0.04%             | 2026-03-12      | Variable      | 7.99%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2942595 | PA      | $2888745.18   | 0.20%             | 2027-01-29      | Variable      | 9.70%                 | No            |                  3 | On Loan: No      |
| SNACKING INVESTMENTS BIDCO PTY LTD                  | Snacking Investments US LLC (Arnott's)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    464765 | PA      | $451984.41    | 0.03%             | 2026-12-18      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                 | Delta Air Lines, Inc.                                                                                | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  10535000 | PA      | $10735037.11  | 0.74%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                        | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $512970.00    | 0.04%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa, Inc.                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1792 | NS      | $388864.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniVest Fund Inc                         | BlackRock MuniVest Fund, Inc.                                                                        | CUSIP: 09253R105<br>LEI: 68LQJ5NLUNQI2T9OLL41 | Long             | EC               | RF                | US        |     24898 | NS      | $174783.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2112817 | PA      | $-2112816.79  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $584250.00    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                       | Sempra Energy                                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2117 | NS      | $351824.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | Figs, Inc.                                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |        -8 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Commercial Mort                      | LCCM Trust                                                                                           | CUSIP: 50202KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2438371.00   | 0.17%             | 2038-12-13      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SCHUR FLEXIBLES GMBH                                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    109083 | PA      | $111401.95    | 0.01%             | 2026-09-30      | Fixed         | 11.30%                | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1877560 | PA      | $-1877559.77  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                     | Bio-Techne Corp.                                                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      4240 | NS      | $360357.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                         | Target Corp.                                                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2118 | NS      | $353854.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                            | Radiate Holdco LLC / Radiate Finance, Inc.                                                           | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1471860.00   | 0.10%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                          | Arcosa, Inc.                                                                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304381.05    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                            | MSCI, Inc.                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       749 | NS      | $380364.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLS                                               | Galls LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -15162 | PA      | $-384.67      | -0.00%            | 2024-01-31      | Variable      | 1.77%                 | No            |                  3 | On Loan: No      |
| GALLS                                               | Galls LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97240 | PA      | $94808.67     | 0.01%             | 2025-01-31      | Variable      | 11.16%                | No            |                  3 | On Loan: No      |
| Omnicom Group Inc                                   | Omnicom Group, Inc.                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      5222 | NS      | $416506.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $2957305.24   | 0.20%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -4973270 | PA      | $-4973270.27  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                        | Walgreens Boots Alliance, Inc.                                                                       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     10076 | NS      | $418154.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms, Inc.                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2168 | NS      | $256040.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     10268 | NS      | $373344.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                             | UDR, Inc.                                                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      7667 | NS      | $317950.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONGRUEX GROUP LLC                                  | Congruex Group LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1197000 | PA      | $1162586.25   | 0.08%             | 2029-05-03      | Variable      | 9.99%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                            | Scientific Games Holdings Limited Partnership/Scientific Games US FinCo, Inc.                        | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $715040.24    | 0.05%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                            | Minerals Technologies, Inc.                                                                          | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1189944.00   | 0.08%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -3785802 | PA      | $-3785801.71  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc                                        | NiSource, Inc.                                                                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     12064 | NS      | $337068.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING II CORPORATION        | PECF USS Intermediate Holding III Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3970000 | PA      | $3202479.90   | 0.22%             | 2028-12-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc                          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1840000.00   | 0.13%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                           | PG&E Corp.                                                                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     29788 | NS      | $467671.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                      | Sabre GLBL, Inc.                                                                                     | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3548062.50   | 0.25%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                               | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |  -6863489 | PA      | $-6863488.70  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3705686 | PA      | $3597850.46   | 0.25%             | 2026-11-25      | Variable      | 9.32%                 | No            |                  3 | On Loan: No      |
| Vacasa Inc                                          | Vacasa, Inc.                                                                                         | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196839 | NS      | $309037.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle US CLO Ltd.                                                                                  | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1683436.00   | 0.12%             | 2035-04-15      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |    157861 | PA      | $155888.09    | 0.01%             | 2028-08-11      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                               | Lincoln National Corp.                                                                               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      7222 | NS      | $281224.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                            | Ceridian HCM Holding, Inc.                                                                           | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      5787 | NS      | $396062.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    334000 | PA      | $290022.22    | 0.02%             | 2024-04-27      | Variable      | 9.03%                 | No            |                  3 | On Loan: No      |
| SUPERIOR PLUS LP                                    | Superior Plus, LP                                                                                    | CUSIP: 86828QAK7<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $221390.43    | 0.02%             | 2028-05-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BILLIKEN BUYER INC                                  | EyeCare Partners LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1708919 | PA      | $1473088.46   | 0.10%             | 2027-02-18      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PPP INTERMEDIATE HOLDINGS LLC                       | Permian Production Partners LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    184043 | NS      | $150915.26    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                             | Fontainbleau Vegas Unfunded                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   6500000 | PA      | $0.07         | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                          | Raytheon Technologies Corp.                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4158 | NS      | $410477.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NFM & J LLC                                         | The Facilities Group                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -657356 | PA      | $-15421.65    | -0.00%            | 2027-11-30      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Mid-America Apartment Communit                      | Mid-America Apartment Communities, Inc.                                                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      2127 | NS      | $350699.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                           | GATX Corp.                                                                                           | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    560000 | PA      | $502680.80    | 0.03%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4112 | NS      | $382703.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1539022 | PA      | $-1539022.35  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -274344 | PA      | $-274343.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance, Inc.                                                                               | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2321993.75   | 0.16%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APA Corp                                            | APA Corp.                                                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      9554 | NS      | $447604.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                          | Zimvie, Inc.                                                                                         | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |         1 | NS      | $6.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAROS MORTGAGE TRUST INC                           | Claros Mortgage Trust, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3493600 | PA      | $3436829.00   | 0.24%             | 2026-08-10      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                               | McCormick & Company, Inc.                                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      4579 | NS      | $390039.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $690030.00    | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding, Inc.                                                                                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1564000.00   | 0.11%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FT GORDON HOUSING                                   | Fort Gordon Housing LLC                                                                              | CUSIP: 347382AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198935.78    | 0.01%             | 2051-05-15      | Fixed         | 6.32%                 | No            |                  3 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $280.70       | 0.00%             | 2024-04-29      | Variable      | 9.52%                 | No            |                  3 | On Loan: No      |
| Signature Bank/New York NY                          | Signature Bank                                                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      1989 | NS      | $277465.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                                               | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     73248 | NS      | $29861744.64  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                                                                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     11008 | NS      | $413680.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CELTIC INTERMEDIATE CORP                            | National Mentor Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4334823 | PA      | $3062075.65   | 0.21%             | 2028-03-02      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                          | DaVita, Inc.                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      3962 | NS      | $292118.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KMTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2745002 | PA      | $2605986.07   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                        | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3762158.40   | 0.26%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $634720.00    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                       | M&T Bank Corp.                                                                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1961 | NS      | $333409.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BOND CO BV                                    | Ziggo Bond Company BV                                                                                | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $405635.00    | 0.03%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions, Inc.                                                                      | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $509375.00    | 0.04%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                              | F5, Inc.                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2292 | NS      | $354366.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCIDENT FUND INS CO AM                             | Accident Fund Insurance Company of America                                                           | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7046486.58   | 0.49%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                         | Avalara, Inc.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7000000 | PA      | $6900269.15   | 0.48%             | 2028-10-19      | Variable      | 11.21%                | No            |                  3 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING INC              | Qlik Technologies, Inc. - Class B                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     27624 | NS      | $2.76         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Xcel Energy Inc                                     | Xcel Energy, Inc.                                                                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      4779 | NS      | $335581.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                       | Mosaic Co.                                                                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      6541 | NS      | $335553.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                | Verisk Analytics, Inc.                                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1916 | NS      | $351988.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                            | TK Elevator US Newco, Inc.                                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1406656.00   | 0.10%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands, Inc.                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3166 | NS      | $407337.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EC               | CORP              | US        |       342 | NS      | $341710.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                            | SCIL IV LLC / SCIL USA Holdings LLC                                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6075000 | PA      | $5089270.50   | 0.35%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BlackRock Taxable Municipal Bo                      | BlackRock Taxable Municipal Bond Trust                                                               | CUSIP: 09248X100<br>LEI: SNYX4R2CEK5Q5D25DZ39 | Long             | EC               | RF                | US        |    292122 | NS      | $5480208.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                      | PulteGroup, Inc.                                                                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8788 | NS      | $393526.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                  | United Rentals, Inc.                                                                                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1182 | NS      | $417281.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                 | Vulcan Materials Co.                                                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2141 | NS      | $392509.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                          | Loews Corp.                                                                                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      6444 | NS      | $374718.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2847132 | PA      | $-2847132.01  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1783476 | PA      | $-1783475.51  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Etsy Inc                                            | Etsy, Inc.                                                                                           | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3332 | NS      | $440123.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                        | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3650000 | PA      | $2983875.00   | 0.21%             | 2035-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                   | CapStone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4540722 | PA      | $4347741.32   | 0.30%             | 2027-11-12      | Variable      | 8.82%                 | No            |                  3 | On Loan: No      |
| TEMPUR SEALY INTL INC                               | Tempur Sealy International, Inc.                                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $543417.00    | 0.04%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    875000 | PA      | $826999.06    | 0.06%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Whale Acquisition Corp.                        | Blue Whale Acquisition Corp.                                                                         | CUSIP: SBP818Y98<br>LEI: N/A                  | N/A              | DE               |  | US        |     14324 | NS      | $2435.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEX CORPORATION                                    | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95116 | PA      | $76409.29     | 0.01%             | 2024-04-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                         | Trimble, Inc.                                                                                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      5825 | NS      | $348043.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                              | AmerisourceBergen Corp.                                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2496 | NS      | $426042.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LTD                                  | Macquarie Bank Ltd.                                                                                  | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    640000 | PA      | $518173.70    | 0.04%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                           | Amgen, Inc.                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1485 | NS      | $425304.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                   | Clarios Global, LP                                                                                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    990000 | PA      | $989368.75    | 0.07%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                 | Recess Holdings, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290076 | PA      | $283308.86    | 0.02%             | 2024-09-30      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1779099.00   | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    312964 | PA      | $302010.02    | 0.02%             | 2028-11-01      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird A Unfunded                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |  13245150 | PA      | $0.13         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                          | Masco Corp.                                                                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      7013 | NS      | $356120.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cengage Learning Holdings II I                      | Cengage Learning Holdings II, Inc.                                                                   | CUSIP: 15136X102<br>LEI: 5493003VGPEJMW28UG24 | Long             | EC               | CORP              | US        |     11126 | NS      | $129617.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp.                                                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      5004 | NS      | $390762.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                            | NCR Corp.                                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $774188.78    | 0.05%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                             | Alcoa Nederland Holding BV                                                                           | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   3625000 | PA      | $3474888.75   | 0.24%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                            | Wyndham Hotels & Resorts, Inc.                                                                       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1453174.86   | 0.10%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                            | Women's Care Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6739688 | PA      | $6305853.82   | 0.44%             | 2028-01-17      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $2679017.22   | 0.19%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $517096.10    | 0.04%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PELICAN TOPCO LLC                                   | Pregis TopCo LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    663300 | PA      | $633451.50    | 0.04%             | 2026-07-31      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ARGOS HOLDINGS INC                                  | PetSmart LLC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2814375 | PA      | $2700786.83   | 0.19%             | 2028-02-11      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding Ltd.                                                                                    | CUSIP: 12552GAG6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-O            | CORP              | KY        |  11000000 | PA      | $9193129.00   | 0.64%             | 2035-01-17      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| AUXEY HOLDCO LTD                                    | Alexander Mann                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2600000 | PA      | $2466750.00   | 0.17%             | 2025-06-16      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2822216 | PA      | $-2822216.08  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Company, Inc.                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4206 | NS      | $463164.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                       | Accenture plc                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1265 | NS      | $380676.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                                     | Hanesbrands, Inc.                                                                                    | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    225000 | PA      | $204750.00    | 0.01%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |    -93000 | NC      | $-1635.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                            | SK Invictus Intermediate II Sarl                                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5250000 | PA      | $4200000.00   | 0.29%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                        | Newmont Corp.                                                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      8379 | NS      | $397751.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corporation plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |      2525 | NS      | $412711.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                 | Avery Dennison Corp.                                                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1926 | NS      | $372353.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                            | Virgin Media Secured Finance plc                                                                     | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1002156.79   | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTF HOLDINGS INTERMEDIATE LLC                       | TTF Holdings Intermediate LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2262299 | PA      | $2228364.32   | 0.15%             | 2028-03-31      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings, Inc.                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       185 | NS      | $384698.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                        | ADT Security Corp.                                                                                   | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865210.00    | 0.06%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer, LP                                                                                  | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980053.71    | 0.07%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                            | Allison Transmission, Inc.                                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $921151.00    | 0.06%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2054748 | PA      | $-2054748.01  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                      | Air Products and Chemicals, Inc.                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1432 | NS      | $444149.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays plc                                                                                         | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2880000.00   | 0.20%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                             | Rockwell Automation, Inc.                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1440 | NS      | $380476.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Companies, Inc.                                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   8025000 | PA      | $4916115.00   | 0.34%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1040039 | PA      | $-1040038.75  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                             | Bristol-Myers Squibb Co.                                                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      5220 | NS      | $419061.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |   -456508 | PA      | $-456507.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Wave USA                                            | WAVE LLC                                                                                             | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2242351 | PA      | $1689135.72   | 0.12%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co.                                                                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1952 | NS      | $388662.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKERS HOLDINGS INC                               | Checkers Drive-In Restaurants, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1738874 | PA      | $1408487.72   | 0.10%             | 2024-04-25      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                | TGP Holdings LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -34357 | PA      | $-6858.36     | -0.00%            | 2028-06-29      | Variable      | 3.25%                 | No            |                  3 | On Loan: No      |
| NATHAN'S FAMOUS INC                                 | Nathan's Famous, Inc.                                                                                | CUSIP: 632347AC4<br>LEI: 54930034SKNSF1JIE673 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2622480.00   | 0.18%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -416296 | PA      | $-416296.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                    | Americo Life, Inc.                                                                                   | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |   3511000 | PA      | $2704186.84   | 0.19%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Companies, Inc.                                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5522 | NS      | $442036.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -2832342 | PA      | $-2832342.40  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_14-1 | Castlelake Aircraft Securitization Trust                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   3054105 | PA      | $409705.40    | 0.03%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cognizant Technology Solutions                      | Cognizant Technology Solutions Corp.                                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      5587 | NS      | $347567.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYPOWER INC                                       | PlayPower, Inc.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2157145 | PA      | $1644822.90   | 0.11%             | 2026-05-08      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        | -17469460 | PA      | $-17469459.72 | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    158000 | NS      | $2823460.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -8720661 | PA      | $-8720660.99  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd.                                                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |      1881 | NS      | $413048.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS WAREHOUSE INC                                 | Chefs' Warehouse, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2750000 | PA      | $2715625.00   | 0.19%             | 2029-08-23      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                 | TransDigm Group, Inc.                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $372700.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd.                                          | Start Ltd.                                                                                           | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |   1976829 | PA      | $1371247.52   | 0.09%             | 2043-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd.                                                                                   | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10728146 | PA      | $8856567.03   | 0.61%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                      | Alexandria Real Estate Equities, Inc.                                                                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2316 | NS      | $360392.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                              | Brundage-Bone Concrete Pumping Holdings, Inc.                                                        | CUSIP: 66981QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1418250.00   | 0.10%             | 2026-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                      | Public Storage                                                                                       | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |    144400 | NS      | $2911104.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                    | LTI Holdings, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1500000 | PA      | $1423755.00   | 0.10%             | 2026-07-24      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                         | Netflix, Inc.                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1575 | NS      | $481209.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                     | WW Grainger, Inc.                                                                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       642 | NS      | $387164.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | RLDatix                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1387999 | PA      | $1359544.74   | 0.09%             | 2026-04-27      | Variable      | 12.20%                | No            |                  3 | On Loan: No      |
| Camden Property Trust                               | Camden Property Trust                                                                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2721 | NS      | $327417.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LoanCore 2019-CRE2 Issuer, Ltd                      | LoanCore Issuer Ltd.                                                                                 | CUSIP: 53946JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4150410 | PA      | $4100862.21   | 0.28%             | 2036-05-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                       | Anchorage Credit Funding 4 Ltd.                                                                      | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $803111.00    | 0.06%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                                 | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1519405 | PA      | $884748.29    | 0.06%             | 2036-12-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                        | Danaher Corp.                                                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      1267 | NS      | $346410.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                             | NVR, Inc.                                                                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        86 | NS      | $398954.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1646880.29   | 0.11%             | 2037-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                              | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    925000 | PA      | $912347.30    | 0.06%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUXEY HOLDCO LTD                                    | Alexander Mann                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | GB        |  -2006579 | PA      | $-97240.57    | -0.01%            | 2024-12-16      | Variable      | 1.14%                 | No            |                  3 | On Loan: No      |
| GARTNER INC                                         | Gartner, Inc.                                                                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1600414.00   | 0.11%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                         | Invesco Ltd.                                                                                         | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |     20896 | NS      | $399322.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                          | SERVPRO Master Issuer LLC                                                                            | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1988500 | PA      | $1758040.80   | 0.12%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WP CPP HOLDINGS LLC                                 | WP CPP Holdings LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2287917 | PA      | $1983623.96   | 0.14%             | 2025-04-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                             | Cboe Global Markets, Inc.                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2967 | NS      | $376334.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                      | Philip Morris International, Inc.                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3776 | NS      | $376353.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1512409 | PA      | $-1512409.22  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Acropolis Infrastructure Acqui                      | Acropolis Infrastructure Acquisition Corp.                                                           | CUSIP: 005029103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98300 | NS      | $971204.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2180633.00   | 0.15%             | 2025-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                              | Arch Capital Group Ltd.                                                                              | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     38000 | NS      | $731120.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                             | Jane Street Group / JSG Finance, Inc.                                                                | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3072755.00   | 0.21%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                               | Playtika Holding Corp.                                                                               | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1642619.25   | 0.11%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                      | West Pharmaceutical Services, Inc.                                                                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1173 | NS      | $275256.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                            | AT&T, Inc.                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     21407 | NS      | $412726.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                         | Ameren Corp.                                                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      3848 | NS      | $343703.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                       | Cable One, Inc.                                                                                      | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $953750.00    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                          | PACCAR, Inc.                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4158 | NS      | $440373.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                | Everest Re Group Ltd.                                                                                | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | US        |      1300 | NS      | $439322.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 24-7 INTOUCH INC                                    | 24-7 Intouch, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   4139549 | PA      | $3901524.50   | 0.27%             | 2025-08-25      | Variable      | 8.82%                 | No            |                  3 | On Loan: No      |
| MATTERHORN BUYER LLC                                | Hearthside Group Holdings LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1395625 | PA      | $1215352.12   | 0.08%             | 2025-05-23      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ASTON FINCO SARL                                    | Aston FinCo SARL                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    395015 | PA      | $441710.06    | 0.03%             | 2026-10-09      | Variable      | 7.70%                 | No            |                  3 | On Loan: No      |
| TRANSDIGM GROUP INC                                 | TransDigm, Inc.                                                                                      | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |   1072431 | PA      | $1056419.68   | 0.07%             | 2025-05-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                          | Pinnacle West Capital Corp.                                                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4775 | NS      | $373978.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                              | HP, Inc.                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     12889 | NS      | $387185.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1383774 | PA      | $-1383773.50  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Start Ltd.                                          | Start Ltd.                                                                                           | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |   2135563 | PA      | $1702876.66   | 0.12%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4172000 | PA      | $3639381.62   | 0.25%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                        | Synopsys, Inc.                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1081 | NS      | $367042.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                               | CUSIP: 35563CAW8<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  32599475 | PA      | $1930508.31   | 0.13%             | 2052-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                 | Alliant Energy Corp.                                                                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      5833 | NS      | $328397.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -9592593 | PA      | $-9592593.38  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2000000 | NS      | $1615000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT VII NO1 LP                                      | Sitecore USA, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    531558 | PA      | $526338.13    | 0.04%             | 2026-03-12      | Variable      | 10.27%                | No            |                  3 | On Loan: No      |
| CHILL PARENT INC                                    | Arctic Glacier Group Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2290740 | PA      | $2065491.72   | 0.14%             | 2024-03-20      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp.                                                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       748 | NS      | $398900.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                            | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                             | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3744209.66   | 0.26%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                              | Franklin Resources, Inc.                                                                             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     13946 | NS      | $373892.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                   | EOG Resources, Inc.                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2959 | NS      | $419970.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                   | Ralph Lauren Corp.                                                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3799 | NS      | $429742.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENGAGE LEARNING HOLDINGS II INC                    | Cengage Learning Acquisitions, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    445500 | PA      | $408300.75    | 0.03%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                          | NetApp, Inc.                                                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      5078 | NS      | $343323.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    990529 | PA      | $901381.77    | 0.06%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp.                                                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1488 | NS      | $380451.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                        | AES Corp.                                                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     13412 | NS      | $387875.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133BBSY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1334820 | PA      | $1266456.91   | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                            | Baxter International, Inc.                                                                           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      6122 | NS      | $346076.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE INC                                 | Upland Software, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1940000 | PA      | $1843000.00   | 0.13%             | 2026-08-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                              | Option Care Health, Inc.                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1936713.19   | 0.13%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2027879 | PA      | $-2027878.86  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                            | Viper Energy Partners, LP                                                                            | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189561.39    | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp.                                                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      4935 | NS      | $407334.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSD ACQUISITION CORP-A                              | MSD Acquisition Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     23373 | NS      | $1402.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3274 | NS      | $404371.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                            | BCPE Empire Holdings, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1844166 | PA      | $1789412.57   | 0.12%             | 2026-06-11      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| SANDY BIDCO BV                                      | Sandy Bidco BV                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   1100000 | PA      | $1095242.81   | 0.08%             | 2029-08-17      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                           | IDEX Corp.                                                                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      1751 | NS      | $415844.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |   -348000 | NC      | $-2983.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1590436 | PA      | $-1590435.60  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service, Inc.                                                                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1851 | NS      | $351190.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEETWATER BORROWER LLC                             | Sweetwater Sound                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1450000 | PA      | $1341250.00   | 0.09%             | 2028-08-07      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | Figs, Inc.                                                                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DE               |  | US        |        -8 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLORNET COMMUNICATIONS INC                         | Xplornet Communications, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   4603500 | PA      | $3740343.75   | 0.26%             | 2028-10-02      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co.                                                                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $330260.00    | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                | WW International, Inc.                                                                               | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |    950000 | PA      | $548036.00    | 0.04%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYSTEMS LTD                 | Titan Acquisition Ltd. (Husky)                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    289637 | PA      | $271760.97    | 0.02%             | 2025-03-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp.                                                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       871 | NS      | $422600.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVICES CORP                    | Mavis Tire Express Services TopCo Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    320938 | PA      | $307984.47    | 0.02%             | 2028-05-04      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                           | Qorvo, Inc.                                                                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      3911 | NS      | $388166.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                            | Navicure, Inc.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1503125 | PA      | $1473062.82   | 0.10%             | 2026-10-22      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DP7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033170.00   | 0.14%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                        | CSMC Trust                                                                                           | CUSIP: 12597XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    884044 | PA      | $837675.91    | 0.06%             | 2060-08-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                            | Outfront Media Capital LLC / Outfront Media Capital Corp.                                            | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $688875.00    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARK PLACE TECHNOLOGIES LLC                         | Park Place Technologies, LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1371519 | PA      | $1290599.37   | 0.09%             | 2027-11-10      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    775000 | PA      | $668437.50    | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                         | Markel Corp.                                                                                         | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | EP               | CORP              | US        |   4770000 | NS      | $4625258.12   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BRE/EVERBRIGHT M6 BORROWER LLC                      | BRE/Everbright M6 Borrower LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3173333 | PA      | $3107232.80   | 0.22%             | 2026-09-09      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                              | JB Poindexter & Company, Inc.                                                                        | CUSIP: 730481AJ7<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5097285.25   | 0.35%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle Global Market Strategies CLO Ltd.                                                            | CUSIP: 14309WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2600000 | PA      | $798200.00    | 0.06%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                              | Roper Technologies, Inc.                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       897 | NS      | $393684.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLS                                               | Galls LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28052 | PA      | $27351.14     | 0.00%             | 2025-01-31      | Variable      | 10.66%                | No            |                  3 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2083083.75   | 0.14%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                   | Hormel Foods Corp.                                                                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      7843 | NS      | $368621.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp.                                                                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3783 | NS      | $292236.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1000000 | NS      | $991000.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                     | Ulta Beauty, Inc.                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       831 | NS      | $386282.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2242746 | PA      | $-2242745.96  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2309668.50   | 0.16%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                         | Pentair plc                                                                                          | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | US        |      7786 | NS      | $356365.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     15414 | NS      | $309513.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Companies, Inc.                                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2235 | NS      | $424225.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                       | Hewlett Packard Enterprise Co.                                                                       | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     27270 | NS      | $457590.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1201229 | PA      | $-1201228.68  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                    | Campbell Soup Co.                                                                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      7669 | NS      | $411595.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                               | CUSIP: 35563CAB4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |  40455444 | PA      | $2876543.92   | 0.20%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                         | The Facilities Group                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2672053 | PA      | $2609366.49   | 0.18%             | 2027-11-30      | Variable      | 9.73%                 | No            |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                              | First Brands Group LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6966139 | PA      | $6710690.58   | 0.46%             | 2027-03-30      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3025000 | PA      | $2384032.75   | 0.17%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                         | Westrock Co.                                                                                         | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      8963 | NS      | $339876.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                         | Walmart, Inc.                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2688 | NS      | $409704.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                           | Ball Corp.                                                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      6151 | NS      | $344948.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                            | Summit Materials LLC / Summit Materials Finance Corp.                                                | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1638591.25   | 0.11%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp.                                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $422185.00    | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                       | Take-Two Interactive Software, Inc.                                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2872 | NS      | $303541.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                         | Incyte Corp.                                                                                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      5092 | NS      | $405679.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT HEALTH LLC                                | Confluent Health LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -202782 | PA      | $-21967.33    | -0.00%            | 2028-11-30      | Variable      | 4.00%                 | No            |                  3 | On Loan: No      |
| ENTAIN PLC                                          | GVC Holdings plc                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IM        |   3500000 | PA      | $3616204.67   | 0.25%             | 2024-03-29      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc                            | MarketAxess Holdings, Inc.                                                                           | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1378 | NS      | $369193.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                         | ABIOMED, Inc.                                                                                        | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      1303 | NS      | $492260.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                        | Assurant, Inc.                                                                                       | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382000.00    | 0.03%             | 2048-03-27      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                 | Boyce Park CLO Ltd.                                                                                  | CUSIP: 103226AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |  10000000 | PA      | $8798100.00   | 0.61%             | 2035-04-21      | Floating      | 10.24%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                      | Golub Capital Partners CLO 49M Ltd.                                                                  | CUSIP: 38178GAG5<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-O            | CORP              | KY        |   2250000 | PA      | $1940244.75   | 0.13%             | 2033-08-26      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                       | Regeneron Pharmaceuticals, Inc.                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       508 | NS      | $381863.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     10104 | NS      | $380617.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $1853268.98   | 0.13%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                              | Par Pharmaceutical, Inc.                                                                             | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $2517112.50   | 0.17%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group plc                                                                                    | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3647013.20   | 0.25%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Companies, Inc.                                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1611356.96   | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                     | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1995201.83   | 0.14%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    275000 | NS      | $5093000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEPHYR BIDCO LTD                                    | Zephyr Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    360000 | PA      | $324431.85    | 0.02%             | 2026-07-23      | Variable      | 10.46%                | No            |                  2 | On Loan: No      |
| Robert Half International Inc                       | Robert Half International, Inc.                                                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      4551 | NS      | $358527.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                 | International Business Machines Corp.                                                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      2837 | NS      | $422429.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LMRK Issuer Co. LLC                                 | Secured Tenant Site Contract Revenue Notes Series                                                    | CUSIP: 50209LAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825351 | PA      | $1800847.08   | 0.12%             | 2048-06-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2650000 | NS      | $2265750.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT CORP                   | Project Ruby Ultimate Parent Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2265500 | PA      | $2149800.92   | 0.15%             | 2028-03-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1683595 | PA      | $1679386.29   | 0.12%             | 2026-08-19      | Variable      | 6.70%                 | No            |                  3 | On Loan: No      |
| AMWINS GROUP INC                                    | AmWINS Group, Inc.                                                                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1490627.53   | 0.10%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                               | Monster Beverage Corp.                                                                               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3980 | NS      | $409382.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                | EnLink Midstream LLC                                                                                 | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2640612.00   | 0.18%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.                                      | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $3489408.00   | 0.24%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVERY POINT CLO LTD AVERY_13-3A                     | Avery Point II CLO Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | KY        |    759981 | PA      | $5395.87      | 0.00%             | 2025-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                 | Paycom Software, Inc.                                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       994 | NS      | $337065.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp.                                                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      5344 | NS      | $366170.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC          | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   4515712 | PA      | $3114550.25   | 0.22%             | 2028-03-27      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| MSD Acquisition Corp                                | MSD Acquisition Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    116869 | NS      | $1173364.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp.                                                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     16017 | NS      | $306725.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -843475 | PA      | $-843474.65   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1117814 | PA      | $-1117813.77  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1151490.75   | 0.08%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co.                                                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      8116 | NS      | $389162.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PetSmart, Inc. / PetSmart Finance Corp.                                                              | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2489641.75   | 0.17%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEX CORPORATION                                    | Save-A-Lot                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     40316 | NS      | $13425.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                         | Corteva, Inc.                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5884 | NS      | $395169.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    436948 | PA      | $421654.93    | 0.03%             | 2028-11-01      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| WEBER INC                                           | Weber-Stephen Products LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2866115 | PA      | $2396071.89   | 0.17%             | 2027-10-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding Ltd.                                                                      | CUSIP: 69702CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7000000 | PA      | $6279133.00   | 0.43%             | 2029-07-20      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                       | New Residential Mortgage Loan Trust 2022-NQM5                                                        | CUSIP: 64831VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2505312 | PA      | $2420676.22   | 0.17%             | 2052-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                            | RenaissanceRe Holdings Ltd.                                                                          | CUSIP: EP0599001<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     13000 | NS      | $228150.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE I LI                      | Sapphire Aviation Finance I Ltd.                                                                     | CUSIP: 80306AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    637376 | PA      | $484444.15    | 0.03%             | 2040-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP COMMUNITIES LLC                                  | HP Communities LLC                                                                                   | CUSIP: 44329HAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    929348 | PA      | $968564.72    | 0.07%             | 2053-09-15      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5345676.00   | 0.37%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                            | CSX Corp.                                                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     11274 | NS      | $368547.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                     | Ross Stores, Inc.                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3934 | NS      | $462913.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                             | Alcoa Nederland Holding BV                                                                           | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1475000 | PA      | $1431884.45   | 0.10%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1251128 | PA      | $-1251128.50  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific, Inc.                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       646 | NS      | $361902.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                        | Huntington Bancshares, Inc.                                                                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     26017 | NS      | $402743.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION                            | W R Berkley Corp.                                                                                    | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     36800 | NS      | $733056.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR ACQUISITION HOLDINGS I-A                        | KKR Acquisition Holdings I Corp.                                                                     | CUSIP: 48253T117<br>LEI: N/A                  | N/A              | DE               |  | US        |    195882 | NS      | $12928.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKERS HOLDINGS LLC                                | Packers Holdings LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2735287 | PA      | $2379699.96   | 0.16%             | 2028-03-09      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| FT 1 INC                                            | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     45049 | NS      | $1328.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1452310 | PA      | $-1452310.21  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co.                                                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4022 | NS      | $392145.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN VETERINARY COMPANY LLC                     | Southern Veterinary Partners LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6645243 | PA      | $6376642.10   | 0.44%             | 2027-10-05      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                              | Regions Financial Corp.                                                                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     16564 | NS      | $384450.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                                 | Spectrum Brands, Inc.                                                                                | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1455846.00   | 0.10%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                    | Aretec Group, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1636250 | PA      | $1587571.56   | 0.11%             | 2025-10-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                              | Skyworks Solutions, Inc.                                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      3578 | NS      | $342128.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                            | Live Nation Entertainment, Inc.                                                                      | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3356341.55   | 0.23%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     50000 | NS      | $880000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I                            | Maple Grove Funding Trust I                                                                          | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5546610.40   | 0.38%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto Issuer LLC                                                                                 | CUSIP: 30328DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2234558.25   | 0.15%             | 2037-08-17      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                              | MIWD Holdco II LLC / MIWD Finance Corp.                                                              | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $102500.00    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio, Inc.                                                                                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    900000 | PA      | $735750.00    | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817250.40    | 0.06%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                      | HB Fuller Co.                                                                                        | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1016312.50   | 0.07%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree, Inc.                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2535 | NS      | $380985.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                          | Ventas, Inc.                                                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      7385 | NS      | $343624.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp.                                                                                           | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      4962 | NS      | $96510.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2358246 | PA      | $-2358245.77  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FMC Corp                                            | FMC Corp.                                                                                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      3258 | NS      | $425625.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2001644 | PA      | $1954004.47   | 0.14%             | 2025-04-28      | Variable      | 8.95%                 | No            |                  3 | On Loan: No      |
| CROCS INC                                           | Crocs, Inc.                                                                                          | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |   3188000 | PA      | $2616252.41   | 0.18%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                               | Lincoln National Corp.                                                                               | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      1800 | NS      | $47646.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMER MAC                                          | Farmer Mac                                                                                           | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | CORP              | US        |    112000 | NS      | $2455040.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1228076 | PA      | $-1228076.41  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                    | Altria Group, Inc.                                                                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $3884926.14   | 0.27%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                  | BCP V Modular Services Finance II plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1358430.60   | 0.09%             | 2028-10-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | Carpenter Technology Corp.                                                                           | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507625.00   | 0.17%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                    | ITT Holdings LLC                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $6889605.62   | 0.48%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE LTD                                       | PartnerRe Ltd.                                                                                       | CUSIP: EP0597732<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |    128000 | NS      | $2571520.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                             | Sherwin-Williams Co.                                                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1527 | NS      | $380497.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY FIN LLC                              | Morgan Stanley Finance LLC                                                                           | CUSIP: 61769HZV0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $9895500.00   | 0.69%             | 2029-10-23      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -4814868 | PA      | $-4814868.18  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3973418 | PA      | $3834348.58   | 0.27%             | 2028-11-22      | Variable      | 8.57%                 | No            |                  3 | On Loan: No      |
| BNP Paribas                                         | NASDAQ-100 Index                                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |       -48 | NC      | $-1884000.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1131683 | PA      | $-1131683.10  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -190615 | PA      | $-190615.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp.                                                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      4846 | NS      | $402363.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                              | First Republic Bank                                                                                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2359 | NS      | $301031.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1889244.00   | 0.13%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3132843.75   | 0.22%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Ltd Duration Incom                      | Eaton Vance Limited Duration Income Fund                                                             | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |    141764 | NS      | $1474345.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                | Juniper Networks, Inc.                                                                               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     12645 | NS      | $420319.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT CORP                   | Project Ruby Ultimate Parent Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5000000 | PA      | $4784180.00   | 0.33%             | 2028-03-10      | Variable      | 9.84%                 | No            |                  3 | On Loan: No      |
| Five Guys Funding, LLC                              | Five Guys Funding LLC                                                                                | CUSIP: 33830JAA3<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |   4542500 | PA      | $4272511.97   | 0.30%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US, Inc.                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2525 | NS      | $382436.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT Midstream, Inc.                                                                                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $374467.50    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                        | Chevron Corp.                                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $419413.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                         | Viatris, Inc.                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     36992 | NS      | $408021.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        | -33570000 | NC      | $-1377958.99  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                     | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   3964238 | PA      | $3617049.81   | 0.25%             | 2031-03-22      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC          | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   3679000 | PA      | $2475902.76   | 0.17%             | 2029-03-26      | Variable      | 12.06%                | No            |                  3 | On Loan: No      |
| Nassau 2019 CFO LLC                                 | Nassau LLC                                                                                           | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295097 | PA      | $1229533.83   | 0.09%             | 2034-08-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   8175000 | PA      | $6555859.50   | 0.45%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co.                                                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1829 | NS      | $413920.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                           | CH Robinson Worldwide, Inc.                                                                          | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      3219 | NS      | $322608.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                      | Bank of New York Mellon Corp.                                                                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      8326 | NS      | $382163.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1935975 | PA      | $1632665.75   | 0.11%             | 2024-04-27      | Variable      | 9.66%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE, Inc.                                                                                   | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332448.00    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                            | Prudential Financial, Inc.                                                                           | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    103875 | NS      | $2041143.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -455570 | PA      | $-455570.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                  | Cooper Companies, Inc.                                                                               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1164 | NS      | $368231.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS                      | Oklahoma Development Finance Authority Revenue Bonds                                                 | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    400000 | PA      | $351258.36    | 0.02%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US FARATHANE LLC                                    | US Farathane LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3715904 | PA      | $3344313.16   | 0.23%             | 2024-12-23      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| DISPATCH TERRA ACQUISITION LLC                      | Dispatch Terra Acquisition LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2073750 | PA      | $1716028.13   | 0.12%             | 2028-03-27      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                      | Public Service Enterprise Group, Inc.                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      5410 | NS      | $327575.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXUS BUYER LLC                                     | Nexus Buyer LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1653250 | PA      | $1581333.63   | 0.11%             | 2026-11-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BASIC ENERGY SERVICES INC                           | Basic Energy Services, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1030000 | PA      | $28325.00     | 0.00%             | 2023-10-15      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Western Digital Corp                                | Western Digital Corp.                                                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      8319 | NS      | $305723.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC                                   | Rent-A-Center, Inc.                                                                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $2981562.50   | 0.21%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                     | Baker Hughes Co.                                                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14373 | NS      | $417104.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    701878 | PA      | $681453.39    | 0.05%             | 2026-11-25      | Variable      | 9.32%                 | No            |                  3 | On Loan: No      |
| ONEX CORPORATION                                    | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    730642 | PA      | $586946.57    | 0.04%             | 2024-04-01      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                               | Eisner Advisory Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5377717 | PA      | $5055054.20   | 0.35%             | 2028-07-28      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| AGRIBANK FCB                                        | AgriBank FCB                                                                                         | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |      4000 | NS      | $397000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co/The                                      | Hershey Co.                                                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1626 | NS      | $382386.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1166547 | PA      | $-1166546.58  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BV                                            | Ziggo BV                                                                                             | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $616250.00    | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                          | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    875000 | PA      | $668650.38    | 0.05%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch          | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -2573314 | PA      | $-2573313.73  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| FT 1 INC                                            | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     45049 | NS      | $4.50         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HARSCO CORP                                         | Harsco Corp.                                                                                         | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   3624000 | PA      | $2926380.00   | 0.20%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                            | First American Financial Corp.                                                                       | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1469005.39   | 0.10%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEX CORPORATION                                    | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    956785 | PA      | $554935.43    | 0.04%             | 2024-10-01      | Variable      | 14.42%                | No            |                  3 | On Loan: No      |
| Willis Towers Watson PLC                            | Willis Towers Watson plc                                                                             | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | US        |      1721 | NS      | $423641.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                      | CBRE Group, Inc.                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4532 | NS      | $360747.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                            | LKQ Corp.                                                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      6857 | NS      | $372540.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Ca                      | Dreyfus Treasury Securities Cash Management Fund - Institutional Shares                              | CUSIP: N/A<br>LEI: 549300U78VESCW509025       | Long             | STIV             | RF                | US        |   8895906 | NS      | $8895905.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 41 Senior Loan Fund                                                                           | CUSIP: 26244LAA2<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-O            | CORP              | KY        |   1850000 | PA      | $440483.15    | 0.03%             | 2031-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                     | Tyson Foods, Inc.                                                                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      4839 | NS      | $320728.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International, Inc.                                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1918 | NS      | $421096.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                       | BlackRock, Inc.                                                                                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       529 | NS      | $378764.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLICITY INC-A                                      | Colicity, Inc.                                                                                       | CUSIP: 194170114<br>LEI: N/A                  | N/A              | DE               |  | US        |     24102 | NS      | $24.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 47 Ltd.                                                           | CUSIP: 64134TAA9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |   4250000 | PA      | $3704844.00   | 0.26%             | 2035-04-14      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                            | Clarios Global, LP / Clarios US Finance Co.                                                          | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1027537.25   | 0.07%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                            | Walgreens Boots Alliance, Inc.                                                                       | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2855051.99   | 0.20%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -373545 | PA      | $-373545.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI CG INC                                          | CPI CG, Inc.                                                                                         | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6348000 | PA      | $6115749.34   | 0.42%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                            | Alterra Mountain Co.                                                                                 | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |    587215 | PA      | $578407.16    | 0.04%             | 2028-08-17      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                    | Vmed O2 UK Financing I plc                                                                           | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $540052.50    | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DURAN INC                                           | Duran, Inc.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    475023 | PA      | $452438.00    | 0.03%             | 2024-03-29      | Variable      | 8.13%                 | No            |                  3 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | Carpenter Technology Corp.                                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $4930420.98   | 0.34%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    652084 | PA      | $636564.79    | 0.04%             | 2025-04-27      | Variable      | 8.95%                 | No            |                  3 | On Loan: No      |
| Ameriprise Financial Inc                            | Ameriprise Financial, Inc.                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1284 | NS      | $426223.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNA                            | Compass Minerals International, Inc.                                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2404726.50   | 0.17%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAI HOLDCO INC                                      | PAI Holdco, Inc.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2812199 | PA      | $2608314.56   | 0.18%             | 2027-10-28      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| COBHAM GROUP HOLDINGS LTD                           | Cobham Ultra SeniorCo SARL                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1750000 | PA      | $1693125.00   | 0.12%             | 2029-08-06      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird A                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   7954850 | PA      | $7477558.70   | 0.52%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MERLIN BUYER INC                                    | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3980000 | PA      | $3718832.40   | 0.26%             | 2028-12-14      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTL INC                               | Tempur Sealy International, Inc.                                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414536.55    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -731017 | PA      | $-731017.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                            | Estee Lauder Companies, Inc.                                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1453 | NS      | $342602.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $2062537.72   | 0.14%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Strategic Credit Fu                      | Blackstone Strategic Credit Fund                                                                     | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |    186741 | NS      | $2057885.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corporation Trust                                                             | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1864401.60   | 0.13%             | 2036-12-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS MIDCO INC                    | Packaging Coordinators Midco, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1773000 | PA      | $1705767.84   | 0.12%             | 2027-11-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                            | United Airlines Class AA Pass Through Trust                                                          | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452195 | PA      | $408995.43    | 0.03%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    183750 | NS      | $3452662.50   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                             | ImageFIRST Holdings LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1086861 | PA      | $1020290.87   | 0.07%             | 2028-04-27      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| ASP DREAM ACQUISITION CO LLC                        | ASP Dream Acquisiton Co. LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2487500 | PA      | $2400437.50   | 0.17%             | 2028-12-15      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Invesco Advantage Municipal In                      | Invesco Advantage Municipal Income Trust II                                                          | CUSIP: 46132E103<br>LEI: DA89O2CSN0WUDR74HM71 | Long             | EC               | RF                | US        |    163240 | NS      | $1457733.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                  | Kraft Heinz Co.                                                                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     10063 | NS      | $395979.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp.                                                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      5265 | NS      | $321533.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YAK HOLDING III LLC                                 | YAK MAT (YAK ACCESS LLC)                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5605000 | PA      | $840750.00    | 0.06%             | 2026-07-10      | Variable      | 13.64%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95164.65     | 0.01%             | 2027-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                         | Jack Henry & Associates, Inc.                                                                        | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1837 | NS      | $347835.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments, Inc.                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2155 | NS      | $388891.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp.                                                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2859 | NS      | $377816.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                           | Ball Corp.                                                                                           | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    875000 | PA      | $695186.72    | 0.05%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                      | Castlelake Aircraft Securitization Trust                                                             | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1884726 | PA      | $1649205.52   | 0.11%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32650000 | PA      | $11108580.02  | 0.77%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                          | Evergy, Inc.                                                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      5244 | NS      | $310497.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                    | Henry Schein, Inc.                                                                                   | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      4925 | NS      | $398531.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology, Inc.                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      6369 | NS      | $367172.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -4497438 | PA      | $-4497438.31  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corp                                            | Fox Corp.                                                                                            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      3433 | NS      | $104775.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy, Inc.                                                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      8478 | NS      | $359891.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                 | Dominion Energy, Inc.                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      4424 | NS      | $270350.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $433904.53    | 0.03%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                 | American Express Co.                                                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2320 | NS      | $365608.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE - A                        | Acropolis Infrastructure Acquisition Corp.                                                           | CUSIP: 005029111<br>LEI: N/A                  | N/A              | DE               |  | US        |     32766 | NS      | $4446.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                           | Tesla, Inc.                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1227 | NS      | $238896.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                            | Prudential Financial, Inc.                                                                           | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598433.85    | 0.04%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US PARENT LP                       | Scientific Games Holdings, LP                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125000 | PA      | $119218.75    | 0.01%             | 2029-04-04      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS (CAYMAN) LP                 | Vector Phoenix Holdings, LP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    121040 | NS      | $28922.61     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1853731 | PA      | $-1853730.63  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                        | Citizens Financial Group, Inc.                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      9593 | NS      | $406551.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDIGO LLC                                         | Syndigo LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4531000 | PA      | $4077900.00   | 0.28%             | 2027-12-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                        | Fortive Corp.                                                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      5572 | NS      | $376388.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                      | American Electric Power Company, Inc.                                                                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3513 | NS      | $340058.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -3677316 | PA      | $-3677316.26  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $268211.13    | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREENWAY HEALTH LLC (DELAWARE)                      | Greenway Health LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    954660 | PA      | $798735.34    | 0.06%             | 2024-02-16      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                               | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        | -45701680 | PA      | $-45701679.55 | -3.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                       | TopBuild Corp.                                                                                       | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320119.42    | 0.02%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                      | Hamilton Projects Acquiror LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2562248 | PA      | $2517255.35   | 0.17%             | 2027-06-17      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                      | BorgWarner, Inc.                                                                                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      9534 | NS      | $405290.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32514 | PA      | $27419.61     | 0.00%             | 2024-04-27      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| PPP INTERMEDIATE HOLDINGS LLC                       | Permian Production Partners LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    367924 | PA      | $366084.86    | 0.03%             | 2025-11-24      | Variable      | 6.04%                 | No            |                  3 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                           | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389637 | PA      | $533335.59    | 0.04%             | 2037-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                | Cengage Learning, Inc.                                                                               | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |   4976000 | PA      | $4720980.00   | 0.33%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                               | CUSIP: 35563CAY4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   3477498 | PA      | $2948692.14   | 0.20%             | 2052-11-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information                       | Fidelity National Information Services, Inc.                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      4004 | NS      | $290610.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                       | Boeing Co.                                                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2335 | NS      | $417684.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                        | Centene Corp.                                                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3999 | NS      | $348112.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                | Vornado Realty Trust                                                                                 | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13176 | NS      | $333221.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp.                                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1391 | NS      | $354899.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza, Inc.                                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       999 | NS      | $388341.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMC HOLDINGS INC                                   | Franklin Energy (KAMC Holdings, Inc.)                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1600500 | PA      | $1288402.50   | 0.09%             | 2026-08-14      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                        | Moody's Corp.                                                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1228 | NS      | $366275.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                           | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959829 | PA      | $594455.30    | 0.04%             | 2047-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                   | Kimco Realty Corp.                                                                                   | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     16714 | NS      | $383084.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                        | Catalent, Inc.                                                                                       | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3811 | NS      | $191045.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $4749675.56   | 0.33%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                     | Kronos Acquisition Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2926440 | PA      | $2772509.52   | 0.19%             | 2026-12-22      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                             | PTC, Inc.                                                                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3066 | NS      | $390025.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                               | ON Semiconductor Corp.                                                                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      5130 | NS      | $385776.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIRCH FOODS HOLDINGS LLC                           | Quirch Foods Holdings LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8824929 | PA      | $8185121.50   | 0.57%             | 2027-10-27      | Variable      | 8.74%                 | No            |                  3 | On Loan: No      |
| Colicity Inc                                        | Colicity, Inc.                                                                                       | CUSIP: 194170106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120524 | NS      | $1211266.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust                       | Citigroup Mortgage Loan Trust                                                                        | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1128629 | PA      | $1097055.68   | 0.08%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BIDFAIR LTD                                         | Sotheby's                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    235642 | PA      | $229406.76    | 0.02%             | 2027-01-15      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp.                                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1417 | NS      | $386543.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                            | Lamb Weston Holdings, Inc.                                                                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      4627 | NS      | $402086.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                         | Exelon Corp.                                                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      8011 | NS      | $331415.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                      | S&P Global, Inc.                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       997 | NS      | $351621.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2052687.00   | 0.14%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                            | KLA Corp.                                                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1026 | NS      | $403371.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        | -19605000 | NC      | $-1397248.06  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                     | Venture XIII CLO Ltd.                                                                                | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $155814.00    | 0.01%             | 2029-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1054573 | PA      | $-1054572.90  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                         | MetLife, Inc.                                                                                        | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   1820000 | NS      | $1652796.60   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA GROUP HOLDINGS LTD                         | Misys Ltd.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2136009 | PA      | $1928239.54   | 0.13%             | 2024-06-13      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |  -1850000 | NC      | $-126593.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet, Inc.                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1742 | NS      | $175924.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices, Inc.                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2380 | NS      | $409145.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STARS JERSEY EQUITYCO LTD                           | Stars UK Bidco Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1007586.49   | 0.07%             | 2029-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -2123546 | PA      | $-2123546.26  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CD&R FIREFLY 4 LTD                                  | CD&R Firefly Bidco Ltd.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   5340000 | PA      | $5842485.98   | 0.40%             | 2025-06-23      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp.                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       686 | NS      | $369925.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                          | Garmin Ltd.                                                                                          | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | US        |      4027 | NS      | $374470.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                      | A O Smith Corp.                                                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      6513 | NS      | $395599.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIC ACQUISITION CORP                                | NIC Acquisition Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1182000 | PA      | $1005929.28   | 0.07%             | 2027-12-29      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                           | Host Hotels & Resorts, Inc.                                                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     20118 | NS      | $381034.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines, Inc.                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     11213 | NS      | $396603.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                          | Fiserv, Inc.                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3456 | NS      | $360668.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNITRACS HOLDINGS LLC                              | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    340070 | PA      | $309994.40    | 0.02%             | 2028-06-02      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                      | Salesforce, Inc.                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2249 | NS      | $360402.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                          | Biogen, Inc.                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1737 | NS      | $530080.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank                                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2850000 | PA      | $2921250.00   | 0.20%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -273000 | NC      | $-5920.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird B Unfunded                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1686882 | PA      | $0.02         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                               | HUB International Ltd.                                                                               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544533.00    | 0.04%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                    | Protective Industrial Products, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1354373 | PA      | $1230217.27   | 0.09%             | 2027-12-29      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GR                            | Cogent Communications Group, Inc.                                                                    | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7312500.00   | 0.51%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa                      | Expeditors International of Washington, Inc.                                                         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      3556 | NS      | $412709.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                 | Arista Networks, Inc.                                                                                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2957 | NS      | $411910.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                             | CNO Financial Group, Inc.                                                                            | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     80000 | NS      | $1448800.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Municipal Trust                             | Invesco Municipal Trust                                                                              | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             | EC               | RF                | US        |    188704 | NS      | $1870056.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2461194 | PA      | $-2461193.80  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | US        |      8223 | NS      | $492639.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                | Regency Centers Corp.                                                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      5901 | NS      | $392003.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 50 Senior Loan Fund                                                                           | CUSIP: 262430AA9<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-O            | CORP              | KY        |   3555000 | PA      | $1434549.15   | 0.10%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences, Inc.                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5635 | NS      | $494922.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                            | Liberty Mutual Group, Inc.                                                                           | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $4277508.00   | 0.30%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1276709 | PA      | $-1276709.06  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1238250.00   | 0.09%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods, Inc.                                                                                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2005020.00   | 0.14%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp.                                                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     10300 | NS      | $377392.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS MARA LTD                                      | Atlas Mara Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |    709271 | PA      | $238314.95    | 0.02%             | 2021-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| BNP Paribas                                         | SPDR S&P 500 ETF Trust                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |       -23 | NC      | $-35569.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                          | FedEx Corp.                                                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1758 | NS      | $320342.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                    | Coca-Cola Co.                                                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      5897 | NS      | $375108.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1082 | NS      | $417814.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WCG PURCHASER CORP                                  | WIRB - Copernicus Group, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3084533 | PA      | $2891749.96   | 0.20%             | 2027-01-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                           | Atlas CC Acquisition Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2095013 | PA      | $1799972.37   | 0.12%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                              | AthenaHealth Group, Inc.                                                                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $5916325.80   | 0.41%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                 | Cardinal Health, Inc.                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      5264 | NS      | $422014.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                          | Ecolab, Inc.                                                                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2131 | NS      | $319287.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                            | NFP Corp.                                                                                            | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3551522.00   | 0.25%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                             | Reinsurance Group of America, Inc.                                                                   | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |    294000 | NS      | $7708680.00   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                         | Charter Next Generation, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3733500 | PA      | $3632583.50   | 0.25%             | 2027-12-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| DHANANI GROUP INC                                   | Dhanani Group, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2986364 | PA      | $2956500.00   | 0.20%             | 2027-06-10      | Variable      | 9.89%                 | No            |                  3 | On Loan: No      |
| Aon PLC                                             | Aon plc                                                                                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |      1259 | NS      | $388124.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen Taxable Municipal Incom                      | Nuveen Taxable Municipal Income Fund                                                                 | CUSIP: 67074C103<br>LEI: CGX4I2YMRMYU5022FW76 | Long             | EC               | RF                | US        |    289790 | NS      | $4694598.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems, Inc.                                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2106 | NS      | $362316.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                            | Central Parent Incorporated / CDK Global Inc                                                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3280981.64   | 0.23%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                              | Home Point Capital, Inc.                                                                             | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   4214000 | PA      | $2539482.69   | 0.18%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                            | Ferrellgas Limited Partnership / Ferrellgas Finance Corp.                                            | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $138000.00    | 0.01%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NM Z PARENT INC                                     | Zep, Inc.                                                                                            | CUSIP: N/A<br>LEI: NU75S1Y8UH3706J5CS61       | Long             | LON              | CORP              | US        |    923618 | PA      | $800083.96    | 0.06%             | 2024-08-12      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                       | Wilton RE Ltd.                                                                                       | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |   7800000 | PA      | $6708234.00   | 0.46%             | N/A             | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| Elevance Health Inc                                 | Elevance Health, Inc.                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       745 | NS      | $397025.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp.                                                                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       813 | NS      | $384044.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1097226 | PA      | $1077146.55   | 0.07%             | 2027-01-29      | Variable      | 9.70%                 | No            |                  3 | On Loan: No      |
| Marriott International Inc/MD                       | Marriott International, Inc.                                                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2264 | NS      | $374352.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                               | Lincoln National Corp.                                                                               | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $1915822.85   | 0.13%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                               | U.S. Secured Overnight Financing Rate                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        | 143900000 | OU      | $-5137871.80  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                             | Extra Space Storage, Inc.                                                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1823 | NS      | $292937.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                   | DXC Technology Co.                                                                                   | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     13621 | NS      | $404135.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works, Inc.                                                                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1781 | NS      | $405124.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER INTERMEDIATE INC                             | Aegion Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2524498 | PA      | $2345687.60   | 0.16%             | 2028-05-17      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems, Inc.                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8034 | NS      | $399450.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Credit Allocation In                      | BlackRock Credit Allocation Income Trust                                                             | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |    184289 | NS      | $1968206.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RECORDED BOOKS INC                                  | Recorded Books, Inc.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    846831 | PA      | $832011.36    | 0.06%             | 2025-08-29      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |      -142 | NC      | $-1551350.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                | Align Technology, Inc.                                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1394 | NS      | $274144.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2333533 | PA      | $-2333532.73  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                             | Booz Allen Hamilton, Inc.                                                                            | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    325000 | PA      | $288154.75    | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                 | Cheniere Corpus Christi Holdings LLC                                                                 | CUSIP: N/A<br>LEI: 549300I7CIEWU1BBLQ53       | Long             | DBT              | CORP              | US        |   6200000 | PA      | $4853236.00   | 0.34%             | 2039-12-31      | Fixed         | 3.52%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -921479 | PA      | $-921479.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                             | Apex Group Treasury LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1450000 | PA      | $1395625.00   | 0.10%             | 2028-07-27      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| NFM & J LLC                                         | NFM & J LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3281097 | PA      | $3204121.76   | 0.22%             | 2027-11-30      | Variable      | 9.82%                 | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Company, Inc.                                                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1111468.50   | 0.08%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1826987 | PA      | $-1826987.05  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | DBT              | CORP              | US        |   1562081 | PA      | $1.56         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EP               | CORP              | US        |       761 | NS      | $888846.66    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| Ares Dynamic Credit Allocation                      | Ares Dynamic Credit Allocation Fund, Inc.                                                            | CUSIP: 04014F102<br>LEI: 549300BZI16VZUT2N044 | Long             | EC               | RF                | US        |     68740 | NS      | $843439.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain, Inc.                                                                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      6661 | NS      | $361892.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes 2022-SFR3 Trust                                                                       | CUSIP: 33768EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $2925462.40   | 0.20%             | 2026-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                      | TeamSystem S.p.A.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |   1700000 | PA      | $1488120.05   | 0.10%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                          | CarMax, Inc.                                                                                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4028 | NS      | $279382.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDO INTERNATIONAL PLC                              | Endo Luxembourg Finance Company I SARL                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1283750 | PA      | $1017371.88   | 0.07%             | 2028-03-27      | Variable      | 13.00%                | No            |                  2 | On Loan: No      |
| AFTERNEXT HEALTHTECH ACQUI-A                        | AfterNext HealthTech Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     35766 | NS      | $4291.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                       | Medtronic plc                                                                                        | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | US        |      4086 | NS      | $322957.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                     | Kronos Acquisition Holdings, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1786500 | PA      | $1694191.55   | 0.12%             | 2026-12-22      | Variable      | 10.51%                | No            |                  2 | On Loan: No      |
| APTTUS CORP                                         | Apttus Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2444062 | PA      | $2281116.85   | 0.16%             | 2028-05-08      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                          | Zoetis, Inc.                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      2236 | NS      | $344657.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS INC                                             | STS Operating, Inc. (SunSource)                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2387666 | PA      | $2273248.88   | 0.16%             | 2024-12-11      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                             | Zebra Technologies Corp.                                                                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1192 | NS      | $322173.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                    | Schlumberger Ltd.                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      9201 | NS      | $474311.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                       | Clorox Co.                                                                                           | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2483 | NS      | $369097.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                            | Bio-Rad Laboratories, Inc.                                                                           | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       721 | NS      | $299005.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                              | Standard Chartered plc                                                                               | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $3197576.53   | 0.22%             | 2025-11-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| iShares Russell 2000 ETF                            | iShares Russell 2000 Index ETF                                                                       | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |    153791 | NS      | $28815819.67  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                      | Laboratory Corporation of America Holdings                                                           | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1544 | NS      | $371640.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital Limited Partnership / GLP Financing II, Inc.                                             | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $987157.50    | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp.                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2894 | NS      | $392513.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT HEALTH LLC                                | Confluent Health LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    186599 | PA      | $166384.67    | 0.01%             | 2028-11-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                     | Gen Digital, Inc.                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     16140 | NS      | $370574.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |    -92000 | NC      | $-784.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC          | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   1029554 | PA      | $710097.77    | 0.05%             | 2028-03-27      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                | TGP Holdings LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    354191 | PA      | $283487.06    | 0.02%             | 2028-06-29      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                          | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468284 | PA      | $375815.50    | 0.03%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MAPS LTD                                            | MAPS Ltd.                                                                                            | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    826490 | PA      | $723899.69    | 0.05%             | 2044-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PLATINUM EQUITIES LLC                               | Pelican Products, Inc.                                                                               | CUSIP: N/A<br>LEI: 5493008CRWH2WFODTF44       | Long             | LON              | CORP              | US        |   1935375 | PA      | $1722483.75   | 0.12%             | 2028-12-29      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets plc                                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5938312.50   | 0.41%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                                  | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $4342278.68   | 0.30%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                        | Mileage Plus Holdings LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3562500 | PA      | $3660468.75   | 0.25%             | 2027-06-21      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                        | Comerica, Inc.                                                                                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4350 | NS      | $312069.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                           | Healthpeak Properties, Inc.                                                                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     13446 | NS      | $353091.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1538012.00   | 0.11%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Celanese Corp                                       | Celanese Corp.                                                                                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      3158 | NS      | $338853.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     19702 | NS      | $370594.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |  -4107061 | PA      | $-4107061.23  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2416121 | PA      | $-2416120.90  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                 | Station Casinos LLC                                                                                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3521238.00   | 0.24%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings, Inc.                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      3209 | NS      | $385400.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                   | Marathon Oil Corp.                                                                                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     13863 | NS      | $424623.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Structured Trust                                                                 | CUSIP: 14856GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1813226 | PA      | $1400825.72   | 0.10%             | 2046-01-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                  | Garden Spinco Corp.                                                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2601024.84   | 0.18%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                                       | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1085 | NS      | $323286.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                                | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800405 | PA      | $690669.63    | 0.05%             | 2042-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot, Inc.                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1227 | NS      | $397535.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                            | Terraform Global Operating, LP                                                                       | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $4917261.15   | 0.34%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2213 | NS      | $393914.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                            | Host Hotels & Resorts, LP                                                                            | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3013185.05   | 0.21%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR Senior Secured Financing DAC                                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $1999696.02   | 0.14%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp.                                                                                       | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1095250.00   | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Debt Strategies Fund                      | BlackRock Debt Strategies Fund, Inc.                                                                 | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             | EC               | RF                | US        |     83425 | NS      | $815062.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                             | O'Reilly Automotive, Inc.                                                                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       510 | NS      | $440915.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                               | Sotheby's/Bidfair Holdings, Inc.                                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2247030.53   | 0.16%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC                                       | FR Refuel LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7942333 | PA      | $7584928.33   | 0.53%             | 2028-11-08      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| NCR CORP                                            | NCR Corp.                                                                                            | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1503500.00   | 0.10%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                    | EPAM Systems, Inc.                                                                                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       851 | NS      | $313661.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                  | BCP V Modular Services Finance II plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   4250000 | PA      | $4278437.52   | 0.30%             | 2028-10-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp.                                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $5857372.75   | 0.41%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                     | Caterpillar, Inc.                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1928 | NS      | $455798.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FT 1 INC                                            | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     45049 | NS      | $436.07       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Norfolk Southern Corp                               | Norfolk Southern Corp.                                                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1472 | NS      | $377568.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet, Inc.                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1559 | NS      | $158160.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR CANADA 2020-2A PTT                              | Air Canada Class A Pass Through Trust                                                                | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4042405 | PA      | $3813154.15   | 0.26%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -1634428 | PA      | $-1634427.51  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                  | American Bath Group LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3694732 | PA      | $3246745.66   | 0.22%             | 2027-11-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS                               | Six Flags Theme Parks, Inc.                                                                          | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    969000 | PA      | $971399.27    | 0.07%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding Ltd.                                                                      | CUSIP: 69702FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1758542.00   | 0.12%             | 2029-05-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3300000 | NS      | $2875125.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| eBay Inc                                            | eBay, Inc.                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      8147 | NS      | $370199.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BREITLING HOLDINGS SARL                             | Breitling Financing SARL                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2800000 | PA      | $2754656.11   | 0.19%             | 2028-10-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li                      | Sapphire Aviation Finance II Ltd.                                                                    | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870268 | PA      | $1093395.89   | 0.08%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                       | Boyne USA, Inc.                                                                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1112400.00   | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                         | Snap-on, Inc.                                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1646 | NS      | $396027.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL TOPCO SARL                                 | TK Elevator Midco GmbH                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    633884 | PA      | $606944.02    | 0.04%             | 2027-07-30      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning B Unfunded                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   1709471 | PA      | $0.02         | 0.00%             | 2037-03-01      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| NA RAIL HOLD CO LLC                                 | NA Rail Hold Co. LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4283372 | PA      | $4235183.66   | 0.29%             | 2026-10-19      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                          | AbbVie, Inc.                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2595 | NS      | $418262.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                            | Prudential Financial, Inc.                                                                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      3730 | NS      | $402951.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                       | Kroger Co.                                                                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      7075 | NS      | $348019.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTON FINCO SARL                                    | Aston FinCo SARL                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1653250 | PA      | $1536150.30   | 0.11%             | 2026-10-09      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                              | Endo Dac / Endo Finance LLC / Endo Finco, Inc.                                                       | CUSIP: 29273DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $25340.00     | 0.00%             | 2027-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                       | KDAC Aviation Finance Ltd.                                                                           | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1233828 | PA      | $950084.64    | 0.07%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp.                                                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1005 | NS      | $383588.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductor N.V.                                                                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | US        |      2179 | NS      | $383155.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                              | CenterPoint Energy, Inc.                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     11199 | NS      | $348400.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RXR Acquisition Corp                                | RXR Acquisition Corp.                                                                                | CUSIP: 74981W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160538 | NS      | $1613406.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                            | Microchip Technology, Inc.                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      5494 | NS      | $435069.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery, Inc.                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     27993 | NS      | $319120.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                      | Charles River Laboratories International, Inc.                                                       | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1682 | NS      | $384454.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INCEPTION HOLDCO SARL                               | Inception Holdco SARL                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2947462 | PA      | $2964048.74   | 0.21%             | 2029-09-26      | Variable      | 5.75%                 | No            |                  3 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                  | BCP V Modular Services Holdings IV Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2000000 | PA      | $1926719.47   | 0.13%             | 2028-12-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                   | Allstate Corp.                                                                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2906 | NS      | $389113.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -5270906 | PA      | $-5270905.87  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | Penn Entertainment, Inc.                                                                             | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4013875.00   | 0.28%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                   | Kinder Morgan, Inc.                                                                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     20028 | NS      | $382935.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings, Inc.                                                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $752083.50    | 0.05%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                         | Corning, Inc.                                                                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     10921 | NS      | $372733.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1074680 | PA      | $-1074679.99  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |   -480472 | PA      | $-480471.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower, LP                                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1719520.00   | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMNITRACS HOLDINGS LLC                              | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |  -1370031 | PA      | $-120234.06   | -0.01%            | 2026-06-04      | Variable      | 0.97%                 | No            |                  3 | On Loan: No      |
| Kyndryl Holdings Inc                                | Kyndryl Holdings, Inc.                                                                               | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |         1 | NS      | $9.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle Global Market Strategies                                                                     | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5500000 | PA      | $4788685.00   | 0.33%             | 2035-04-15      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| TSG ENTERTAINMENT FINANCE LLC TSGE_17-1             | TSGE                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   4975654 | PA      | $4635269.85   | 0.32%             | 2031-09-25      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Northern Trust Corp                                 | Northern Trust Corp.                                                                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      3702 | NS      | $344693.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                       | Service Logic Acquisition, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1824943 | PA      | $1742820.59   | 0.12%             | 2027-10-29      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Companies Incorporated / Safeway Inc / New Albertsons Limited Partnership / Albertsons LL | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95622.00     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -8675752 | PA      | $-8675751.53  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| Pool Corp                                           | Pool Corp.                                                                                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1028 | NS      | $338633.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PS HOLDINGS INDEPENDENT VOTING COMPANY LTD          | Pershing Square Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |   1100000 | PA      | $823933.00    | 0.06%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                           | Caesars Entertainment, Inc.                                                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      7602 | NS      | $386257.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                       | Automatic Data Processing, Inc.                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1506 | NS      | $397794.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.              | Pershing Square Tontine Holdings, Ltd.                                                               | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | N/A              | DE               |  | US        |    115860 | NS      | $11.59        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Gartner Inc                                         | Gartner, Inc.                                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1202 | NS      | $421144.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                              | International Paper Co.                                                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      8777 | NS      | $325802.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                            | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3182500 | PA      | $3166555.68   | 0.22%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                       | Carnival Corp.                                                                                       | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |     35166 | NS      | $349198.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | BNP Paribas                                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Short            | RA               | CORP              | FR        |   -759901 | PA      | $-759900.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                     | Weyerhaeuser Co.                                                                                     | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1187918.04   | 0.08%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings                      | Norwegian Cruise Line Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     25392 | NS      | $417444.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                            | Molson Coors Beverage Co.                                                                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      7040 | NS      | $387974.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                        | Broadcom, Inc.                                                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3204570.64   | 0.22%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                           | Occidental Petroleum Corp.                                                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      5604 | NS      | $389421.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                          | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1111510 | PA      | $490389.39    | 0.03%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                      | Capmark Military Housing Trust                                                                       | CUSIP: 14069BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533695 | PA      | $1436811.23   | 0.10%             | 2052-02-10      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Dover Corp                                          | Dover Corp.                                                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      2836 | NS      | $402570.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                           | Packaging Corporation of America                                                                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2623 | NS      | $356439.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5231250.00   | 0.36%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EQUITY INVESTME                            | American Equity Investment Life Holding Co.                                                          | CUSIP: 025676503<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     46000 | NS      | $999120.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                           | Keysight Technologies, Inc.                                                                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2134 | NS      | $386019.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer                                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $652500.00    | 0.05%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRANCHISE GROUP INC                                 | Franchise Group, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3995519 | PA      | $3840692.84   | 0.27%             | 2026-03-10      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1065674.50   | 0.07%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications, Inc.                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      8633 | NS      | $336514.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                          | Intuit, Inc.                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       817 | NS      | $333001.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                 | Global Payments, Inc.                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2774 | NS      | $287885.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERATON HOLDING CORP                                | Peraton Corp.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4792208 | PA      | $4672402.79   | 0.32%             | 2028-02-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp.                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      8567 | NS      | $387828.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITECORE HOLDING III A/S                            | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    741338 | PA      | $764962.52    | 0.05%             | 2026-03-12      | Variable      | 7.99%                 | No            |                  3 | On Loan: No      |
| TITAN PARENT NEW ZEALAND LTD                        | Titan AcquisitionCo New Zealand Ltd. (Trade Me)                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NZ        |    447750 | PA      | $427229.62    | 0.03%             | 2028-10-18      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| BRUIN E&P PARTNERS LLC                              | Bruin E&P Partnership Units                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     40617 | NS      | $909.82       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1645504 | PA      | $-1645504.08  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2896536 | PA      | $-2896536.08  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| EIF CHANNELVIEW HOLDINGS II LLC                     | EIF Channelview Cogeneration LLC                                                                     | CUSIP: N/A<br>LEI: 549300IBZIX0M6W75Q58       | Long             | LON              | CORP              | US        |    229405 | PA      | $228473.28    | 0.02%             | 2025-05-03      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital Limited Partnership / GLP Financing II, Inc.                                             | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2566340.76   | 0.18%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                          | Applebee's Funding LLC / IHOP Funding LLC                                                            | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7375500 | PA      | $6980261.71   | 0.48%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                          | Kellogg Co.                                                                                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      5104 | NS      | $372336.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Company, Inc.                                                            | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |   7717000 | PA      | $7112604.56   | 0.49%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                        | Hunt Companies, Inc.                                                                                 | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $6075129.76   | 0.42%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                       | Intercontinental Exchange, Inc.                                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3557 | NS      | $385258.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABG INTERMEDIATE HOLDINGS 2 LLC                     | Authentic Brands                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1189703 | PA      | $1178305.82   | 0.08%             | 2024-09-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                         | Equifax, Inc.                                                                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1866 | NS      | $368292.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                                     | TripAdvisor, Inc.                                                                                    | CUSIP: 896945AA0<br>LEI: 549300XVG45PT5BART17 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1555496.57   | 0.11%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                         | GrafTech Finance, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    675000 | PA      | $658968.75    | 0.05%             | 2025-02-12      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                      | Globe Life, Inc.                                                                                     | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |     11000 | NS      | $203170.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                         | Outcomes Group Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    450000 | PA      | $427500.00    | 0.03%             | 2026-10-26      | Variable      | 12.05%                | No            |                  3 | On Loan: No      |
| ATLANTIC AVIATION HOLDINGS CORP                     | Atlantic Aviation                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2200000 | PA      | $2184886.00   | 0.15%             | 2028-09-22      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   4000000 | NS      | $3337500.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                    | VB-S1 Issuer LLC - VBTEL                                                                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $6499415.20   | 0.45%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                      | Sprite Ltd.                                                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14545440 | PA      | $12474722.07  | 0.86%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1750000 | NS      | $1516298.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp.                                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2534 | NS      | $428828.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Home & Security                      | Fortune Brands Home & Security, Inc.                                                                 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      5670 | NS      | $370477.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLIGHT BIDCO INC                                    | Flight Bidco, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    434171 | PA      | $399845.31    | 0.03%             | 2025-07-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4, LP                                                                                         | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5260000 | PA      | $4255797.62   | 0.29%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                              | Motorola Solutions, Inc.                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1470 | NS      | $400134.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -4652292 | PA      | $-4652291.85  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BESSEL CAPITAL SARL                                 | Castor S.p.A.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |   2300000 | PA      | $2323191.75   | 0.16%             | 2029-02-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1951567 | PA      | $-1951566.77  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                             | Park River Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    138526 | PA      | $119997.83    | 0.01%             | 2027-12-28      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co.                                                                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      3194 | NS      | $312596.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan, Inc.                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     11317 | NS      | $450416.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus                      | Federal Realty Investment Trust                                                                      | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      3534 | NS      | $392627.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                           | Hess Corp.                                                                                           | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1493795.12   | 0.10%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4228438 | PA      | $4036857.22   | 0.28%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUCK ACQUISITION INC                               | Truck Hero, Inc.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3940000 | PA      | $3321420.00   | 0.23%             | 2028-01-31      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                               | HUB International Ltd.                                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2189073.90   | 0.15%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                    | HealthEquity, Inc.                                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1357955.00   | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                           | ANSYS, Inc.                                                                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      1421 | NS      | $361360.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2019-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3524131 | PA      | $1619489.33   | 0.11%             | 2039-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                        | Nordson Corp.                                                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1570 | NS      | $371289.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS HOME & SE                            | Fortune Brands Home & Security, Inc.                                                                 | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   4134000 | PA      | $3063381.85   | 0.21%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WRENCH GROUP LLC                                    | Wrench Group LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1768224 | PA      | $1704125.93   | 0.12%             | 2026-04-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                       | Welltower, Inc.                                                                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      4721 | NS      | $335332.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Capital LLC                                   | Sonic Capital LLC                                                                                    | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221875 | PA      | $1080902.39   | 0.07%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $882000.00    | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                               | Molina Healthcare, Inc.                                                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1056 | NS      | $355629.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL TOPCO SARL                                 | Vertical Midco GmbH                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |    100000 | PA      | $91475.61     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nuveen AMT-Free Municipal Cred                      | Nuveen AMT-Free Municipal Credit Income Fund                                                         | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             | EC               | RF                | US        |    292391 | NS      | $3707517.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                 | PayPal Holdings, Inc.                                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      3823 | NS      | $299761.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Treman Park CLO Ltd                                 | Treman Park CLO Ltd.                                                                                 | CUSIP: 89473MAD4<br>LEI: 549300E4DX3Q8L455K94 | Long             | ABS-O            | CORP              | KY        |    814751 | PA      | $53382.50     | 0.00%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                       | Huntington Ingalls Industries, Inc.                                                                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1563 | NS      | $362553.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |  -1057675 | PA      | $-30778.35    | -0.00%            | 2026-11-25      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Hologic Inc                                         | Hologic, Inc.                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      5302 | NS      | $403800.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        | -11623000 | NC      | $-56999.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                           | Atlas CC Acquisition Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    426104 | PA      | $366096.08    | 0.03%             | 2028-05-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                        | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1592937.50   | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp., New York Branch          | BMO Capital Markets Corp.                                                                            | CUSIP: N/A<br>LEI: RUC0QBLBRPRCU4W1NE59       | Short            | RA               | CORP              | US        |  -2788758 | PA      | $-2788758.28  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| NORANDA ALUMINUM HOLDING CORP                       | Noranda Aluminum Acquisition Corp.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    463989 | PA      | $46.40        | 0.00%             | 2019-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nuveen AMT-Free Quality Munici                      | Nuveen AMT-Free Quality Municipal Income Fund                                                        | CUSIP: 670657105<br>LEI: 549300OTYQOOXS64NI63 | Long             | EC               | RF                | US        |     32289 | NS      | $375198.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes CLO Ltd                                 | Great Lakes CLO Ltd.                                                                                 | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-O            | CORP              | KY        |   1153846 | PA      | $423997.21    | 0.03%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE, Inc.                                                                                   | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1051353.64   | 0.07%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                             | PartnerRe Finance B LLC                                                                              | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    950000 | PA      | $788500.00    | 0.05%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1849892 | PA      | $-1849892.34  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA MIDCO SARL                                    | Nidda Healthcare Holding GmbH                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |    175000 | PA      | $170072.43    | 0.01%             | 2024-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -2972099 | PA      | $-2972099.17  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                            | Greystar Real Estate Partners LLC                                                                    | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582816.00    | 0.04%             | 2025-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLIGHT BIDCO INC                                    | Flight Bidco, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3715000 | PA      | $3352787.50   | 0.23%             | 2026-07-23      | Variable      | 11.57%                | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                 | Quanta Services, Inc.                                                                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2507 | NS      | $375749.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     26000 | NS      | $459940.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services, Inc.                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3546 | NS      | $463994.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $2107838.25   | 0.15%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                        | Broadcom, Inc.                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       702 | NS      | $386823.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp.                                                                                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879410.00    | 0.06%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ILPEA PARENT INC                                    | ILPEA Parent, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2285788 | PA      | $2125782.73   | 0.15%             | 2028-06-22      | Variable      | 8.58%                 | No            |                  3 | On Loan: No      |
| MINERVA PARENT LIMITED                              | Minerva Bidco Ltd.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2000000 | PA      | $2218337.45   | 0.15%             | 2025-07-30      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway, Inc.                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1283 | NS      | $408763.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALOG INTERMEDIATE INC                            | Cambrex Corp.                                                                                        | CUSIP: N/A<br>LEI: 4Q9DLX2VIFGJMOYJ4Y35       | Long             | LON              | CORP              | US        |   3252800 | PA      | $3152158.49   | 0.22%             | 2026-12-04      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $603750.00    | 0.04%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VECTOR WP HOLDCO INC                                | Vector WP Holdco, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3091638 | PA      | $2998888.38   | 0.21%             | 2028-10-12      | Variable      | 9.00%                 | No            |                  3 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1701000.00   | 0.12%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                           | Teledyne Technologies, Inc.                                                                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       948 | NS      | $398254.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                            | Agilent Technologies, Inc.                                                                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2673 | NS      | $414261.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                         | Cummins, Inc.                                                                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1684 | NS      | $422953.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries, Inc.                                                                            | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $843303.56    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -1678412 | PA      | $-1678411.86  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                   | General Mills, Inc.                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      4846 | NS      | $413363.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |  -3945469 | PA      | $-3945468.73  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                               | Lincoln National Corp.                                                                               | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |   7200000 | NS      | $7560000.00   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1788196 | PA      | $1696357.69   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                        | JELD-WEN, Inc.                                                                                       | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1269000.00   | 0.09%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                          | CF Industries Holdings, Inc.                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3548 | NS      | $383858.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                          | Ciena Corp.                                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1803312.50   | 0.12%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia                                                                                  | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2211527.63   | 0.15%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Oppo                      | Western Asset High Income Opportunity Fund, Inc.                                                     | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             | EC               | RF                | US        |    160170 | NS      | $650290.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1843126 | PA      | $-1843125.99  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                 | Boxer Parent Company, Inc.                                                                           | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2499000.00   | 0.17%             | 2025-10-02      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                  | Realty Income Corp.                                                                                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      5502 | NS      | $347011.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                | Las Vegas Sands Corp.                                                                                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      9638 | NS      | $451443.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |  -2891361 | PA      | $-2891361.14  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                          | Nucor Corp.                                                                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2563 | NS      | $384321.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT INFRASTRUCTURE FUND                             | Osmose Utility Services, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $282267.00    | 0.02%             | 2028-06-23      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp.                                                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      3115 | NS      | $374423.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1357856.15   | 0.09%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                                    | CPM Holdings, Inc.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    410572 | PA      | $403132.04    | 0.03%             | 2025-11-17      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                 | Emerson Electric Co.                                                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      4331 | NS      | $414779.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RXR REALTY LLC                                      | RXR Realty LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4038048.00   | 0.28%             | 2025-07-17      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Seagate Technology Holdings PL                      | Seagate Technology Holdings plc                                                                      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |      5303 | NS      | $280899.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                        | ADT Security Corp.                                                                                   | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $916450.50    | 0.06%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1804138 | PA      | $1713270.55   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                               | ITRAXX.EUR.38.V1                                                                                     | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DCR              |  | US        | -28000000 | OU      | $-116511.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUXEY HOLDCO LTD                                    | Alexander Mann                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1150000 | PA      | $1310205.56   | 0.09%             | 2025-06-16      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| IFF                                                 | International Flavors & Fragrances, Inc.                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3197 | NS      | $338306.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                               | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                                  | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1340625.00   | 0.09%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1640233 | PA      | $-1640233.42  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                   | Newmark Group, Inc.                                                                                  | CUSIP: 65158NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1446331.50   | 0.10%             | 2023-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                           | Sotheby's                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |   4899000 | PA      | $4771601.51   | 0.33%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain, Inc.                                                                                  | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $5742021.35   | 0.40%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1913000 | PA      | $1213143.30   | 0.08%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.                          | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1539259.47   | 0.11%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENPRO INDUSTRIES INC                                | EnPro Industries, Inc.                                                                               | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111692.60    | 0.01%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                      | Carrington Mortgage Loan Trust Series                                                                | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4369159 | PA      | $3637159.94   | 0.25%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                            | National Life Insurance Co.                                                                          | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $4525551.27   | 0.31%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SITECORE HOLDING III A/S                            | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    481413 | PA      | $476685.49    | 0.03%             | 2026-03-12      | Variable      | 10.27%                | No            |                  3 | On Loan: No      |
| OMNITRACS HOLDINGS LLC                              | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   5029969 | PA      | $4588538.67   | 0.32%             | 2026-06-04      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| Activision Blizzard Inc                             | Activision Blizzard, Inc.                                                                            | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      4684 | NS      | $346381.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1328399.86   | 0.09%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                            | Secretariat Advisors LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3771500 | PA      | $3601782.50   | 0.25%             | 2028-12-29      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| AUXEY HOLDCO LTD                                    | Alexander Mann                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    493421 | PA      | $570965.77    | 0.04%             | 2024-12-16      | Variable      | 6.21%                 | No            |                  3 | On Loan: No      |
| Chipotle Mexican Grill Inc                          | Chipotle Mexican Grill, Inc.                                                                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $346542.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                           | Block, Inc.                                                                                          | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2279100.00   | 0.16%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                             | OHA Credit Partners IX Ltd.                                                                          | CUSIP: 67105VAQ7<br>LEI: 549300WS1N2FZ02EYH25 | Long             | ABS-O            | CORP              | KY        |    602740 | PA      | $663.01       | 0.00%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands, Inc.                                                                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1491 | NS      | $383708.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                            | Digital Realty Trust, Inc.                                                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2945 | NS      | $331194.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIFM CA BUYER INC                                   | BGIS (BIFM CA Buyer, Inc.)                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |   2670398 | PA      | $2551912.19   | 0.18%             | 2026-06-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                          | USI, Inc.                                                                                            | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147016.62    | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1225590 | PA      | $-1225590.24  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARENTZ MIDCO BV                                    | Barentz Midco BV                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   3242681 | PA      | $3096760.65   | 0.21%             | 2027-11-30      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                         | Paychex, Inc.                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2901 | NS      | $359811.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHTOWER HOLDING LLC                               | HighTower Holding LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3483086 | PA      | $3247977.38   | 0.22%             | 2028-04-21      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| DP HOLDCO LP                                        | Duff & Phelps                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1955000 | PA      | $1844679.34   | 0.13%             | 2027-04-09      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding LIII Ltd.                                                                       | CUSIP: 558201AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  18500000 | PA      | $16025218.00  | 1.11%             | 2035-04-21      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                       | CME Group, Inc.                                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1824 | NS      | $321936.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1049511 | PA      | $1030304.28   | 0.07%             | 2027-01-29      | Variable      | 9.70%                 | No            |                  3 | On Loan: No      |
| Diamondback Energy Inc                              | Diamondback Energy, Inc.                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      2706 | NS      | $400542.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                | Wabash National Corp.                                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3466872.92   | 0.24%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORT BENNING FAM                                    | Fort Benning Family Communities LLC                                                                  | CUSIP: 346845AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700068 | PA      | $643271.75    | 0.04%             | 2051-01-15      | Fixed         | 6.09%                 | No            |                  3 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                        | KKR Core Holding Company LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   2849642 | PA      | $2468559.52   | 0.17%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| FT 1 INC                                            | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     45049 | NS      | $1328.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IQVIA Holdings Inc                                  | IQVIA Holdings, Inc.                                                                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1648 | NS      | $359296.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1053294 | PA      | $-1053294.49  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                        | LyondellBasell Industries N.V.                                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      4333 | NS      | $368348.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                             | Reinsurance Group of America, Inc.                                                                   | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $856197.71    | 0.06%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow, Inc.                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       781 | NS      | $325130.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp.                                                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      1406 | NS      | $311077.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHM GROUP TOPCO OY                                  | PHM Group Holding Oy                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FI        |   1400000 | PA      | $1240100.04   | 0.09%             | 2026-06-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                   | Brown-Forman Corp.                                                                                   | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      5007 | NS      | $365611.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITECORE HOLDING III A/S                            | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    604260 | PA      | $598326.75    | 0.04%             | 2026-03-12      | Variable      | 10.27%                | No            |                  3 | On Loan: No      |
| Seligman Municipal Series Trus                      | Seligman Municipal Series Trust Florida Fund                                                         | CUSIP: 816351506<br>LEI: N/A                  | Long             | EC               | RF                | US        |       660 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                            | MI Windows And Doors LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    613365 | PA      | $603397.82    | 0.04%             | 2027-12-18      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co.                                                                              | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1321600.00   | 0.09%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                              | Williams Scotsman International, Inc.                                                                | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3341310.00   | 0.23%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                        | Fortinet, Inc.                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      6834 | NS      | $363295.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONE STAR CAPITAL INVESTMENTS SARL                  | LSF11 Skyscraper HoldCo SARL                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1526895 | PA      | $1488722.46   | 0.10%             | 2027-09-29      | Variable      | 7.17%                 | No            |                  3 | On Loan: No      |
| Invesco QQQ Trust Series 1                          | Invesco QQQ Trust Series                                                                             | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |     98855 | NS      | $29000102.80  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                       | Live Nation Entertainment, Inc.                                                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      3944 | NS      | $286965.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                 | Electronic Arts, Inc.                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2844 | NS      | $371938.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                           | Boeing Co.                                                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $8868468.54   | 0.61%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower, LP                                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4238000.00   | 0.29%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co.                                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1634000.00   | 0.11%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                             | Becton Dickinson and Co.                                                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1399 | NS      | $348826.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                       | Principal Financial Group, Inc.                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      4699 | NS      | $421406.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORT KNOX MILITARY HOUS                             | Fort Knox Military Housing Privatization Project                                                     | CUSIP: 347508AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1853646 | PA      | $1794199.38   | 0.12%             | 2052-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp.                                                                                       | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2263950.00   | 0.16%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1251124 | PA      | $-1251124.38  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -2593289 | PA      | $-2593289.22  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGIC ACQUIRECO INC                                 | Michaels Stores, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300H9LWMBP7HYLR98       | Long             | LON              | CORP              | US        |   2214042 | PA      | $1668524.33   | 0.12%             | 2028-04-14      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                  | Royalty Pharma plc                                                                                   | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $1405167.69   | 0.10%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                        | Pioneer Natural Resources Co.                                                                        | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1525 | NS      | $359884.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                            | Cheplapharm Arzneimittel GmbH                                                                        | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   6945000 | PA      | $5771910.26   | 0.40%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONFLUENT HEALTH LLC                                | Confluent Health LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1801566 | PA      | $1606402.69   | 0.11%             | 2028-11-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| AfterNext HealthTech Acquisiti                      | AfterNext HealthTech Acquisition Corp.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    107300 | NS      | $1068708.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAA Home Equity Trust                              | GSAA Home Equity Trust                                                                               | CUSIP: 362256AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2036-10-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                       | DTE Energy Co.                                                                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2715 | NS      | $314967.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AESF VI VERDI                                       | Aesf Vi Verdi, LP                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    708462 | PA      | $737883.23    | 0.05%             | 2024-11-25      | Variable      | 2.15%                 | No            |                  3 | On Loan: No      |
| CARE BIDCO SAS                                      | Care BidCo                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | FR        |  -1000000 | PA      | $-0.01        | -0.00%            | 2028-05-04      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| Moderna Inc                                         | Moderna, Inc.                                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2585 | NS      | $454727.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FT 1 INC                                            | Targus Inc                                                                                           | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |     45049 | NS      | $4.50         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Southern Co/The                                     | Southern Co.                                                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4626 | NS      | $312902.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                   | DISH Network Corp.                                                                                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     18940 | NS      | $303987.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        | -13154955 | PA      | $-13154955.29 | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |  -1422130 | PA      | $-1422129.85  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                         | Royal Caribbean Cruises Ltd.                                                                         | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      7772 | NS      | $465775.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PARENT INC                                  | CDK Global, Inc.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2500000 | PA      | $2467900.00   | 0.17%             | 2029-07-06      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Company, Inc.                            | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3619890.00   | 0.25%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                               | Boston Properties, Inc.                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      4257 | NS      | $306844.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                         | Discover Financial Services                                                                          | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3588 | NS      | $388795.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                      | Public Storage                                                                                       | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     16400 | NS      | $291428.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -4441072 | PA      | $-4441072.12  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp.                                                                                 | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   3000000 | NS      | $2948700.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DCG ACQUISITION CORP                                | DCG Acquisition Corp.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1943500 | PA      | $1865759.72   | 0.13%             | 2026-09-30      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| DYNASTY PARENT HOLDINGS LP                          | StandardAero                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    932692 | PA      | $895188.75    | 0.06%             | 2026-04-06      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                | Aramark Services, Inc.                                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102868.70    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Guggenheim Strategic Opportunities Fund

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO