# EDGAR Filing Document

**Accession Number:** 0001380936
**File Stem:** 0000913181-26-000019
**Filing Date:** 2026-1
**Character Count:** 717506
**Document Hash:** 6b099d1b4e5a4f8d2dfa35c4212486e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000913181-26-000019.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0000913181-26-000019

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GUGGENHEIM STRATEGIC OPPORTUNITIES FUND
- **CENTRAL INDEX KEY:** 0001380936

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21982
- **FILM NUMBER:** 26569071

**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:** 2026-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2738377678.01

**Total Liabilities:** $427213049.78

**Net Assets:** $2311164628.23

**Delayed Delivery Securities:** $72672670.07

**Cash Not Reported:** $40281590.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 20740.63648060 | **1-Year:** 60544.43054310 | **5-Year:** 92809.11481490 | **10-Year:** 97665.65498610 | **30-Year:** 122010.43584530

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

- **3-Month:** 69174.92076450 | **1-Year:** 75410.61391830 | **5-Year:** 174358.85029300 | **10-Year:** 37591.98809240 | **30-Year:** 42196.84003080

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.93%                | 1.59%                | 0.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-751488.53              | $10025974.31                               |
| Month 2  | $64517.01                | $-6896341.52                               |
| Month 3  | $195483.29               | $2716635.49                                |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                | Title                                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AASET 2019-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     696304 | PA      | $687252.11    | 0.03%             | 2039-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                           | Aflac, Inc.                                                                                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        163 | NS      | $17980.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                        | ADT Security Corp.                                                                                   | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1021600.65   | 0.04%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                        | AGL CLO 17 Ltd.                                                                                      | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1417431.75   | 0.06%             | 2035-01-21      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                        | AES Corp.                                                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       6391 | NS      | $89857.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      81000 | PA      | $71120.32     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1154002.30   | 0.05%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    4092000 | PA      | $4383587.74   | 0.19%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE, Inc.                                                                                   | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1203729.48   | 0.05%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE, Inc.                                                                                   | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $388665.24    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT Ltd.                                                                                           | CUSIP: 00193DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1294770.10   | 0.06%             | 2030-01-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                            | AT&T, Inc.                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       3359 | NS      | $87401.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Securitization                                  | A10 Permanent Asset Financing LLC                                                                    | CUSIP: 00216AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $206135.18    | 0.01%             | 2051-06-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                          | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     814687 | PA      | $806450.28    | 0.03%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                          | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     435054 | PA      | $419268.10    | 0.02%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3085631 | PA      | $2924581.94   | 0.13%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3291288 | PA      | $3136220.06   | 0.14%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        135 | NS      | $17401.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                          | AbbVie, Inc.                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         83 | NS      | $18899.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2331716.40   | 0.10%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2292903.00   | 0.10%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | 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      | $7027116.04   | 0.30%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                           | Adobe, Inc.                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |         50 | NS      | $16006.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                          | Advanced Micro Devices, Inc.                                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        110 | NS      | $23928.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                                  | Osaic Holdings, Inc.                                                                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517852.00    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                            | Agilent Technologies, Inc.                                                                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        141 | NS      | $21643.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AHG FUNDING 2024A                                   | Akso Health Group                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    1984917 | PA      | $2066224.49   | 0.09%             | 2044-12-31      | Fixed         | 7.27%                 | No            |                  3 | On Loan: No      |
| AHG FUNDING 2024A                                   | Akso Health Group                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $100.00       | 0.00%             | 2026-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    2900000 | PA      | $2070553.79   | 0.09%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     825000 | PA      | $820546.82    | 0.04%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                          | Airbnb, Inc.                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        142 | NS      | $16612.58     | 0.00%             |  |  |  | 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        |    2277429 | PA      | $2331974.61   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                      | Air Products and Chemicals, Inc.                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         61 | NS      | $15924.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                             | Akamai Technologies, Inc.                                                                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        228 | NS      | $20410.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                      | Albemarle Corp.                                                                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        219 | NS      | $28467.81     | 0.00%             |  |  |  | No            |                  1 | 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      | $100155.50    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                            | Albion Financing 1 SARL / Aggreko Holdings, Inc.                                                     | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1550000 | PA      | $1611153.70   | 0.07%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     875000 | PA      | $957290.82    | 0.04%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                             | Alexander Funding Trust II                                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2081461.98   | 0.09%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                      | Alexandria Real Estate Equities, Inc.                                                                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        209 | NS      | $11217.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                | Align Technology, Inc.                                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        132 | NS      | $19429.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aligned Data Centers Issuer LL                      | Aligned Data Centers Issuer LLC                                                                      | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1467507.30   | 0.06%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                 | Alliant Energy Corp.                                                                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       1282 | NS      | $89060.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                          | Allianz SE                                                                                           | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    5400000 | PA      | $5601744.00   | 0.24%             | N/A             | Variable      | 6.55%                 | No            |                  2 | 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      | $715067.43    | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer                                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $356389.60    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer                                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $441570.75    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer                                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3670075.20   | 0.16%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                            | Allison Transmission, Inc.                                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1025845.70   | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                   | Allstate Corp.                                                                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        435 | NS      | $92646.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                            | Allwyn Entertainment Financing UK plc                                                                | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    3353000 | PA      | $3465734.57   | 0.15%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet, Inc.                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         33 | NS      | $10563.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet, Inc.                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         41 | NS      | $13127.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1001130 | PA      | $1027472.84   | 0.04%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2329552 | PA      | $2266489.21   | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    6295567 | PA      | $6136379.62   | 0.27%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                    | Altria Group, Inc.                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       1450 | NS      | $85564.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                    | Altria Group, Inc.                                                                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4319778.48   | 0.19%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                     | Alumina Pty Ltd.                                                                                     | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    2850000 | PA      | $2966981.10   | 0.13%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com, Inc.                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         76 | NS      | $17724.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                         | Ameren Corp.                                                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        176 | NS      | $18717.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                      | American Electric Power Company, Inc.                                                                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |        719 | NS      | $88990.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP                             | American National Group, Inc.                                                                        | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      88000 | NS      | $2239600.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                             | American National Group, Inc.                                                                        | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5281106.25   | 0.23%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                 | American Express Co.                                                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         54 | NS      | $19724.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                            | American Financial Group, Inc.                                                                       | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     100000 | NS      | $1736000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                      | American International Group, Inc.                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       1060 | NS      | $80729.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp.                                                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        465 | NS      | $84290.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                         | American Water Works Company, Inc.                                                                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        126 | NS      | $16388.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICO LIFE INC                                    | Americo Life, Inc.                                                                                   | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    3511000 | PA      | $3197596.66   | 0.14%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                            | AmeriTex HoldCo Intermediate LLC                                                                     | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4465020.25   | 0.19%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                         | Cencora, Inc.                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         59 | NS      | $21766.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                            | Ameriprise Financial, Inc.                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        184 | NS      | $83856.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                          | AMETEK, Inc.                                                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         93 | NS      | $18403.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMFAM HOLDINGS INC                                  | AmFam Holdings, Inc.                                                                                 | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $4874220.36   | 0.21%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                           | Amgen, Inc.                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        289 | NS      | $99837.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                       | Amphenol Corp.                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        147 | NS      | $20712.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES                                   | Amsted Industries, Inc.                                                                              | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     950000 | PA      | $937018.44    | 0.04%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                   | Amsted Industries, Inc.                                                                              | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517285.00    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices, Inc.                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         71 | NS      | $18839.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchorage Credit Funding Ltd.                       | Anchorage Credit Funding 4 Ltd.                                                                      | CUSIP: 03329TAL8<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $921251.60    | 0.04%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                 | Elevance Health, Inc.                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         57 | NS      | $19280.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                            | APA Corp.                                                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       3793 | NS      | $94711.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                        | Apollo Global Management, Inc.                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        131 | NS      | $17272.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                           | Apple, Inc.                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         77 | NS      | $21471.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials, Inc.                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        107 | NS      | $26990.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                       | AppLovin Corp.                                                                                       | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         31 | NS      | $18583.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                                | Aramark Services, Inc.                                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110065.67    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                              | Arch Capital Group Ltd.                                                                              | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      38000 | NS      | $650180.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co.                                                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       1405 | NS      | $85339.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                          | Arcosa, Inc.                                                                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     350000 | PA      | $343013.55    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | 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      | $2140701.08   | 0.09%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                  | Ardonagh Finco Ltd.                                                                                  | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     850000 | PA      | $888681.80    | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                        | Ares CLO Ltd.                                                                                        | CUSIP: 03990LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3600000 | PA      | $3008880.00   | 0.13%             | 2038-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                              | Ares Finance Company IV LLC                                                                          | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4100000 | PA      | $2884216.26   | 0.12%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                         | Ares Direct Lending CLO 6 LLC                                                                        | CUSIP: 039960AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5280088.43   | 0.23%             | 2037-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                        | Ares Loan Funding V Ltd.                                                                             | CUSIP: 04020PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    4000000 | PA      | $4046486.40   | 0.18%             | 2037-07-27      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                         | Ares Direct Lending CLO 2 LLC                                                                        | CUSIP: 04021CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4800000 | PA      | $4787863.68   | 0.21%             | 2036-10-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                 | Arista Networks, Inc.                                                                                | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        116 | NS      | $15158.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                              | Arsenal AIC Parent LLC                                                                               | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1646311.81   | 0.07%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                        | Assurant, Inc.                                                                                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         84 | NS      | $19165.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                        | Assurant, Inc.                                                                                       | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      58000 | NS      | $1146080.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURANT INC                                        | Assurant, Inc.                                                                                       | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412280.46    | 0.02%             | 2048-03-27      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T MOBILITY II LLC                                | AT&T Mobility II LLC                                                                                 | CUSIP: 04651L305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      10000 | NS      | $10240136.72  | 0.44%             |  |  |  | No            |                  3 | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp.                                                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        107 | NS      | $18871.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                        | Autodesk, Inc.                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         54 | NS      | $16380.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                       | Automatic Data Processing, Inc.                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         60 | NS      | $15318.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                        | AutoZone, Inc.                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          4 | NS      | $15817.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                           | AvalonBay Communities, Inc.                                                                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        477 | NS      | $86785.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding, Inc.                                                                                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     925000 | PA      | $882847.47    | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                 | Avery Dennison Corp.                                                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        106 | NS      | $18271.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                 | Axon Enterprise, Inc.                                                                                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         23 | NS      | $12423.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets plc                                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5631929.61   | 0.24%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets plc                                                                               | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1025000 | PA      | $1057104.03   | 0.05%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                         | BXHPP Trust                                                                                          | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $4966838.89   | 0.21%             | 2036-08-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust                                                                         | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3626324 | PA      | $3624077.16   | 0.16%             | 2036-09-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust                                                                                             | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2749989.00   | 0.12%             | 2038-05-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust                                                                                             | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5172419.20   | 0.22%             | 2041-06-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                      | Babson CLO Ltd.                                                                                      | CUSIP: 05618HAE5<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $300.00       | 0.00%             | 2025-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                     | Baker Hughes Co.                                                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        373 | NS      | $18724.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                           | Ball Corp.                                                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        350 | NS      | $17335.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ballyrock Ltd                                       | Ballyrock CLO 1 Ltd.                                                                                 | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-O            | CORP              | KY        |    1350000 | PA      | $1350266.63   | 0.06%             | 2032-07-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp.                                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        349 | NS      | $18723.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    1000000 | NS      | $1002329.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    2650000 | NS      | $2612767.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     275000 | NS      | $4941750.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      26000 | NS      | $440960.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    1400000 | NS      | $1415661.80   | 0.06%             |  |  |  | No            |                  2 | 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        |        168 | NS      | $18832.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                              | Bank of New York Mellon Corp.                                                                        | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    5340000 | NS      | $5408880.66   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia                                                                                  | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2150000 | PA      | $2279539.65   | 0.10%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Companies, Inc.                                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    8025000 | PA      | $7262587.84   | 0.31%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                            | Baxter International, Inc.                                                                           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        731 | NS      | $13698.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayard Park CLO, Ltd                                | Bayard Park CLO Ltd.                                                                                 | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $681700.00    | 0.03%             | 2038-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                               | Becton Dickinson & Co.                                                                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         93 | NS      | $18043.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA                                         | Bell Telephone Company of Canada or Bell Canada                                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    6550000 | PA      | $6798572.50   | 0.29%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                            | Belrose Funding Trust II                                                                             | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3285820.91   | 0.14%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                    | W R Berkley Corp.                                                                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        243 | NS      | $18878.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION                            | W R Berkley Corp.                                                                                    | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     126000 | NS      | $2116800.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                            | W R Berkley Corp.                                                                                    | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      36800 | NS      | $631016.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway, Inc.                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         36 | NS      | $18497.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                     | Best Buy Company, Inc.                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        229 | NS      | $18155.12     | 0.00%             |  |  |  | No            |                  1 | 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        |     458577 | PA      | $456267.10    | 0.02%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Biogen Inc                                          | Biogen, Inc.                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        123 | NS      | $22397.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                     | Bio-Techne Corp.                                                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        344 | NS      | $22191.44     | 0.00%             |  |  |  | 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      | $2023493.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Strategic Credit 20                      | Blackstone Strategic Credit Fund                                                                     | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |     186741 | NS      | $2212880.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                      | Blackstone, Inc.                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |         98 | NS      | $14349.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                       | Blackrock, Inc.                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         16 | NS      | $16756.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Stream Issuer, LLC                             | Blue Stream Issuer LLC                                                                               | CUSIP: 09606BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1016196.30   | 0.04%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                       | Boeing Co.                                                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         77 | NS      | $14553.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings, Inc.                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          3 | NS      | $14744.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc                                             | BXP, Inc.                                                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       1197 | NS      | $86614.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp.                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        166 | NS      | $16862.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYNE USA INC                                       | Boyne USA, Inc.                                                                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1230109.13   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                 | Brant Point CLO Ltd.                                                                                 | CUSIP: 10548BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $839800.00    | 0.04%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                 | Brant Point CLO Ltd.                                                                                 | CUSIP: 10548TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3050000 | PA      | $2351031.50   | 0.10%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                      | BRAVO Residential Funding Trust                                                                      | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1183049 | PA      | $1181148.33   | 0.05%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                             | Bristol-Myers Squibb Co.                                                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        372 | NS      | $18302.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $939865.02    | 0.04%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    5550000 | PA      | $5331848.93   | 0.23%             | 2081-11-23      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                      | Broadridge Financial Solutions, Inc.                                                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         70 | NS      | $15966.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                        | Broadcom, Inc.                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         47 | NS      | $18939.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                   | Brown & Brown, Inc.                                                                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        189 | NS      | $15201.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                   | Brown-Forman Corp.                                                                                   | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        642 | NS      | $18605.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                                 | Buckeye Partners, LP                                                                                 | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3548572.13   | 0.15%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        125 | NS      | $14028.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1592014.64   | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2603725.00   | 0.11%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust                                                                         | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1497912 | PA      | $1501650.08   | 0.06%             | 2041-08-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CBC INSURANCE REVENUE SECURITI                      | CBC Insurance Revenue Securitization LLC                                                             | CUSIP: 12479MAH1<br>LEI: 54930084NLD71YMN4154 | Long             | ABS-O            | CORP              | US        |     258059 | PA      | $235443.70    | 0.01%             | 2046-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3018000 | PA      | $2651331.72   | 0.11%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                             | Cboe Global Markets, Inc.                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         75 | NS      | $19362.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                      | CBRE Group, Inc.                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        108 | NS      | $17477.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4, LP                                                                                         | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7110000 | PA      | $6522039.97   | 0.28%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB7, LP                                                                                         | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3276021 | PA      | $3305693.72   | 0.14%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                         | CDW Corp.                                                                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        103 | NS      | $14854.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                          | CF Industries Holdings, Inc.                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        995 | NS      | $78306.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cascade Funding Mortgage Trust                      | CFMT LLC                                                                                             | CUSIP: 12530GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3274912.64   | 0.14%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                           | CH Robinson Worldwide, Inc.                                                                          | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        137 | NS      | $21765.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                     | Cigna Group                                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        314 | NS      | $87065.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding Ltd.                                                                                    | CUSIP: 12571HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $2006632.20   | 0.09%             | 2035-04-21      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| CME Group Inc                                       | CME Group, Inc.                                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        320 | NS      | $90067.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp.                                                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        246 | NS      | $18558.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                     | CMS Energy Corp.                                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1625141.54   | 0.07%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                          | CPI CG, Inc.                                                                                         | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    4123000 | PA      | $4331211.50   | 0.19%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                             | CNO Financial Group, Inc.                                                                            | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |      80000 | NS      | $1505600.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1913000 | PA      | $683205.95    | 0.03%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2133121.65   | 0.09%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSX Corp                                            | CSX Corp.                                                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        547 | NS      | $19341.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2069954.67   | 0.09%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4062460.45   | 0.18%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp.                                                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       1099 | NS      | $88315.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp.                                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1945025.26   | 0.08%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                  | Coterra Energy, Inc.                                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       3352 | NS      | $89967.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems, Inc.                                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         52 | NS      | $16215.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment, Inc.                                                                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     201000 | PA      | $191760.13    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                              | Calderys Financing LLC                                                                               | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    3737000 | PA      | $3972397.37   | 0.17%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Camden Property Trust                               | Camden Property Trust                                                                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        835 | NS      | $88793.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbell's Company                              | The Campbell's Co.                                                                                   | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        523 | NS      | $15941.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                          | Capital One Financial Corp.                                                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         78 | NS      | $17087.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capmark Military Housing Trust                      | Capmark Military Housing Trust                                                                       | CUSIP: 14069BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1469276 | PA      | $1343092.17   | 0.06%             | 2052-02-10      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Capmark Military Housing Trust                      | Capmark Military Housing Trust                                                                       | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443160 | PA      | $440195.98    | 0.02%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| CAPSTONE BORROWER INC                               | Capstone Borrower, Inc.                                                                              | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5683771.76   | 0.25%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                 | Cardinal Health, Inc.                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        461 | NS      | $97851.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle US CLO Ltd.                                                                                  | CUSIP: 142919AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2350000 | PA      | $2086330.00   | 0.09%             | 2037-10-25      | None          | 0.00%                 | 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      | $48668.62     | 0.00%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle US CLO Ltd.                                                                                  | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1985458.60   | 0.09%             | 2035-04-15      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle Global Market Strategies                                                                     | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5500000 | PA      | $5512630.75   | 0.24%             | 2035-04-15      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| Carnival Corp                                       | Carnival Corp.                                                                                       | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |        559 | NS      | $14411.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES INC                               | Carriage Services, Inc.                                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1488545.89   | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                 | Carrier Global Corp.                                                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        280 | NS      | $15366.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrington Mortgage Loan Trust                      | Carrington Mortgage Loan Trust Series                                                                | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3257050 | PA      | $2973105.97   | 0.13%             | 2037-01-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Securitization Trust                                                             | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     668171 | PA      | $653516.38    | 0.03%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                      | Castlelake Aircraft Securitization Trust                                                             | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     513900 | PA      | $508761.37    | 0.02%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                     | Caterpillar, Inc.                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         41 | NS      | $23606.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX FINANCE                                     | Cellnex Finance Company S.A.                                                                         | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    1750000 | PA      | $1400404.34   | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                        | Centene Corp.                                                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        560 | NS      | $22030.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                              | CenterPoint Energy, Inc.                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        464 | NS      | $18550.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co.                                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     625000 | PA      | $599025.63    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co.                                                                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $377615.36    | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 50 LLC                                                                         | CUSIP: 15673UAG2<br>LEI: 635400VJODJ5OZQ2H763 | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1214526.84   | 0.05%             | 2037-07-15      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLIV LLC                                                                       | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-O            | CORP              | US        |    6100000 | PA      | $6155039.69   | 0.27%             | 2036-01-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 53 LLC                                                                         | CUSIP: 15674YAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2550000 | PA      | $2550000.00   | 0.11%             | 2038-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XL LLC                                                                         | CUSIP: 15675AAG4<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2506911.75   | 0.11%             | 2035-03-22      | Floating      | 10.30%                | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVI, LP                                                                       | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3199754.88   | 0.14%             | 2036-07-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLV LLC                                                                        | CUSIP: 15675FAG3<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5000028.00   | 0.22%             | 2036-04-15      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 52 LLC                                                                         | CUSIP: 15675MAE3<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-O            | CORP              | US        |    5750000 | PA      | $5779285.90   | 0.25%             | 2037-10-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding 52 LLC                                                                         | CUSIP: 15675MAG8<br>LEI: 635400AJWCPT3PXIDY25 | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1565512.40   | 0.07%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                        | Dayforce, Inc.                                                                                       | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        254 | NS      | $17551.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVII LLC                                                                      | CUSIP: 156945AG2<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-O            | CORP              | US        |    2450000 | PA      | $2483168.84   | 0.11%             | 2036-07-15      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories Int                      | Charles River Laboratories International, Inc.                                                       | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        114 | NS      | $20307.96     | 0.00%             |  |  |  | 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        |     681000 | PA      | $447073.03    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                          | Charter Communications, Inc.                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         67 | NS      | $13408.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                            | Cheplapharm Arzneimittel GmbH                                                                        | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    5363000 | PA      | $5267631.92   | 0.23%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                  | Expand Energy Corp.                                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        787 | NS      | $95958.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                        | Chevron Corp.                                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        550 | NS      | $83121.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                          | Chipotle Mexican Grill, Inc.                                                                         | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |        453 | NS      | $15637.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                              | Church & Dwight Company, Inc.                                                                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        188 | NS      | $16010.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                          | Ciena Corp.                                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2073086.33   | 0.09%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                           | Cincinnati Financial Corp.                                                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        545 | NS      | $91336.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems, Inc.                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        257 | NS      | $19773.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                         | Cintas Corp.                                                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         87 | NS      | $16183.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        180 | NS      | $18648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    4000000 | NS      | $3984140.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    2000000 | NS      | $1965534.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    3100000 | NS      | $3123790.89   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    2000000 | NS      | $2047260.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    4500000 | NS      | $4605912.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                        | Citizens Financial Group, Inc.                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       1664 | NS      | $90022.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                            | Clarios Global Limited Partnership / Clarios US Finance Co.                                          | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1542862.50   | 0.07%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                               | Clearwater Paper Corp.                                                                               | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    2547000 | PA      | $2371104.18   | 0.10%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    1663000 | PA      | $1549519.04   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     525000 | PA      | $480644.01    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                       | Clorox Co.                                                                                           | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        142 | NS      | $15327.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                          | CoBank ACB                                                                                           | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |    4300000 | NS      | $4397459.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB                                          | CoBank ACB                                                                                           | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |     500000 | NS      | $517850.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                    | Coca-Cola Co.                                                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        258 | NS      | $18864.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMS GRP / FIN                              | Cogent Communications Group LLC                                                                      | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7427739.75   | 0.32%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                      | Cognizant Technology Solutions Corp.                                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        253 | NS      | $19660.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                 | Coinbase Global, Inc.                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         56 | NS      | $15277.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co.                                                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        211 | NS      | $16962.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp.                                                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        523 | NS      | $13958.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNA                            | Compass Minerals International, Inc.                                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     766000 | PA      | $765847.80    | 0.03%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                            | Compass Minerals International, Inc.                                                                 | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4783647.73   | 0.21%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                  | Conagra Brands, Inc.                                                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        905 | NS      | $16154.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        952 | NS      | $84432.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                             | Consolidated Edison, Inc.                                                                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        869 | NS      | $87212.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands, Inc.                                                                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        123 | NS      | $16774.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                           | Constellation Energy Corp.                                                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         55 | NS      | $20039.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                  | Cooper Companies, Inc.                                                                               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        259 | NS      | $20183.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                          | Copart, Inc.                                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        361 | NS      | $14071.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial, Inc.                                                                           | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5840000 | PA      | $5966098.39   | 0.26%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial, Inc.                                                                           | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1124799.50   | 0.05%             | 2079-12-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                         | Corning, Inc.                                                                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        234 | NS      | $19702.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                         | Corning, Inc.                                                                                        | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3376555.62   | 0.15%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                         | Corporation Nacional del Cobre de Chile                                                              | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    1700000 | PA      | $1833110.00   | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                          | Corpay, Inc.                                                                                         | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         57 | NS      | $16860.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                         | Corteva, Inc.                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        244 | NS      | $16462.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp.                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         18 | NS      | $16444.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                    | CoStar Group, Inc.                                                                                   | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        203 | NS      | $13966.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COX COMMUNICATIONS INC                              | Cox Communications, Inc.                                                                             | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1528000 | PA      | $865240.15    | 0.04%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                              | Cox Communications, Inc.                                                                             | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     525000 | PA      | $455863.04    | 0.02%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer, LP                                                                                  | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3954499.34   | 0.17%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs, Inc.                                                                                          | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    3238000 | PA      | $3127894.72   | 0.14%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs, Inc.                                                                                          | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1498073.61   | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                  | CrossCountry Intermediate HoldCo LLC                                                                 | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5569828.00   | 0.24%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                  | CrossCountry Intermediate HoldCo LLC                                                                 | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $151672.73    | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                            | Crowdstrike Holdings, Inc.                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         41 | NS      | $20875.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                    | Crown Castle, Inc.                                                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        933 | NS      | $85164.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                         | Cummins, Inc.                                                                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         43 | NS      | $21413.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                              | Cushman & Wakefield US Borrower LLC                                                                  | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4852444.80   | 0.21%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                       | DR Horton, Inc.                                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         99 | NS      | $15741.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                       | DTE Energy Co.                                                                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        633 | NS      | $86739.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                        | Danaher Corp.                                                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         91 | NS      | $20636.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                              | Darden Restaurants, Inc.                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        457 | NS      | $82068.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                             | Darling Ingredients, Inc.                                                                            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253871.50    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                         | Datadog, Inc.                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        126 | NS      | $20161.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                          | DaVita, Inc.                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        694 | NS      | $83057.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1842881.63   | 0.08%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1112769.24   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp                                | Deckers Outdoor Corp.                                                                                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        153 | NS      | $13468.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                          | Deere & Co.                                                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         37 | NS      | $17186.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                               | Dell Technologies, Inc.                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        141 | NS      | $18802.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines, Inc.                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        285 | NS      | $18268.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp.                                                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        493 | NS      | $18270.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                          | Dexcom, Inc.                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        230 | NS      | $14598.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                              | Diamondback Energy, Inc.                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        125 | NS      | $19073.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                            | Digital Realty Trust, Inc.                                                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        101 | NS      | $16172.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co.                                                                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        151 | NS      | $15774.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp.                                                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        843 | NS      | $92300.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree, Inc.                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        177 | NS      | $19613.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                 | Dominion Energy, Inc.                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       1430 | NS      | $89761.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy, Inc.                                                                                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2272258.60   | 0.10%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza, Inc.                                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         39 | NS      | $16365.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                        | DoorDash, Inc.                                                                                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |         68 | NS      | $13489.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                          | Dover Corp.                                                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        100 | NS      | $18528.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                             | Dow, Inc.                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        735 | NS      | $17529.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Obligations C                      | Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares                             | CUSIP: N/A<br>LEI: 549300MKKM9KT7BF6329       | Long             | STIV             | RF                | US        |   21010268 | NS      | $21010268.03  | 0.91%             |  |  |  | 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        |   49907472 | NS      | $49907471.69  | 2.16%             |  |  |  | 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      | $101601.90    | 0.00%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 41 Senior Loan Fund                                                                           | CUSIP: 26244LAA2<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-O            | CORP              | KY        |    1850000 | PA      | $6990.97      | 0.00%             | 2031-04-15      | None          | 0.00%                 | 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      | $2962.37      | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp.                                                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        687 | NS      | $85146.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                 | SCIL IV LLC / SCIL USA Holdings LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1800000 | PA      | $2187651.24   | 0.09%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                               | DuPont de Nemours, Inc.                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       2043 | NS      | $81250.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                                | Dye & Durham Ltd.                                                                                    | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2292873.76   | 0.10%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                   | EOG Resources, Inc.                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        786 | NS      | $84770.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                            | Equities Corp.                                                                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        342 | NS      | $20814.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                            | Eagle Funding Luxco SARL                                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2650000 | PA      | $2690253.50   | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Ltd Duration Incom                      | Eaton Vance Limited Duration Income Fund                                                             | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |     141764 | NS      | $1438904.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                            | eBay, Inc.                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        192 | NS      | $15895.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                          | Ecolab, Inc.                                                                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         65 | NS      | $17885.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                | Edison International                                                                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        315 | NS      | $18550.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp.                                                                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        224 | NS      | $19414.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                 | Electronic Arts, Inc.                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        103 | NS      | $20809.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                     | EMCOR Group, Inc.                                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         28 | NS      | $17221.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                 | Emerson Electric Co.                                                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        131 | NS      | $17472.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                           | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2420808.70   | 0.10%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                           | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6492059.20   | 0.28%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                           | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1699478.61   | 0.07%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Endo Guc Trust                                      | Endo Guc Trust                                                                                       | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13803 | NS      | $1.38         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Contra Mallinckro                                   | Contra Mallinckro                                                                                    | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17657 | NS      | $1782262.27   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO LP                                             | Endo Luxembourg Finance Co I SARL / Endo US, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    1900000 | NS      | $190.00       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ENSTAR GROUP LTD                                    | Enstar Group Ltd.                                                                                    | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2291711.40   | 0.10%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                        | Entergy Corp.                                                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        198 | NS      | $19308.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                    | EPAM Systems, Inc.                                                                                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |        114 | NS      | $21318.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                         | Equifax, Inc.                                                                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         71 | NS      | $15078.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                         | Equinix, Inc.                                                                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         22 | NS      | $16572.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings, Inc.                                                                             | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      82000 | NS      | $1323480.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings, Inc.                                                                             | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4221821.25   | 0.18%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Equity Residential                                  | Equity Residential                                                                                   | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       1406 | NS      | $86820.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                   | Erie Indemnity Co.                                                                                   | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         53 | NS      | $15660.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                            | Essex Property Trust, Inc.                                                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        330 | NS      | $86994.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                            | SK Invictus Intermediate II SARL                                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    5250000 | PA      | $5167036.87   | 0.22%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                          | Evergy, Inc.                                                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       1116 | NS      | $86657.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                                    | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       1181 | NS      | $79339.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                         | Exelon Corp.                                                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       1853 | NS      | $87313.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                   | Expedia Group, Inc.                                                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         81 | NS      | $20710.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                      | Expeditors International of Washington, Inc.                                                         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        144 | NS      | $21153.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                             | Extra Space Storage, Inc.                                                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        635 | NS      | $84562.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                    | Exxon Mobil Corp.                                                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        746 | NS      | $86476.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                            | Figs, Inc.                                                                                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10450 | NS      | $102305.50    | 0.00%             |  |  |  | No            |                  1 | 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%                | Yes           |                  3 | 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%                | Yes           |                  3 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms, Inc.                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         23 | NS      | $14902.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                        | FactSet Research Systems, Inc.                                                                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         48 | NS      | $13308.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto                                                                                            | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1391185.18   | 0.06%             | 2038-05-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp.                                                                                     | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         11 | NS      | $19864.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto Issuer LLC                                                                                 | CUSIP: 30338WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5093068.08   | 0.22%             | 2039-10-19      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto Issuer LLC                                                                                 | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2953752.00   | 0.13%             | 2042-08-19      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                                | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     161096 | PA      | $160853.19    | 0.01%             | 2042-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                                | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     233828 | PA      | $232391.55    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                    | Farmers Insurance Exchange                                                                           | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1985439.36   | 0.09%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                         | Fastenal Co.                                                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        365 | NS      | $14746.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMER MAC                                          | Farmer Mac                                                                                           | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | CORP              | US        |      80821 | NS      | $1749774.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3132DNST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1424880 | PA      | $1384522.61   | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133BBSY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1042049 | PA      | $1003002.44   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KMTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2038774 | PA      | $1962841.47   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1326558 | PA      | $1276779.62   | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3935463 | PA      | $3786705.36   | 0.16%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPZC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4955670 | PA      | $4983058.88   | 0.22%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trus                      | Federal Realty Investment Trust                                                                      | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        882 | NS      | $87079.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QPFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2466458 | PA      | $2373227.78   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QPQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1305279 | PA      | $1260063.76   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QQB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1839122 | PA      | $1849192.02   | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1776274 | PA      | $1781432.47   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5096387 | PA      | $5112197.47   | 0.22%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1440340 | PA      | $1380576.37   | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3216556 | PA      | $3105133.66   | 0.13%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4106709 | PA      | $3977223.08   | 0.17%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12455701 | PA      | $12617405.05  | 0.55%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13096181 | PA      | $13409759.88  | 0.58%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2735083 | PA      | $2800572.70   | 0.12%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                          | FedEx Corp.                                                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         78 | NS      | $21503.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2992426 | PA      | $3064076.68   | 0.13%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3142J6CA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3910493 | PA      | $3961260.13   | 0.17%             | 2055-11-01      | Fixed         | 5.50%                 | 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      | $3948933.87   | 0.17%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                              | F5, Inc.                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         54 | NS      | $12914.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELIS INSUR HLD LTD                               | Fidelis Insurance Holdings Ltd.                                                                      | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    5000000 | PA      | $5408420.00   | 0.23%             | 2055-06-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                       | Fidelity National Information Services, Inc.                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        264 | NS      | $17363.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       1988 | NS      | $86398.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                            | First American Financial Corp.                                                                       | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1684596.43   | 0.07%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     200000 | NS      | $20.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     158000 | NS      | $316.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      84800 | NS      | $8.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Solar Inc                                     | First Solar, Inc.                                                                                    | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |         86 | NS      | $23471.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                                 | CUSIP: 33768EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3184138.24   | 0.14%             | 2038-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                          | Fiserv, Inc.                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        133 | NS      | $8175.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                    | FirstEnergy Corp.                                                                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       1861 | NS      | $88806.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLNG LIQUEFACTION 2 LLC                             | FLNG Liquefaction 2 LLC                                                                              | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |     208808 | PA      | $195119.79    | 0.01%             | 2038-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                            | Focus Financial Partners LLC                                                                         | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5114161.80   | 0.22%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                       | Ford Motor Co.                                                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       6780 | NS      | $90038.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORT MOORE FAMILY LLC                               | Fort Moore Family Communities LLC                                                                    | CUSIP: 346845AG5<br>LEI: 254900O8GC3CHW0PH218 | Long             | DBT              | CORP              | US        |     669591 | PA      | $599607.30    | 0.03%             | 2051-01-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FT EISENHOWER HOUSING                               | Fort Eisenhower Housing LLC                                                                          | CUSIP: 347382AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $187293.36    | 0.01%             | 2051-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                        | Fortinet, Inc.                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        220 | NS      | $17848.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                        | Fortive Corp.                                                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        367 | NS      | $19627.16     | 0.00%             |  |  |  | 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      | $8081610.40   | 0.35%             | 2033-10-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                            | Fortitude Group Holdings LLC                                                                         | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1196702.32   | 0.05%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                               | Foundry JV Holdco LLC                                                                                | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $5063976.38   | 0.22%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                            | Fox Corp.                                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        195 | NS      | $12772.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                            | Fox Corp.                                                                                            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        123 | NS      | $7165.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                              | Franklin Resources, Inc.                                                                             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       3704 | NS      | $83673.36     | 0.00%             |  |  |  | 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        |   38415583 | PA      | $2124884.97   | 0.09%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Military Housing B                      | Freddie Mac Military Housing Bonds Resecuritization Trust Certificates                               | CUSIP: 35563CAK4<br>LEI: 549300ZG8WH0M4JSUM77 | Long             | ABS-MBS          | USGSE             | US        |   38220939 | PA      | $2165346.14   | 0.09%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | 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        |   29913192 | PA      | $1398262.25   | 0.06%             | 2052-11-25      | Variable      | 0.70%                 | 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        |    3190943 | PA      | $2708422.19   | 0.12%             | 2052-11-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan, Inc.                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        390 | NS      | $16762.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                           | GATX Corp.                                                                                           | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     560000 | PA      | $552281.30    | 0.02%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                           | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650152 | PA      | $1644481.50   | 0.07%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital Limited Partnership / GLP Financing II, Inc.                                             | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1069176.15   | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                             | GLP Capital Limited Partnership / GLP Financing II, Inc.                                             | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2935578.10   | 0.13%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corporation Trust                                                             | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1843999 | PA      | $1762068.76   | 0.08%             | 2036-12-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                      | GE HealthCare Technologies, Inc.                                                                     | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        231 | NS      | $18477.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co.                                                                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         60 | NS      | $14857.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                               | Neogen Food Safety Corp.                                                                             | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2608252.85   | 0.11%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                         | Gartner, Inc.                                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         75 | NS      | $17455.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                         | Gartner, Inc.                                                                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1693955.96   | 0.07%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                      | GE Vernova, Inc.                                                                                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         27 | NS      | $16193.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                                | Generac Holdings, Inc.                                                                               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |         95 | NS      | $14404.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp.                                                                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         54 | NS      | $18448.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                 | General Electric Co.                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |         62 | NS      | $18503.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                   | General Mills, Inc.                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        350 | NS      | $16572.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                   | General Motors Co.                                                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        306 | NS      | $22497.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generate CLO Ltd.                                   | Generate CLO 21 Ltd.                                                                                 | CUSIP: 37150EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2800000 | PA      | $2171232.00   | 0.09%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                    | Genuine Parts Co.                                                                                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        126 | NS      | $16430.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences, Inc.                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        701 | NS      | $88213.84     | 0.00%             |  |  |  | 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      | $375.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                 | Global Payments, Inc.                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        206 | NS      | $15606.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                              | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3016063.96   | 0.13%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2640700.40   | 0.11%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                      | Globe Life, Inc.                                                                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        126 | NS      | $16975.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                                      | Globe Life, Inc.                                                                                     | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |      11000 | NS      | $186780.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                              | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1574822.20   | 0.07%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                              | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12715282.26  | 0.55%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GMAC Commercial Mortgage Asset                      | GMAC Commercial Mortgage Asset Corp.                                                                 | CUSIP: 38012MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941388 | PA      | $786734.99    | 0.03%             | 2051-03-10      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| GoDaddy Inc                                         | GoDaddy, Inc.                                                                                        | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        121 | NS      | $15471.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoldenTree Loan Management US                       | GoldenTree Loan Management US CLO 1 Ltd.                                                             | CUSIP: 38138JAW3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-O            | CORP              | KY        |    3450000 | PA      | $3457089.06   | 0.15%             | 2037-04-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                       | GoldenTree Loan Management US CLO 24 Ltd.                                                            | CUSIP: 38139WAA1<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1930479.60   | 0.08%             | 2038-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         23 | NS      | $18998.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    8350000 | NS      | $8813416.65   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    1500000 | NS      | $1555857.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                      | Golub Capital Partners CLO 46M Ltd.                                                                  | CUSIP: 38178UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2617256.20   | 0.11%             | 2037-04-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                      | Golub Capital Partners CLO 83M                                                                       | CUSIP: 38182EAJ8<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-O            | CORP              | US        |    3450000 | PA      | $3434681.66   | 0.15%             | 2038-11-09      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                      | Golub Capital Partners CLO 69M                                                                       | CUSIP: 38182GAG9<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-O            | CORP              | US        |    8900000 | PA      | $8986824.84   | 0.39%             | 2038-11-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance, Inc.                                                                               | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2105675.00   | 0.09%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                            | GrafTech Global Enterprises, Inc.                                                                    | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2272417.34   | 0.10%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                     | WW Grainger, Inc.                                                                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         18 | NS      | $17075.34     | 0.00%             |  |  |  | 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      | $585125.46    | 0.03%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                             | Great Lakes Dredge & Dock Corp.                                                                      | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4382473.50   | 0.19%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                          | Grifols S.A.                                                                                         | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1350000 | PA      | $1319836.00   | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Guggenheim Active Allocation F                      | Guggenheim Active Allocation Fund                                                                    | CUSIP: 40170T106<br>LEI: 549300WVFF2XZ68PVT94 | Long             | EC               | RF                | US        |     950000 | NS      | $14706000.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER CO                                      | HB Fuller Co.                                                                                        | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1118145.00   | 0.05%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                  | HCA Healthcare, Inc.                                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         44 | NS      | $22364.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                              | HP, Inc.                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        617 | NS      | $15067.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS Private Credit CLO                              | HPS Private Credit CLO LLC                                                                           | CUSIP: 40445YAE4<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2012436.40   | 0.09%             | 2037-07-20      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| HPS Private Credit CLO                              | HPS Private Credit CLO LLC                                                                           | CUSIP: 40445YAG9<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2494506.00   | 0.11%             | 2037-07-20      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co.                                                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       3272 | NS      | $85791.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamlin Park CLO                                     | Hamlin Park CLO Ltd.                                                                                 | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    2700000 | PA      | $1980126.00   | 0.09%             | 2037-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS PPV LLC                               | Hampton Roads PPV LLC                                                                                | CUSIP: 409322AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4390000 | PA      | $3586206.58   | 0.16%             | 2053-06-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| HANESBRANDS INC                                     | Hanesbrands, Inc.                                                                                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1580158.50   | 0.07%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                         | Enviri Corp.                                                                                         | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    3824000 | PA      | $3828669.11   | 0.17%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T                      | Hartford Insurance Group, Inc.                                                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        661 | NS      | $90576.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                          | Hasbro, Inc.                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       1109 | NS      | $91603.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                                    | HealthEquity, Inc.                                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1523087.36   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                           | Healthpeak Properties, Inc.                                                                          | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |       4813 | NS      | $87885.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                         | Jack Henry & Associates, Inc.                                                                        | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        110 | NS      | $19192.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                   | Herc Holdings, Inc.                                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     820000 | PA      | $860780.24    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                   | Herc Holdings, Inc.                                                                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     580000 | PA      | $614016.42    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                      | Hershey Co.                                                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        501 | NS      | $94228.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                           | Hess Corp.                                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1094898.94   | 0.05%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                           | Hess Corp.                                                                                           | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1623049.05   | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                       | Hewlett Packard Enterprise Co.                                                                       | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |        717 | NS      | $15680.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                                     | Hillenbrand, Inc.                                                                                    | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250107.50    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Company, Inc.                                                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1254532.19   | 0.05%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings, Inc.                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |         64 | NS      | $18241.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                         | Hologic, Inc.                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        267 | NS      | $20016.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot, Inc.                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         42 | NS      | $14990.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International, Inc.                                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         87 | NS      | $16720.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                   | Hormel Foods Corp.                                                                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        702 | NS      | $16293.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                           | Host Hotels & Resorts, Inc.                                                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       5204 | NS      | $91746.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                            | Host Hotels & Resorts, LP                                                                            | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3429911.03   | 0.15%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                                  | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11251648.10  | 0.49%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                                  | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5157679.28   | 0.22%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                                  | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2078569.20   | 0.09%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |         95 | NS      | $19436.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1140530.34   | 0.05%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP COMMUNITIES LLC                                  | HP Communities LLC                                                                                   | CUSIP: 44329HAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $787777.70    | 0.03%             | 2053-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HP COMMUNITIES LLC                                  | HP Communities LLC                                                                                   | CUSIP: 44329HAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     896739 | PA      | $875646.48    | 0.04%             | 2053-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                         | Hubbell, Inc.                                                                                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         40 | NS      | $17257.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                          | Humana, Inc.                                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         64 | NS      | $15729.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT COS INC                                        | Hunt Companies, Inc.                                                                                 | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7154322.38   | 0.31%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                      | J.B. Hunt Transport Services, Inc.                                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        128 | NS      | $22266.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                        | Huntington Bancshares, Inc.                                                                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       5392 | NS      | $87889.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries                       | Huntington Ingalls Industries, Inc.                                                                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         64 | NS      | $20071.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                        | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $86550.00     | 0.00%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                    | ITT Holdings LLC                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7802641.61   | 0.34%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                           | IDEX Corp.                                                                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        109 | NS      | $18958.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                              | IDEXX Laboratories, Inc.                                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         27 | NS      | $20327.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works, Inc.                                                                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         67 | NS      | $16701.76     | 0.00%             |  |  |  | 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        |     353000 | PA      | $352916.94    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Incyte Corp                                         | Incyte Corp.                                                                                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        203 | NS      | $21205.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                  | Ingersoll Rand, Inc.                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        218 | NS      | $17514.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                        | Insulet Corp.                                                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         52 | NS      | $17013.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                          | Intel Corp.                                                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        707 | NS      | $28675.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                       | Interactive Brokers Group, Inc.                                                                      | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        280 | NS      | $18205.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                       | Intercontinental Exchange, Inc.                                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        102 | NS      | $16044.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                                 | International Business Machines Corp.                                                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         68 | NS      | $20983.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                                 | International Flavors & Fragrances, Inc.                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        272 | NS      | $18898.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                              | International Paper Co.                                                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        377 | NS      | $14883.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco QQQ Trust Series 1                          | Invesco QQQ Trust Series                                                                             | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |       2190 | NS      | $1356157.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                          | Intuit, Inc.                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         27 | NS      | $17120.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical, Inc.                                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         39 | NS      | $22365.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                | Invitation Homes, Inc.                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2953 | NS      | $83274.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                  | IQVIA Holdings, Inc.                                                                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         95 | NS      | $21850.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain, Inc.                                                                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        180 | NS      | $15543.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                            | iShares Core S&P 500 ETF                                                                             | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      82471 | NS      | $56647680.48  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                            | iShares Russell 2000 Index ETF                                                                       | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |       5428 | NS      | $1350215.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Silver Trust                                | iShares Silver Trust                                                                                 | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             | EC               | RF                | US        |     239200 | NS      | $12249432.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                            | JBS USA Holding Lux SARL/ JBS USA Food Company/ JBS Lux Co SARL                                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3783147.84   | 0.16%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                              | JB Poindexter & Company, Inc.                                                                        | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $3149032.52   | 0.14%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |         58 | NS      | $18158.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                                 | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1273699 | PA      | $815328.92    | 0.04%             | 2036-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                           | Jabil, Inc.                                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |         81 | NS      | $17067.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jol Air                                             | JOL Air Ltd.                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    2143598 | PA      | $2134948.32   | 0.09%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                               | Jackson Financial, Inc.                                                                              | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     152000 | NS      | $3979360.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                | Jacobs Solutions, Inc.                                                                               | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        121 | NS      | $16312.01     | 0.00%             |  |  |  | No            |                  1 | 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      | $3444385.35   | 0.15%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                             | Jane Street Group / JSG Finance, Inc.                                                                | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5477825.60   | 0.24%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                            | Jefferies Finance LLC / JFIN Company-Issuer Corp.                                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7124002.51   | 0.31%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JCP Direct Lending CLO LLC                          | Jefferies Credit Partners Direct Lending Clo 2025-1 Ltd.                                             | CUSIP: 47235BAJ2<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-O            | CORP              | KY        |    4150000 | PA      | $4149962.24   | 0.18%             | 2037-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |        100 | NS      | $20692.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                            | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    2050000 | PA      | $2145620.20   | 0.09%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                            | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: 48020RAG0<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    3920000 | PA      | $2805832.12   | 0.12%             | 2033-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    2400000 | NS      | $2478758.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      40000 | NS      | $730000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      24000 | NS      | $475440.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      49000 | NS      | $954030.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                       | KDAC Aviation Finance Ltd.                                                                           | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3357644 | PA      | $3346827.82   | 0.14%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                            | KLA Corp.                                                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         19 | NS      | $22333.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                        | KKR & Company, Inc.                                                                                  | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        126 | NS      | $15411.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                        | KKR Core Holding Company LLC                                                                         | CUSIP: N/A<br>LEI: 5493007DXHDGV3QWWI42       | Long             | ABS-O            | CORP              | US        |    2406644 | PA      | $2251464.06   | 0.10%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| KREF 2021-FL2 Ltd                                   | KREF Ltd.                                                                                            | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-O            | CORP              | KY        |    2850000 | PA      | $2797423.77   | 0.12%             | 2039-02-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp.                                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4860000 | PA      | $4657915.86   | 0.20%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                           | Kellanova                                                                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        222 | NS      | $18568.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4173607.50   | 0.18%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1387940.00   | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                          | Kenvue, Inc.                                                                                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |        948 | NS      | $16447.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper, Inc.                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        638 | NS      | $17800.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       4785 | NS      | $87948.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                           | Keysight Technologies, Inc.                                                                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        103 | NS      | $20388.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp.                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        806 | NS      | $87950.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                   | Kimco Realty Corp.                                                                                   | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |       4109 | NS      | $84891.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                   | Kinder Morgan, Inc.                                                                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       3235 | NS      | $88380.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                  | Kraft Heinz Co.                                                                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        657 | NS      | $16760.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                       | Kroger Co.                                                                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        261 | NS      | $17560.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KUVARE US HOLDINGS INC                              | Kuvare US Holdings, Inc.                                                                             | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | EP               | CORP              | US        |    1430000 | NS      | $1426425.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LKQ Corp                                            | LKQ Corp.                                                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        546 | NS      | $16210.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4172000 | PA      | $4087526.85   | 0.18%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     476000 | PA      | $463010.78    | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                           | L3Harris Technologies, Inc.                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         64 | NS      | $17836.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                | Labcorp Holdings, Inc.                                                                               | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         64 | NS      | $17201.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Labrador Aviation Finance Limi                      | Labrador Aviation Finance Ltd.                                                                       | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2458763 | PA      | $2447329.29   | 0.11%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp.                                                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        163 | NS      | $25428.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                            | Lamb Weston Holdings, Inc.                                                                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        314 | NS      | $18544.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                | Las Vegas Sands Corp.                                                                                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        321 | NS      | $21879.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                            | Estee Lauder Companies, Inc.                                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        200 | NS      | $18814.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lehman XS Trust                                     | Lehman XS Trust Series                                                                               | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1436216 | PA      | $1434323.83   | 0.06%             | 2036-12-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                 | Leidos Holdings, Inc.                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         97 | NS      | $18536.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                         | Lennar Corp.                                                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        128 | NS      | $16806.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                            | Lennox International, Inc.                                                                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         31 | NS      | $15464.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                              | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1342155.00   | 0.06%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                              | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     410000 | PA      | $360798.53    | 0.02%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                            | Liberty Mutual Group, Inc.                                                                           | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $4708673.82   | 0.20%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co.                                                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         23 | NS      | $24735.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                               | Lincoln National Corp.                                                                               | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    3600000 | NS      | $3863966.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                            | Lindblad Expeditions LLC                                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2538317.93   | 0.11%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                       | Live Nation Entertainment, Inc.                                                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        102 | NS      | $13407.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                            | Live Nation Entertainment, Inc.                                                                      | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3383416.25   | 0.15%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                               | LoanCore Issuer Ltd.                                                                                 | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3966274.80   | 0.17%             | 2042-08-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp.                                                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         38 | NS      | $17398.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                          | Loews Corp.                                                                                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        182 | NS      | $19632.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Companies, Inc.                                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         66 | NS      | $16003.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSTAR Securities Investment Lt                      | LSTAR Securities Investment Ltd.                                                                     | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3398833 | PA      | $3402109.34   | 0.15%             | 2029-01-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                             | Lululemon Athletica, Inc.                                                                            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        107 | NS      | $19707.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                       | M&T Bank Corp.                                                                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        459 | NS      | $87310.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                                            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       2592 | NS      | $91471.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                              | MIWD Holdco II LLC / MIWD Finance Corp.                                                              | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $118040.59    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                            | MSCI, Inc.                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         31 | NS      | $17475.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mach I                                              | MACH 1 Cayman Ltd.                                                                                   | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1081596 | PA      | $1069969.48   | 0.05%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                  | Macquarie Bank Ltd.                                                                                  | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     375000 | PA      | $359184.46    | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding LVIII Ltd.                                                                      | CUSIP: 55817BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1700000 | PA      | $1711861.75   | 0.07%             | 2037-04-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                            | Madison Park Funding LXXI Ltd.                                                                       | CUSIP: 558182AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1502997.45   | 0.07%             | 2038-04-23      | Floating      | 8.61%                 | 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      | $17818097.40  | 0.77%             | 2035-04-21      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                   | Magnetite LII Ltd.                                                                                   | CUSIP: 559929AC8<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-O            | CORP              | KY        |    1050000 | PA      | $945000.00    | 0.04%             | 2039-01-25      | None          | 0.00%                 | 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      | $5724398.56   | 0.25%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                    | Marathon CLO V Ltd.                                                                                  | CUSIP: 56576UAC3<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-O            | CORP              | KY        |    3566667 | PA      | $356.67       | 0.00%             | 2027-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp.                                                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         96 | NS      | $18598.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Companies, Inc.                                                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         88 | NS      | $16143.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                       | Marriott International, Inc.                                                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         67 | NS      | $20420.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                       | Martin Marietta Materials, Inc.                                                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         28 | NS      | $17450.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                          | Masco Corp.                                                                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        239 | NS      | $15503.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                      | Mastercard, Inc.                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         30 | NS      | $16515.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                          | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     875000 | PA      | $800757.48    | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                     | Match Group, Inc.                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       2550 | NS      | $84940.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                              | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $940000.58    | 0.04%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                              | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1807829.63   | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3527894.03   | 0.15%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6378504.30   | 0.28%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                               | McCormick & Company, Inc.                                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        255 | NS      | $17207.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp.                                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         57 | NS      | $17773.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp.                                                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         25 | NS      | $22028.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Company, Inc.                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       1011 | NS      | $105983.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METIS ISSUER 2025-1 LLC                             | Metis Issuer, LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    4150000 | PA      | $4230661.02   | 0.18%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| MetLife Inc                                         | MetLife, Inc.                                                                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       1068 | NS      | $81766.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I                      | Mettler-Toledo International, Inc.                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         14 | NS      | $20674.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp.                                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         35 | NS      | $17220.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                            | Microchip Technology, Inc.                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        271 | NS      | $14520.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology, Inc.                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        125 | NS      | $29560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit                      | Mid-America Apartment Communities, Inc.                                                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        650 | NS      | $88328.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidOcean Credit CLO                                 | Midocean Credit CLO XXI                                                                              | CUSIP: 59790AAC1<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $798600.00    | 0.03%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                            | Mill City Securities Ltd.                                                                            | CUSIP: 599920AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $9558125.00   | 0.41%             | 2069-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                            | Minerals Technologies, Inc.                                                                          | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1339875.00   | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                         | Moderna, Inc.                                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        721 | NS      | $18731.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                               | Mohawk Industries, Inc.                                                                              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        129 | NS      | $14951.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                               | Molina Healthcare, Inc.                                                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         98 | NS      | $14529.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                            | Molson Coors Beverage Co.                                                                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        357 | NS      | $16604.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                          | Mondelez International, Inc.                                                                         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        281 | NS      | $16177.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                        | Monolithic Power Systems, Inc.                                                                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         20 | NS      | $18563.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                               | Monster Beverage Corp.                                                                               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        279 | NS      | $20922.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                        | Moody's Corp.                                                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         35 | NS      | $17177.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        114 | NS      | $19341.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY FIN LLC                              | Morgan Stanley Finance LLC                                                                           | CUSIP: 61769HZV0<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $11628900.00  | 0.50%             | 2029-10-23      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Mosaic Co/The                                       | Mosaic Co.                                                                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        524 | NS      | $12832.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                              | Motorola Solutions, Inc.                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         36 | NS      | $13308.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower, LP                                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1941520.80   | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower, LP                                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5212147.20   | 0.23%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corporation Ltd.                                                                                 | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1175000 | PA      | $1160932.43   | 0.05%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy, Inc.                                                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        109 | NS      | $18474.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                             | NVR, Inc.                                                                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          2 | NS      | $15014.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                          | Nasdaq, Inc.                                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        185 | NS      | $16820.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASSAU COMPANIES OF NY                              | Nassau Companies of New York                                                                         | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2289739.42   | 0.10%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nassau 2019 CFO LLC                                 | Nassau LLC                                                                                           | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     512228 | PA      | $463604.95    | 0.02%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                            | National Life Insurance Co.                                                                          | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $4639990.34   | 0.20%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                          | Navigator Aircraft ABS Ltd.                                                                          | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4757924 | PA      | $4561512.79   | 0.20%             | 2046-11-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 60 Ltd.                                                           | CUSIP: 640974AC5<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-O            | CORP              | KY        |    1100000 | PA      | $866657.00    | 0.04%             | 2039-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                          | NetApp, Inc.                                                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        142 | NS      | $15841.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                         | Netflix, Inc.                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        140 | NS      | $15061.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 38 Ltd.                                                           | CUSIP: 64133TAN2<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-O            | CORP              | KY        |     750000 | PA      | $731662.28    | 0.03%             | 2036-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 57 Ltd.                                                           | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-O            | CORP              | KY        |    5230000 | PA      | $3752263.50   | 0.16%             | 2038-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Company, Inc.                                                            | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    7717000 | PA      | $7724738.99   | 0.33%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Company, Inc.                                                            | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    1309000 | PA      | $1310094.32   | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                  | New Flyer Holdings, Inc.                                                                             | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2249137.80   | 0.10%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                        | Newmont Corp.                                                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        223 | NS      | $20232.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp.                                                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        460 | NS      | $11812.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp.                                                                                           | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        136 | NS      | $4002.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy, Inc.                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        247 | NS      | $21313.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings, Inc.                                                                | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      60600 | NS      | $1525908.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings, Inc.                                                                | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1576000 | PA      | $1635772.95   | 0.07%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                            | NIKE, Inc.                                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        236 | NS      | $15252.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON LIFE INSURANCE                               | Nippon Life Insurance Co.                                                                            | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1550000 | PA      | $1664318.70   | 0.07%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                        | NiSource, Inc.                                                                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        430 | NS      | $18975.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                        | Nordson Corp.                                                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         78 | NS      | $18537.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                               | Norfolk Southern Corp.                                                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         64 | NS      | $18693.76     | 0.00%             |  |  |  | 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        |    2700000 | PA      | $2593163.16   | 0.11%             | 2049-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                 | Northern Trust Corp.                                                                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        138 | NS      | $18124.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp.                                                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         30 | NS      | $17167.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                     | Gen Digital, Inc.                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       3201 | NS      | $84410.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                              | Brundage-Bone Concrete Pumping Holdings, Inc.                                                        | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5673651.20   | 0.25%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                          | Nucor Corp.                                                                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        123 | NS      | $19617.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202044.80    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125331.50    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1864694.18   | 0.08%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp.                                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         99 | NS      | $17523.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO 2021-21 Ltd.                                                                                 | CUSIP: 670897AE7<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $999948.70    | 0.04%             | 2038-01-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                             | O'Reilly Automotive, Inc.                                                                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        167 | NS      | $16983.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                            | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1773506.70   | 0.08%             | 2064-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO Ltd.                                                                                         | CUSIP: 67120JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $682410.00    | 0.03%             | 2038-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Obsidian Issuer LLC                                 | Obsidian Issuer LLC                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    5450000 | PA      | $5548398.33   | 0.24%             | 2055-05-15      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp                           | Occidental Petroleum Corp.                                                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       2055 | NS      | $86310.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     750000 | PA      | $600805.05    | 0.03%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1786386.00   | 0.08%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2147493.60   | 0.09%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DP7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2089912.00   | 0.09%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO Ltd.                                                                                         | CUSIP: 67570VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2400000 | PA      | $1783824.00   | 0.08%             | 2038-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon 74 Ltd                                      | Octagon 74 Ltd.                                                                                      | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1274220.00   | 0.06%             | 2038-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon 78 Ltd                                      | Octagon 78 Ltd.                                                                                      | CUSIP: 675963AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4150000 | PA      | $3083698.17   | 0.13%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | 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      | $397513.48    | 0.02%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                       | Old Dominion Freight Line, Inc.                                                                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        120 | NS      | $16234.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                   | Omnicom Group, Inc.                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        230 | NS      | $16472.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                               | ON Semiconductor Corp.                                                                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        364 | NS      | $18287.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                            | OneAmerica Financial Partners, Inc.                                                                  | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1357761.21   | 0.06%             | 2050-10-15      | Fixed         | 4.25%                 | 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      | $839710.50    | 0.04%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | 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      | $690842.93    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                           | ONEOK, Inc.                                                                                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        239 | NS      | $17403.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                           | ONEOK, Inc.                                                                                          | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2788717.46   | 0.12%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2064793.28   | 0.09%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $776377.76    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     750000 | PA      | $793808.25    | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp.                                                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |         53 | NS      | $10703.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                         | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1461361.88   | 0.06%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                         | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     375000 | PA      | $368664.09    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1175868.25   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     750000 | PA      | $707187.20    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     750000 | PA      | $702777.01    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                              | Option Care Health, Inc.                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2229801.89   | 0.10%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp.                                                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        200 | NS      | $17770.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                            | Outfront Media Capital LLC / Outfront Media Capital Corp.                                            | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5562321.27   | 0.24%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                    | Owl Rock CLO XVI LLC                                                                                 | CUSIP: 69120YAE5<br>LEI: 254900BHMAVJ8X5TCA77 | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2669768.47   | 0.12%             | 2036-04-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                    | Owl Rock CLO I LLC                                                                                   | CUSIP: 69121XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4600000 | PA      | $4641446.92   | 0.20%             | 2036-02-20      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                           | PG&E Corp.                                                                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       1148 | NS      | $18505.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                      | PNC Financial Services Group, Inc.                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        455 | NS      | $86777.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                  | PPG Industries, Inc.                                                                                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        161 | NS      | $16106.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                            | PPL Corp.                                                                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        489 | NS      | $18044.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                             | PTC, Inc.                                                                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |         86 | NS      | $15086.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                          | PACCAR, Inc.                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        868 | NS      | $91504.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                         | PRKCM Trust                                                                                          | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     868207 | PA      | $868187.98    | 0.04%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| PACIFIC BEACON LLC                                  | Pacific Beacon LLC                                                                                   | CUSIP: 69403WAG2<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |     643216 | PA      | $576924.85    | 0.02%             | 2051-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                          | PacifiCorp                                                                                           | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4969000 | PA      | $5052682.93   | 0.22%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                           | Packaging Corporation of America                                                                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         82 | NS      | $16733.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                           | Palantir Technologies, Inc.                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        105 | NS      | $17687.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding Ltd.                                                                      | CUSIP: 69690CAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3500000 | PA      | $3520409.90   | 0.15%             | 2031-04-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                              | Palo Alto Networks, Inc.                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         89 | NS      | $16921.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4150000 | PA      | $3061040.00   | 0.13%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENDO LP                                             | Endo Luxembourg Finance Co I SARL / Endo US, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    3345000 | NS      | $334.50       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Paramount Skydance Corp                             | Paramount Skydance Corp.                                                                             | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |       1159 | NS      | $18567.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                             | Park River Holdings, Inc.                                                                            | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2014451.40   | 0.09%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                | Parker-Hannifin Corp.                                                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         23 | NS      | $19819.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERRE FINANCE B LLC                             | PartnerRe Finance B LLC                                                                              | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     950000 | PA      | $895631.98    | 0.04%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                         | Paychex, Inc.                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        722 | NS      | $80640.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                 | Paycom Software, Inc.                                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         79 | NS      | $12732.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                 | PayPal Holdings, Inc.                                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        267 | NS      | $16738.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | Penn Entertainment, Inc.                                                                             | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6115000 | PA      | $5655997.10   | 0.24%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                    | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     850000 | PA      | $906601.20    | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                    | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2781397.60   | 0.12%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                    | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2914402.40   | 0.13%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo, Inc.                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        123 | NS      | $18295.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity Inc                                         | Revvity, Inc.                                                                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        212 | NS      | $22134.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Holdings, Ltd.                      | Pershing Square SPARC Holdings, Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     318615 | NS      | $31.86        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERSHING SQUARE TONTINE HOLDINGS LTD                | Pershing Square Tontine Holdings, Ltd. - Class A                                                     | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | Long             | EC               | CORP              | US        |    1042740 | NS      | $104.27       | 0.00%             |  |  |  | No            |                  3 | 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      |
| Pfizer Inc                                          | Pfizer, Inc.                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       3481 | NS      | $89600.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                      | Philip Morris International, Inc.                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        106 | NS      | $16692.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                                          | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        133 | NS      | $18215.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                      | Phillips 66 Co.                                                                                      | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     431000 | PA      | $424500.56    | 0.02%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                      | Phillips 66 Co.                                                                                      | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     431000 | PA      | $431589.61    | 0.02%             | 2056-03-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                          | Pinnacle West Capital Corp.                                                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        950 | NS      | $86317.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                           | Pool Corp.                                                                                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         55 | NS      | $13398.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings, Inc.                                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3701135.27   | 0.16%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                 | Prestige Brands, Inc.                                                                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     300000 | PA      | $279550.08    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                              | T. Rowe Price Group, Inc.                                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        825 | NS      | $84463.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                        | ADT Security Corp.                                                                                   | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $969328.90    | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                       | Principal Financial Group, Inc.                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       1037 | NS      | $87958.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co.                                                                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        111 | NS      | $16445.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp.                                                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        393 | NS      | $89914.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                        | Prologis, Inc.                                                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        698 | NS      | $89713.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                            | Prudential Financial, Inc.                                                                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        807 | NS      | $87357.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                            | Prudential Financial, Inc.                                                                           | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     700000 | PA      | $693969.29    | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                      | Public Service Enterprise Group, Inc.                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       1037 | NS      | $86610.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                                       | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        305 | NS      | $83734.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                      | Public Storage                                                                                       | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      16400 | NS      | $275351.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                      | Public Storage                                                                                       | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     144400 | NS      | $2701724.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                      | PulteGroup, Inc.                                                                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        129 | NS      | $16407.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc                               | Qnity Electronics, Inc.                                                                              | CUSIP: 74743L100<br>LEI: 254900RSUG4J9TFFZX53 | Long             | EC               | CORP              | US        |        168 | NS      | $13623.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM, Inc.                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        110 | NS      | $18489.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                                 | Quanta Services, Inc.                                                                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         45 | NS      | $20919.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS                               | QXO Building Products, Inc.                                                                          | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1253179.20   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                               | Quest Diagnostics, Inc.                                                                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         97 | NS      | $18350.46     | 0.00%             |  |  |  | No            |                  1 | 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      | $780253.49    | 0.03%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                               | Quikrete Holdings, Inc.                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2524999.73   | 0.11%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                              | RR Ltd.                                                                                              | CUSIP: 749754AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2400000 | PA      | $2151600.00   | 0.09%             | 2125-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                             | Rfna, LP                                                                                             | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     650000 | PA      | $658986.25    | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                              | RR Ltd.                                                                                              | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-O            | CORP              | KY        |    4350000 | PA      | $3346150.50   | 0.14%             | 2038-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ralliant Corp                                       | Ralliant Corp.                                                                                       | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |          1 | NS      | $49.37        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                   | Ralph Lauren Corp.                                                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         56 | NS      | $20570.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                         | Raymond James Financial, Inc.                                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        105 | NS      | $16436.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                            | RTX Corp.                                                                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        113 | NS      | $19764.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                  | Realty Income Corp.                                                                                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       1491 | NS      | $85896.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                | Regency Centers Corp.                                                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       1219 | NS      | $86744.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XVIII Funding Ltd                           | Regatta XVIII Funding Ltd.                                                                           | CUSIP: 75884HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1966439.00   | 0.09%             | 2038-04-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                       | Regeneron Pharmaceuticals, Inc.                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         32 | NS      | $24966.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta 33 Funding Ltd.                             | Regatta 33 Funding Ltd.                                                                              | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2250000 | PA      | $1861380.00   | 0.08%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                             | Regatta 34 Funding Ltd.                                                                              | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2300000 | PA      | $1976574.00   | 0.09%             | 2038-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                              | Regions Financial Corp.                                                                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       3432 | NS      | $87344.40     | 0.00%             |  |  |  | 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      | $947806.10    | 0.04%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                             | Reinsurance Group of America, Inc.                                                                   | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $825503.20    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                   | Upbound Group, Inc.                                                                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3539718.62   | 0.15%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                               | Republic Services, Inc.                                                                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         77 | NS      | $16713.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                          | ResMed, Inc.                                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         65 | NS      | $16628.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS AMERICAN INC                               | Reynolds American, Inc.                                                                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4368302.74   | 0.19%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                              | RB Global Holdings, Inc.                                                                             | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1834162.75   | 0.08%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                               | Robinhood Markets, Inc.                                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        149 | NS      | $19145.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                                           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4031000 | PA      | $3734687.64   | 0.16%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                             | Rockwell Automation, Inc.                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         52 | NS      | $20584.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications, Inc.                                                                          | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     421000 | PA      | $364500.12    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications, Inc.                                                                          | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1754000 | PA      | $1424902.51   | 0.06%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications, Inc.                                                                          | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3175664.88   | 0.14%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                         | Rollins, Inc.                                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        311 | NS      | $19120.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                              | Roper Technologies, Inc.                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         34 | NS      | $15171.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                     | Ross Stores, Inc.                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        117 | NS      | $20634.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                  | Royalty Pharma plc                                                                                   | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $1477426.63   | 0.06%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                | Ryan Specialty LLC                                                                                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1077602.68   | 0.05%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                      | S&P Global, Inc.                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         32 | NS      | $15962.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                             | SBA Communications Corp.                                                                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         90 | NS      | $17484.30     | 0.00%             |  |  |  | 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        |       1979 | NS      | $1352428.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVC ABS LLC                                         | SVC ABS LLC                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3674562 | PA      | $3624206.66   | 0.16%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                      | Salesforce, Inc.                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         72 | NS      | $16598.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saluda Grade Alternative Mortg                      | Saluda Grade Alternative Mortgage Trust                                                              | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     889860 | PA      | $921924.99    | 0.04%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                     | Sandisk Corp.                                                                                        | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         77 | NS      | $17192.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapphire Aviation Finance I Li                      | Sapphire Aviation Finance II Ltd.                                                                    | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     984731 | PA      | $960669.67    | 0.04%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                    | Henry Schein, Inc.                                                                                   | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        260 | NS      | $19388.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                             | SLB Ltd.                                                                                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |        484 | NS      | $17540.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp.                                                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        190 | NS      | $17618.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp.                                                                                 | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    3150000 | NS      | $2936114.69   | 0.13%             |  |  |  | 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      | $750554.17    | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co.                                                                               | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     700000 | PA      | $654495.87    | 0.03%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co.                                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2009856.12   | 0.09%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                            | Selective Insurance Group, Inc.                                                                      | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      36000 | NS      | $616680.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                              | Sempra                                                                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        214 | NS      | $20270.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow, Inc.                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         19 | NS      | $15435.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                             | Sherwin-Williams Co.                                                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         49 | NS      | $16840.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO                             | Sierra Pacific Power Co.                                                                             | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $5377838.85   | 0.23%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Project Silver                                      | Project Silver                                                                                       | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6673377 | PA      | $6540043.35   | 0.28%             | 2044-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                            | Simon Property Group, Inc.                                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        469 | NS      | $87384.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO LLC                                 | Sirius XM Radio LLC                                                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2097143.22   | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | 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      | $3973991.00   | 0.17%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                              | Skyworks Solutions, Inc.                                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       1170 | NS      | $77161.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                      | A O Smith Corp.                                                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        242 | NS      | $15967.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                  | J M Smucker Co.                                                                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        809 | NS      | $84281.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                         | Snap-on, Inc.                                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         54 | NS      | $18362.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                       | Lunar Structured Aircraft Portfolio Notes                                                            | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    1681189 | PA      | $1604685.71   | 0.07%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials In                      | Solstice Advanced Materials, Inc.                                                                    | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |        255 | NS      | $12158.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corp                                      | Solventum Corp.                                                                                      | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        246 | NS      | $20973.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Capital LLC                                   | Sonic Capital LLC                                                                                    | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1184375 | PA      | $1169068.97   | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                   | Sonic Capital LLC                                                                                    | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     758000 | PA      | $734276.65    | 0.03%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                           | Sotheby's                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    3399000 | PA      | $3370735.28   | 0.15%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                               | Sotheby's/Bidfair Holdings, Inc.                                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2539477.98   | 0.11%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                     | Southern Co.                                                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        191 | NS      | $17403.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                               | Southwest Airlines Co.                                                                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        563 | NS      | $19598.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                  | Expand Energy Corp.                                                                                  | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1403175.35   | 0.06%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     384000 | PA      | $386448.77    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                      | Sprite Ltd.                                                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5030258 | PA      | $4918043.43   | 0.21%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block Inc                                           | Block, Inc.                                                                                          | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |        238 | NS      | $15898.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                           | Block, Inc.                                                                                          | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2769000.00   | 0.12%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries, Inc.                                                                            | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6835912.66   | 0.30%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries, Inc.                                                                            | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1009220.19   | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                          | Stanley Black & Decker, Inc.                                                                         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        228 | NS      | $16306.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp.                                                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        211 | NS      | $18380.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST                             | Starwood Property Trust, Inc.                                                                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     505000 | PA      | $527184.65    | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                          | Start Ltd.                                                                                           | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    1081680 | PA      | $1082579.78   | 0.05%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                          | Start Ltd.                                                                                           | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |     767854 | PA      | $767339.90    | 0.03%             | 2043-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                          | Start II Ltd.                                                                                        | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1369265 | PA      | $1365841.39   | 0.06%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                   | State Street Corp.                                                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        737 | NS      | $87717.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                   | State Street Corp.                                                                                   | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    1400000 | NS      | $1450643.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                 | Station Casinos LLC                                                                                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3974348.20   | 0.17%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                  | Steel Dynamics, Inc.                                                                                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        132 | NS      | $22153.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                        | Stryker Corp.                                                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         46 | NS      | $17074.28     | 0.00%             |  |  |  | No            |                  1 | 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      | $3215846.79   | 0.14%             | 2027-03-01      | Fixed         | 5.88%                 | 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        |    2000000 | PA      | $1919721.00   | 0.08%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                 | Sumitomo Life Insurance Co.                                                                          | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    5250000 | PA      | $5332666.50   | 0.23%             | 2055-09-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                           | Sunoco, LP                                                                                           | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1266630.55   | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                           | Sunoco, LP                                                                                           | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2632063.41   | 0.11%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                            | Super Micro Computer, Inc.                                                                           | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        399 | NS      | $13506.15     | 0.00%             |  |  |  | No            |                  1 | 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      | $1934408.60   | 0.08%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                    | Superior Plus, LP                                                                                    | CUSIP: 86828QAK7<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $246607.59    | 0.01%             | 2028-05-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                              | Switch ABS Issuer LLC                                                                                | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4450000 | PA      | $4460578.10   | 0.19%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                        | Synopsys, Inc.                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         45 | NS      | $18810.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                                                                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       1146 | NS      | $88654.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                    | Symphony CLO 48 Ltd.                                                                                 | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $2334810.00   | 0.10%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                          | Sysco Corp.                                                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        218 | NS      | $16611.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Companies, Inc.                                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        125 | NS      | $18990.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                              | TKO Group Holdings, Inc.                                                                             | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         90 | NS      | $17450.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US, Inc.                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         73 | NS      | $15257.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd.                                                                                   | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8070062 | PA      | $7994919.33   | 0.35%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd.                                                                                   | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2050214 | PA      | $2009332.81   | 0.09%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                       | Take-Two Interactive Software, Inc.                                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         72 | NS      | $17717.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                        | Tapestry, Inc.                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        166 | NS      | $18140.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                         | Target Corp.                                                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        193 | NS      | $17489.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                | Targa Resources Corp.                                                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        107 | NS      | $18758.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                           | Teledyne Technologies, Inc.                                                                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         32 | NS      | $15984.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                          | TELUS Corp.                                                                                          | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4697460.00   | 0.20%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                 | Somnigroup International, Inc.                                                                       | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486850.85    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                 | Somnigroup International, Inc.                                                                       | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     700000 | PA      | $654928.68    | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                        | Teradyne, Inc.                                                                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        149 | NS      | $27101.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                            | Terraform Global Operating, LP                                                                       | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2016001.45   | 0.09%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                           | Tesla, Inc.                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         50 | NS      | $21508.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments, Inc.                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |         95 | NS      | $15985.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                             | Texas Pacific Land Corp.                                                                             | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         19 | NS      | $16421.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                         | Textron, Inc.                                                                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        216 | NS      | $17962.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                  | Trade Desk, Inc.                                                                                     | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        380 | NS      | $15032.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific, Inc.                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         37 | NS      | $21860.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                               | 3M Co.                                                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        114 | NS      | $19613.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                              | Cloud Software Group, Inc.                                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5675218.86   | 0.25%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                               | Time Warner Cable LLC                                                                                | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     620000 | PA      | $483636.80    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                       | TopBuild Corp.                                                                                       | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $381389.00    | 0.02%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank                                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2850000 | PA      | $2995415.55   | 0.13%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co.                                                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        300 | NS      | $16434.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                 | TransDigm Group, Inc.                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         14 | NS      | $19042.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                             | TransMontaigne Partners LLC                                                                          | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1635940.80   | 0.07%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Companies, Inc.                                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        309 | NS      | $90493.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                 | TreeHouse Foods, Inc.                                                                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1138572.34   | 0.05%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                         | Trimble, Inc.                                                                                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        219 | NS      | $17830.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                               | Truist Financial Corp.                                                                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       1928 | NS      | $89652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                          | Twilio, Inc.                                                                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915184.00   | 0.08%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies, Inc.                                                                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         32 | NS      | $15027.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                     | Tyson Foods, Inc.                                                                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       1611 | NS      | $93518.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                             | UDR, Inc.                                                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       2438 | NS      | $88791.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                        | US Foods, Inc.                                                                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2467136.75   | 0.11%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | U.S. Bancorp                                                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       1804 | NS      | $88486.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRISE FINCO I BV                                  | Sunrise FinCo I B.V.                                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    4550000 | PA      | $4347343.00   | 0.19%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                          | USI, Inc.                                                                                            | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1011208.51   | 0.04%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                    | UWM Holdings LLC                                                                                     | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5222990.14   | 0.23%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                               | Uber Technologies, Inc.                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        186 | NS      | $16282.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                     | Ulta Beauty, Inc.                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         34 | NS      | $18320.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp.                                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         81 | NS      | $18778.23     | 0.00%             |  |  |  | No            |                  1 | 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        |     359792 | PA      | $354145.40    | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines, Inc.                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2561972.35   | 0.11%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                        | United Airlines Holdings, Inc.                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        163 | NS      | $16619.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service, Inc.                                                                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        209 | NS      | $20020.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                  | United Rentals, Inc.                                                                                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         19 | NS      | $15488.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23300000 | PA      | $23172860.52  | 1.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2200000 | PA      | $2195939.50   | 0.10%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1195941.34   | 0.05%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $999890.94    | 0.04%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1998271.02   | 0.09%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $848617.15    | 0.04%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5030000 | PA      | $2105733.60   | 0.09%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5030000 | PA      | $2049558.21   | 0.09%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5060000 | PA      | $1931819.05   | 0.08%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32650000 | PA      | $9500753.30   | 0.41%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                        | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1905089.73   | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                        | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1403255.00   | 0.06%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group, Inc.                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         51 | NS      | $16818.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services, Inc.                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         94 | NS      | $22901.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VB-S1 Issuer LLC                                    | VB-S1 Issuer LLC - VBTEL                                                                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7803484.80   | 0.34%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                    | VB-S1 Issuer LLC - VBTEL                                                                             | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5600000 | PA      | $5805096.08   | 0.25%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                               | VFH Parent LLC / Valor Company-Issuer, Inc.                                                          | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1889132.40   | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                             | VZ Secured Financing B.V.                                                                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    6850000 | PA      | $6223863.42   | 0.27%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp.                                                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        508 | NS      | $89794.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                       | Valvoline, Inc.                                                                                      | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     760000 | PA      | $700542.46    | 0.03%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vault DI Issuer LLC                                 | Vault DI Issuer LLC                                                                                  | CUSIP: 92243JAA0<br>LEI: 254900OCNWBALNF55H80 | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1817428.72   | 0.08%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                              | Velocity Vehicle Group LLC                                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $364923.79    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                          | Ventas, Inc.                                                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        253 | NS      | $20399.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     775000 | PA      | $710027.33    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                     | Venture XIII CLO Ltd.                                                                                | CUSIP: 92329PAC9<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $150.00       | 0.00%             | 2029-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG, Inc.                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6246792.00   | 0.27%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG, Inc.                                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |    1800000 | NS      | $1532311.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp                                        | Veralto Corp.                                                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        165 | NS      | $16701.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                        | VeriSign, Inc.                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         62 | NS      | $15623.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications, Inc.                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       2115 | NS      | $86947.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                | Verisk Analytics, Inc.                                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         67 | NS      | $15079.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals, Inc.                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         45 | NS      | $19512.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                            | TK Elevator US Newco, Inc.                                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1552595.99   | 0.07%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $4975502.51   | 0.22%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                         | Viatris, Inc.                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       8107 | NS      | $86663.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                 | VICI Properties, Inc.                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       2752 | NS      | $79312.64     | 0.00%             |  |  |  | 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      | $1118861.76   | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa, Inc.                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |         52 | NS      | $17390.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                         | Vistra Corp.                                                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         84 | NS      | $15024.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group plc                                                                                   | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4100000 | PA      | $3253780.50   | 0.14%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                              | Vmed O2 UK Financing I plc                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1225000 | PA      | $1119436.61   | 0.05%             | 2031-01-31      | Fixed         | 4.25%                 | 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      | $599791.86    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                              | Vmed O2 UK Financing I plc                                                                           | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    2700000 | PA      | $2688834.96   | 0.12%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                 | Vulcan Materials Co.                                                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         59 | NS      | $17537.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                        | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3650000 | PA      | $1885188.50   | 0.08%             | 2035-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                           | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1257102 | PA      | $456843.06    | 0.02%             | 2037-04-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                | WEC Energy Group, Inc.                                                                               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        762 | NS      | $85397.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1520950.45   | 0.07%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508095.04    | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     550000 | PA      | $545953.16    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                | Wabash National Corp.                                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4393641.13   | 0.19%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                      | Westinghouse Air Brake Technologies Corp.                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         92 | NS      | $19186.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                         | Walmart, Inc.                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        174 | NS      | $19228.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP INC                                 | Walker & Dunlop, Inc.                                                                                | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2364027.40   | 0.10%             | 2033-04-01      | Fixed         | 6.62%                 | 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        |    1391241 | PA      | $1060965.56   | 0.05%             | 2047-07-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                           | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     815467 | PA      | $476960.71    | 0.02%             | 2047-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery, Inc.                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       1397 | NS      | $33528.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                                | Waste Management, Inc.                                                                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         80 | NS      | $17429.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                                   | Waste Pro USA, Inc.                                                                                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1248126.00   | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                         | Waters Corp.                                                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         60 | NS      | $24205.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wave USA                                            | WAVE LLC                                                                                             | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1234213 | PA      | $1221895.57   | 0.05%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co.                                                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        218 | NS      | $18715.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    3300000 | NS      | $3284721.99   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     148000 | NS      | $2807560.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     183750 | NS      | $3539025.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      50000 | NS      | $885000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                       | Welltower, Inc.                                                                                      | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        104 | NS      | $21654.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I                      | West Pharmaceutical Services, Inc.                                                                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         69 | NS      | $19130.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                | Western Digital Corp.                                                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        184 | NS      | $30052.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                     | Weyerhaeuser Co.                                                                                     | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |        698 | NS      | $15502.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                                     | Weyerhaeuser Co.                                                                                     | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1237099.34   | 0.05%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                      | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     550000 | PA      | $423127.10    | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                      | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $382180.00    | 0.02%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                      | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1115544.00   | 0.05%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                | Williams Companies, Inc.                                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        298 | NS      | $18157.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                 | Williams-Sonoma, Inc.                                                                                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         86 | NS      | $15480.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILTON RE LTD                                       | Wilton RE Ltd.                                                                                       | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    6786000 | PA      | $6724396.69   | 0.29%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                | Wingstop Funding LLC                                                                                 | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98500 | PA      | $95151.91     | 0.00%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                | Wolverine World Wide, Inc.                                                                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    4995000 | PA      | $4578920.00   | 0.20%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.                          | Wonder Lake Park CLO Ltd.                                                                            | CUSIP: 97816XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4450000 | PA      | $3538417.50   | 0.15%             | 2038-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                         | Workday, Inc.                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         77 | NS      | $16602.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                | WW International, Inc.                                                                               | CUSIP: 98262P200<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       4007 | NS      | $113678.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                            | Wyndham Hotels & Resorts, Inc.                                                                       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1599259.68   | 0.07%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                                    | Wynn Resorts Ltd.                                                                                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        143 | NS      | $18401.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                     | Xcel Energy, Inc.                                                                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        242 | NS      | $19870.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX CORPORATION                                   | Xerox Corp.                                                                                          | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1686613.57   | 0.07%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                        | Xylem, Inc.                                                                                          | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        127 | NS      | $17865.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands, Inc.                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        120 | NS      | $18385.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                     | Yum! Brands, Inc.                                                                                    | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1987000 | PA      | $1956480.68   | 0.08%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings, Inc.                                                                            | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     675473 | PA      | $622380.82    | 0.03%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                             | Zebra Technologies Corp.                                                                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         57 | NS      | $14406.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BOND CO BV                                    | Ziggo Bond Company B.V.                                                                              | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $448792.75    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                            | Ziggo B.V.                                                                                           | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     725000 | PA      | $686886.17    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings, Inc.                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        171 | NS      | $16675.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                          | Zoetis, Inc.                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        117 | NS      | $14997.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRABELA NICKEL LTD                                 | Mirabela Nickel Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    2667995 | PA      | $6669.99      | 0.00%             | 2019-06-24      | Variable      | 9.50%                 | Yes           |                  3 | On Loan: No      |
| ATLAS MARA LTD                                      | Atlas Mara Ltd.                                                                                      | CUSIP: N/A<br>LEI: 213800R42RHUZR883M76       | Long             | DBT              | CORP              | VG        |     180783 | PA      | $0.18         | 0.00%             | 2021-12-31      | Fixed         | 8.00%                 | Yes           |                  3 | 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      | $116.18       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-37A                | Dryden 37 Senior Loan Fund                                                                           | CUSIP: N/A<br>LEI: 254900I0IPNA482LDS44       | Long             | ABS-O            | CORP              | KY        |    2998799 | PA      | $8460.51      | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BP HOLDCO LLC                                       | BP Holdco LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     121041 | NS      | $98944.00     | 0.00%             |  |  |  | No            |                  3 | 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      | $12.10        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REVENIR ENERGY INC                                  | Legacy Reserves, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300SZ0GOWNZGNYY47       | Long             | EC               | CORP              | US        |       2359 | NS      | $259.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MORAN FOODS LLC                                     | Save-A-Lot                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    1871199 | NS      | $187.12       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLUE OWL GP STAKES III                              | Dyal Capital Partners III                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    6350683 | PA      | $6154995.33   | 0.27%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| BLUE OWL GP STAKES III                              | Dyal Capital Partners III                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    3649317 | PA      | $3536868.87   | 0.15%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| VERTICAL MANCO & GMBH CO KG                         | Vertical Midco GmbH                                                                                  | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116191.61    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                      | TeamSystem SpA                                                                                       | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    1700000 | PA      | $1964555.98   | 0.09%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                     | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    1377528 | PA      | $1337209.27   | 0.06%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| VERSUNI GROUP BV                                    | Nobel Bidco B.V.                                                                                     | CUSIP: N/A<br>LEI: 549300NZZFLYK83VVT71       | Long             | DBT              | CORP              | NL        |    1750000 | PA      | $1986976.93   | 0.09%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | 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      | $990215.15    | 0.04%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                          | Grifols Escrow Issuer, S.A.U.                                                                        | CUSIP: N/A<br>LEI: 959800HLB3PGTGSLVV62       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $343486.16    | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                  | BCP V Modular Services Finance II plc                                                                | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    1550000 | PA      | $1706652.03   | 0.07%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES FINANCE PLC                  | BCP V Modular Services Finance II plc                                                                | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    4250000 | PA      | $5288287.72   | 0.23%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird A                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   21200000 | PA      | $20153145.70  | 0.87%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2606177.73   | 0.11%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   21200000 | PA      | $20153145.70  | 0.87%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2606177.73   | 0.11%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CASTOR SPA                                          | Castor S.p.A.                                                                                        | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |     200000 | PA      | $216501.73    | 0.01%             | 2029-02-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                                          | Castor S.p.A.                                                                                        | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2489769.91   | 0.11%             | 2029-02-15      | Variable      | 7.26%                 | 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      | $-1285776.72  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL ENTERPRISE AMERICAS LLC                     | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    2802632 | PA      | $2927073.30   | 0.13%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                             | Fontainbleau Vegas                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6500000.00   | 0.28%             | 2028-01-31      | Fixed         | 9.62%                 | No            |                  3 | 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      |
| FT 1 INC                                            | Targus, Inc.                                                                                         | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |      45049 | NS      | $797.05       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHESTERFIELD FINANCIAL HOLDING CHEST_23-1           | CHEST                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1415945.14   | 0.06%             | 2043-03-23      | Variable      | 7.12%                 | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC                                   | YAK BLOCKER 2 LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      34136 | NS      | $28836.06     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YAK BLOCKER 2 LLC                                   | YAK BLOCKER 2 LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      31551 | NS      | $26652.28     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EMERSON ELECTRIC CO                                 | Emerald Debt Merger Sub LLC                                                                          | CUSIP: N/A<br>LEI: 98450099EE3A0ZD5F786       | Long             | DBT              | CORP              | US        |     450000 | PA      | $544291.17    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHECKERS HOLDINGS INC                               | Checkers Holdings, Inc.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      84343 | NS      | $335685.14    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW BOOST HOLDCO LLC                                | Worldpay US, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     750000 | PA      | $1061587.20   | 0.05%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                      | Ardonagh Finco Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |     350000 | PA      | $417195.06    | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AZ BATTERY PROPERTY LLC                             | AZ Battery Property LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2991622.65   | 0.13%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | EC               | CORP              | CA        |        579 | NS      | $8.69         | 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        |   -2046831 | PA      | $-2046831.25  | -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        |   -2173064 | PA      | $-2173064.00  | -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        |   -1016909 | PA      | $-1016908.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1169329 | PA      | $-1169329.00  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -606958 | PA      | $-606957.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -171655 | PA      | $-171655.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |     -42784 | PA      | $-42784.39    | -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        |    -277650 | PA      | $-277650.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -4151120 | PA      | $-4151119.50  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE CAYMAN 2                                   | Verisure Holding AB                                                                                  | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    1950000 | PA      | $2344737.92   | 0.10%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                           | ONE Hotels GmbH                                                                                      | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |    1300000 | PA      | $1605462.23   | 0.07%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LVNV FUNDING LLC                                    | LVNV Funding LLC                                                                                     | CUSIP: N/A<br>LEI: 549300YMNWAZ7DKR6204       | Long             | ABS-O            | CORP              | US        |    3850000 | PA      | $3959987.22   | 0.17%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   11000000 | PA      | $11632500.00  | 0.50%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1248000.00   | 0.05%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| OBRA CAPITAL INC                                    | Obra Longevity                                                                                       | CUSIP: N/A<br>LEI: 2549001PDYPC4244EX25       | Long             | ABS-O            | CORP              | US        |   17400000 | PA      | $18475685.75  | 0.80%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| ANCHOR HOLDINGS SCA                                 | TVL Finance plc                                                                                      | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | JE        |    3500000 | PA      | $4044164.68   | 0.17%             | 2030-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                      | TeamSystem SpA                                                                                       | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    2500000 | PA      | $2915717.10   | 0.13%             | 2031-07-31      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | EC               | CORP              | US        |        768 | NS      | $603024.55    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| PERRIGO COMPANY PLC                                 | Perrigo Finance Unlimited Co.                                                                        | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |     900000 | PA      | $1053520.67   | 0.05%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                          | AccorInvest Group S.A.                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $729407.76    | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLLER CREDIT BACKED LOANS & NOTES II LTD           | Coller Capital Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |    1845664 | NS      | $2252250.59   | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| SAMMONTANA ITALIA SPA                               | Sammontana Italia SpA                                                                                | CUSIP: N/A<br>LEI: 8156002DFC51B8173A68       | Long             | DBT              | CORP              | IT        |    2025000 | PA      | $2365470.78   | 0.10%             | 2031-10-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| COLLER CREDIT BACKED LOANS & NOTES II LTD           | Coller Capital Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    3014443 | PA      | $0.03         | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CORVIAS MILITARY LIVING LLC                         | Homestead Spe Issuer LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4667169.06   | 0.20%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| XPLORE INC                                          | Xplore, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |      61305 | NS      | $120671.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1942628.12   | 0.08%             | 2029-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $341992.10    | 0.01%             | 2029-12-15      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2621405.13   | 0.11%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DOMESTIC & GENERAL LTD                              | Galaxy Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | DBT              | CORP              | JE        |    1800000 | PA      | $2488602.23   | 0.11%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CDX.NA.HY.43.V1 (25-35%)                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |   -6610000 | OU      | $-1067909.74  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CDX.NA.HY.43.V1 (15-25%)                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |   -6610000 | OU      | $-624956.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CRETACEOUS MIDCO LTD                                | ContourGlobal Power Holdings S.A.                                                                    | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $3322010.78   | 0.14%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRETACEOUS MIDCO LTD                                | ContourGlobal Power Holdings S.A.                                                                    | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     150000 | PA      | $177964.86    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOGWOOD TERM LOANS                                  | Dogwood State Bank                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    9668163 | PA      | $9753731.21   | 0.42%             | 2032-06-24      | Fixed         | 6.45%                 | No            |                  3 | On Loan: No      |
| BofA Securities, Inc.                               | U.S. Secured Overnight Financing Rate                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -24060000 | OU      | $-723958.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings LLC Deferral                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     716060 | PA      | $716059.52    | 0.03%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| NIMLAS HOLDCO AB                                    | QuickTop HoldCo AB                                                                                   | CUSIP: N/A<br>LEI: 984500A1D5DC9ECC7050       | Long             | DBT              | CORP              | SE        |    2800000 | PA      | $3314997.19   | 0.14%             | 2030-03-31      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Corp                                                                                        | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | EC               | CORP              | US        |    3087395 | NS      | $308.74       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC                   | Powergrid Services LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1690000 | PA      | $-118300.00   | -0.01%            | 2030-03-31      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    4857000 | NC      | $10469.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    3885000 | NC      | $8374.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |     858000 | NC      | $1849.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Liquidating Trust                                                                           | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | EC               | CORP              | US        |        190 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| XPLORE INC                                          | Xplore, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | CA        |       4673 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goldman Sachs International                         | Goldman Sachs Swaption Forward Volatility Index                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | US        |      68228 | NC      | $-706159.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GAMMA MANAGEMENT LLC                                | Lottomatica Group SpA                                                                                | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    2550000 | PA      | $3044476.57   | 0.13%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIDCAP FUNDING XLVI TRUST                           | MidCap Funding XLVI Trust                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4850000.00   | 0.21%             | 2028-04-15      | Variable      | 6.49%                 | No            |                  3 | On Loan: No      |
| ESSENDI SA                                          | AccorInvest Group S.A.                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $700526.19    | 0.03%             | 2032-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                          | AccorInvest Group S.A.                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    2550000 | PA      | $3043267.06   | 0.13%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |    -905869 | PA      | $-905869.17   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2728524 | PA      | $-2728524.06  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |   32082500 | NC      | $395531.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -32082500 | NC      | $-73225.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   32082500 | NC      | $395531.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -32082500 | NC      | $-73225.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |   32082500 | NC      | $395531.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -32082500 | NC      | $-73225.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   32082500 | NC      | $395531.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -32082500 | NC      | $-73225.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBION JVCO LTD                                     | Albion Financing 1 SARL / Aggreko Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119513.89    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALBION JVCO LTD                                     | Albion Financing 1 SARL                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $2031736.16   | 0.09%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | SPDR S&P 500 ETF Trust                                                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |     100000 | NC      | $8919000.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    1640000 | NC      | $9831.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |     386000 | NC      | $2314.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global Limited Partnership / Clarios US Finance Co.                                          | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | US        |     300000 | PA      | $354533.62    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3067522 | PA      | $-3067522.40  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -4020344 | PA      | $-4020343.90  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2752468 | PA      | $-2752467.83  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2471818 | PA      | $-2471817.70  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MSC MEDITERRANEAN SHIPPING CO SA                    | Terminal Investment Limited Holding                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    2400000 | PA      | $2459246.40   | 0.11%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -4391569 | PA      | $-4391568.83  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -3624582 | PA      | $-3624581.64  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3277742 | PA      | $-3277742.24  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| FUSION BUYER LLC                                    | Fusion Buyer LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      46808 | NS      | $1591472.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| 3G FUND VI LP                                       | Beach Acquisition Bidco, LLC                                                                         | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |     700000 | PA      | $831850.29    | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSC MEDITERRANEAN SHIPPING CO SA                    | Terminal Investment Limited Holding                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    2600000 | PA      | $2664183.60   | 0.12%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |    -192569 | PA      | $-192568.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |    -565102 | PA      | $-565102.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |    -867856 | PA      | $-867856.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |    -502472 | PA      | $-502472.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -3057580 | PA      | $-3057580.05  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -1569054 | PA      | $-1569053.68  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| KANE FEEDER LP                                      | Kane Bidco Ltd.                                                                                      | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |    2750000 | PA      | $3692720.01   | 0.16%             | 2031-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -3183062 | PA      | $-3183062.09  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -4529239 | PA      | $-4529238.99  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1520768 | PA      | $-1520768.05  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1299061 | PA      | $-1299060.96  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -4292361 | PA      | $-4292361.13  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -4181387 | PA      | $-4181387.45  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |    -903599 | PA      | $-903599.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   16311000 | NC      | $9551.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -5775257 | PA      | $-5775257.39  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   14272000 | NC      | $8615.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    8078000 | NC      | $4876.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   14272000 | NC      | $8615.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   18237000 | NC      | $11586.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                               | Boots Group Finco, LP                                                                                | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2622070.67   | 0.11%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                               | Boots Group Finco, LP                                                                                | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |     500000 | PA      | $679716.78    | 0.03%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EAGLE POINT HOLDINGS BORROWER LLC                   | Eagle Point Holdings Borrower, LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     250000 | PA      | $250000.00    | 0.01%             | 2028-03-31      | Variable      | 7.63%                 | No            |                  3 | On Loan: No      |
| EAGLE POINT HOLDINGS BORROWER LLC                   | Eagle Point Holdings Borrower, LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     250000 | PA      | $250000.00    | 0.01%             | 2028-03-31      | Variable      | 7.75%                 | No            |                  3 | On Loan: No      |
| ARES GLOBAL LOAN FUNDING I LIMITED                  | Ares Loan Funding I Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6585958 | PA      | $6585958.31   | 0.28%             | 2034-10-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP                   | FTAI Aircraft Leasing Offshore SPV (2025), LP                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    5750000 | NS      | $575.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FTAI AIRCRAFT LEASING SPV 2025 LP                   | FTAI Aircraft Leasing Offshore SPV (2025), LP                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   17250000 | NS      | $17793823.50  | 0.77%             |  |  |  | No            |                  3 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3838866 | PA      | $-3838865.63  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3823354 | PA      | $-3823353.77  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -1828976 | PA      | $-1828976.23  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -10090625 | NC      | $-26875.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -14126875 | NC      | $-32233.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -14126875 | NC      | $-32233.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -16145000 | NC      | $-40210.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -16145000 | NC      | $-40210.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-26875.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -10090625 | NC      | $-14533.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -14126875 | NC      | $-23566.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -14126875 | NC      | $-23566.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -16145000 | NC      | $-24141.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -16145000 | NC      | $-24141.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 1-Year/2-Year Interest Rate Swap                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-14533.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-16931.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-12899.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -10090625 | NC      | $-12950.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -10090625 | NC      | $-13312.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-19774.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -10090625 | NC      | $-19774.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -10090625 | NC      | $-18994.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -10090625 | NC      | $-19281.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-3922.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-3817.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -10090625 | NC      | $-3796.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -10090625 | NC      | $-3648.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -10090625 | NC      | $-2803.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | US        |  -10090625 | NC      | $-2803.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                   | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              |  | GB        |  -10090625 | NC      | $-3148.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                           | 6-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DIR              |  | CA        |  -10090625 | NC      | $-3081.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |    -992331 | PA      | $-992330.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -1352050 | PA      | $-1352050.37  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2399820 | PA      | $-2399819.80  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2495509 | PA      | $-2495508.82  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -1385719 | PA      | $-1385718.73  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -4294235 | PA      | $-4294234.51  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |    -498697 | PA      | $-498696.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2794917 | PA      | $-2794916.71  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain, Inc.                                                                                  | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1816547.69   | 0.08%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | Markit iBoxx USD Liquid Leveraged Loans Total Return Index                                           | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              |  | US        |   35000000 | NC      | $456356.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBOURVEST STRUCTURED SOLUTIONS IV LP              | HarbourVest Partners LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    4650000 | PA      | $4616124.19   | 0.20%             | 2030-09-15      | Variable      | 6.84%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -2022802 | PA      | $-2022802.16  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -3325654 | PA      | $-3325653.83  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| ACME AMALGAMATED HOLDINGS LLC                       | Intralot Capital Luxembourg S.A.                                                                     | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |    3550000 | PA      | $4032815.86   | 0.17%             | 2031-10-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ACME AMALGAMATED HOLDINGS LLC                       | Intralot Capital Luxembourg S.A.                                                                     | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |    1750000 | PA      | $1972759.02   | 0.09%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AITX HOLDCO LLC                                     | AITX Finco LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4513421.66   | 0.20%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   16300000 | PA      | $16505477.80  | 0.71%             | 2026-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -3995640 | PA      | $-3995640.11  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | J.P. Morgan Securities LLC                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |    -560209 | PA      | $-560209.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | J.P. Morgan Securities LLC                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -1517968 | PA      | $-1517967.92  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                          | J.P. Morgan Securities LLC                                                                           | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | RA               | CORP              | US        |   -1949932 | PA      | $-1949932.33  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2966436 | PA      | $-2966436.33  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3885588 | PA      | $-3885588.49  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3890770 | PA      | $-3890769.61  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -4417559 | PA      | $-4417559.24  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2898248 | PA      | $-2898248.25  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2814047 | PA      | $-2814047.17  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3371623 | PA      | $-3371623.22  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3628799 | PA      | $-3628798.82  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -986678 | PA      | $-986677.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -4103888 | PA      | $-4103888.42  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1350310 | PA      | $-1350309.85  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1701103 | PA      | $-1701103.43  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -772640 | PA      | $-772639.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1292466 | PA      | $-1292466.04  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2956068 | PA      | $-2956068.41  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -628202 | PA      | $-628201.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES GLOBAL LOAN FUNDING I LIMITED                  | Ares Loan Funding I Ltd.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    3414042 | PA      | $3.41         | 0.00%             | 2034-10-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NEXT ALT SARL                                       | Altice France Lux 3                                                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |      56594 | NS      | $1020635.82   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -27946816 | PA      | $-27946815.56 | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -10061041 | PA      | $-10061041.10 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |    -816084 | PA      | $-816083.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |    -213242 | PA      | $-213242.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -1242513 | PA      | $-1242512.65  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -1805580 | PA      | $-1805580.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -1227733 | PA      | $-1227733.47  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |    -670357 | PA      | $-670356.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |    -443438 | PA      | $-443438.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1058194 | PA      | $-1058193.59  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -1033310 | PA      | $-1033309.62  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |   -1218446 | PA      | $-1218446.05  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |    -321810 | PA      | $-321810.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Long: TRS: BGHABAE20 USD AUTOCALL 2NC1 WO 50B 10.22 TRS / Short: BGHABAE20 USD 1DSOFR FIN SOFRRATE 0 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DE               |  | US        |    1000000 | NC      | $-7700.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BGHABW                                              | Mallinckrodt PLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  804523548 | NS      | $8.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INSURED LENDING 1 LTD                               | Insured Lending 1 LTD                                                                                | CUSIP: N/A<br>LEI: 875500RRX7H6NZ8RYE90       | Long             | DBT              | CORP              | GB        |   19600000 | PA      | $22743095.85  | 0.98%             | 2032-02-04      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -4109142 | PA      | $-4109141.85  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -1920772 | PA      | $-1920771.78  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1521023 | PA      | $-1521023.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -1631217 | PA      | $-1631216.70  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |    -532425 | PA      | $-532425.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |    -420892 | PA      | $-420891.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | iShares iBoxx $ High Yield Corporate Bond ETF                                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |    -156244 | NC      | $-3814.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEELE IV ISSUER 2025A-1 LLC                        | STEIV 2025                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    1050000 | PA      | $1050000.00   | 0.05%             | 2046-12-31      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   24850000 | PA      | $22070080.20  | 0.95%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1135404 | PA      | $-1135404.16  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | iShares iBoxx $ High Yield Corporate Bond ETF                                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |    -157328 | NC      | $-62144.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                      | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $5926133.47   | 0.26%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -12248730 | PA      | $-12248730.42 | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| STEELE IV ISSUER 2025A-1 LLC                        | STEIV 2025                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $0.00         | 0.00%             | 2046-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | iShares iBoxx $ High Yield Corporate Bond ETF                                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |    -157511 | NC      | $-68517.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -9536493 | PA      | $-9536493.22  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | iShares iBoxx $ High Yield Corporate Bond ETF                                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |    -157513 | NC      | $-157513.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -11657079 | PA      | $-11657079.26 | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -6188431 | PA      | $-6188431.29  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -5439390 | PA      | $-5439390.46  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -6283257 | PA      | $-6283256.57  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -6996344 | PA      | $-6996344.29  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -7052492 | PA      | $-7052491.64  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                               | CURRENCY CONTRACT - Rec CAD / Deliver USD                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |      27000 | NC      | $167.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |     285000 | NC      | $1995.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -7474000 | NC      | $-16066.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |    -336000 | NC      | $1965.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Global Financial Products, Inc.              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DFE              |  | US        | -262910000 | NC      | $1124040.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Global Financial Products, Inc.              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DFE              |  | US        |   -2442000 | NC      | $-490.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Global Financial Products, Inc.              | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: 0Z3VO5H2G7GRS05BHJ91       | N/A              | DFE              |  | US        |    -110000 | NC      | $-1077.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -1720000 | NC      | $-13031.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                               | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |    -235000 | NC      | $-1877.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                         | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |  -37750000 | NC      | $-156655.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |   -4457000 | NC      | $-36319.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERRE LTD                                       | PartnerRe Ltd.                                                                                       | CUSIP: EP0597732<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |     128000 | NS      | $2176000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                            | RenaissanceRe Holdings Ltd.                                                                          | CUSIP: EP0599001<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      13000 | NS      | $206270.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                         | S&P 500 Index Mini Futures Contracts                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       1063 | NC      | $10944146.19  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                        | Allegion plc                                                                                         | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | US        |        103 | NS      | $17101.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                           | Amcor plc                                                                                            | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | US        |       2129 | NS      | $18139.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                             | Aon plc                                                                                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |         48 | NS      | $16988.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | US        |        193 | NS      | $18126.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                       | Accenture plc                                                                                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | US        |         72 | NS      | $18000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corporation plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |         48 | NS      | $16602.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                                   | Everest Group Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | US        |         52 | NS      | $16343.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                           | Aptiv plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        215 | NS      | $16673.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                         | Invesco Ltd.                                                                                         | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |        791 | NS      | $19339.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                      | Johnson Controls International plc                                                                   | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |        163 | NS      | $18958.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                           | Linde plc                                                                                            | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |         37 | NS      | $15181.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                       | Medtronic plc                                                                                        | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | US        |        190 | NS      | $20012.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings                      | Norwegian Cruise Line Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        689 | NS      | $12718.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL                      | Seagate Technology Holdings plc                                                                      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |         91 | NS      | $25178.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                         | Pentair plc                                                                                          | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | US        |        160 | NS      | $16838.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                                | Smurfit WestRock plc                                                                                 | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | US        |        387 | NS      | $13812.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                          | STERIS plc                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         72 | NS      | $19172.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                 | TE Connectivity plc                                                                                  | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | US        |         83 | NS      | $18770.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies plc                                                                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | US        |         42 | NS      | $17702.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                            | Willis Towers Watson plc                                                                             | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | US        |         53 | NS      | $17013.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodity Exchange, Inc.                            | Gold 100 oz. Futures Contracts                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         27 | NC      | $394848.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                     | Bunge Global S.A.                                                                                    | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |        213 | NS      | $20462.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd.                                                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |        300 | NS      | $88854.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                          | Garmin Ltd.                                                                                          | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | US        |         74 | NS      | $14453.68     | 0.00%             |  |  |  | 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        |    2482875 | PA      | $1713183.66   | 0.07%             | 2025-04-03      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VANAHALL MIDCO SARL                                 | Visma AS                                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |     500000 | PA      | $583081.92    | 0.03%             | 2028-12-05      | Variable      | 5.80%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PARTNERS II LLC                      | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: N/A<br>LEI: 549300GKHS6RS20NLH85       | Long             | LON              | CORP              | US        |     624352 | PA      | $623965.40    | 0.03%             | 2026-08-19      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTIONS INC                       | Tegra118 Wealth Solutions, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3681995 | PA      | $3632287.89   | 0.16%             | 2027-02-18      | Variable      | 7.89%                 | No            |                  2 | On Loan: No      |
| PAI EUROPE VII MASTERTOPCO SARL SICAV-RAIF          | Addo Food Group Ltd.                                                                                 | CUSIP: N/A<br>LEI: 259400QEGOEU126C6775       | Long             | LON              | CORP              | GB        |    3950000 | PA      | $5224470.17   | 0.23%             | 2028-01-31      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                            | Women's Care Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6534938 | PA      | $6012142.50   | 0.26%             | 2028-01-15      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| CPC ACQUISITION CORP                                | NIC Acquisition Corp.                                                                                | CUSIP: N/A<br>LEI: 254900UFA4AMH3PZZW32       | Long             | LON              | CORP              | US        |    1043229 | PA      | $828323.88    | 0.04%             | 2027-12-29      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| PHM SF DUTCH BIDCO BV                               | PHM SF Dutch Bidco BV                                                                                | CUSIP: N/A<br>LEI: 2594000D81D168892K93       | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1083128.34   | 0.05%             | 2028-03-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| REALPAGE HOLDINGS LLC                               | RealPage, Inc.                                                                                       | CUSIP: N/A<br>LEI: 5493001RSFZX4122A604       | Long             | LON              | CORP              | US        |     698182 | PA      | $697071.71    | 0.03%             | 2028-04-24      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                | CCRR Parent, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6574224 | PA      | $2070880.57   | 0.09%             | 2028-03-06      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| DMG PRACTICE MANAGEMENT SOLUTIONS LLC               | Midwest Physician Administrative Services                                                            | CUSIP: N/A<br>LEI: 5493001F7B0DCPKBGK48       | Long             | LON              | CORP              | US        |    1175740 | PA      | $1069430.00   | 0.05%             | 2028-03-12      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| CELESTIAL-SATURN PARENT INC                         | CoreLogic, Inc.                                                                                      | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |    3510533 | PA      | $3507233.58   | 0.15%             | 2028-06-02      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| CARE BIDCO SAS                                      | Care BidCo                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | FR        |   -1000000 | PA      | $-37542.70    | -0.00%            | 2028-05-04      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| BLUE RIBBON LLC (USA)                               | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |    5457221 | PA      | $3525364.56   | 0.15%             | 2028-05-08      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| UNIT4 GROUP HOLDING BV                              | Bock Capital Bidco B.V.                                                                              | CUSIP: N/A<br>LEI: 259400UFTFGBNQWX0O86       | Long             | LON              | CORP              | NL        |    3800000 | PA      | $4435082.39   | 0.19%             | 2028-06-29      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                 | Conair Holdings LLC                                                                                  | CUSIP: N/A<br>LEI: 549300804G00T34FLV17       | Long             | LON              | CORP              | US        |    1324857 | PA      | $652492.28    | 0.03%             | 2028-05-17      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     625909 | PA      | $588992.90    | 0.03%             | 2028-06-02      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    2474227 | PA      | $2681398.07   | 0.12%             | 2028-06-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    1582545 | PA      | $1497388.64   | 0.06%             | 2026-06-04      | Variable      | 7.74%                 | No            |                  3 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Short            | LON              | CORP              | US        |   -1053728 | PA      | $-56701.12    | -0.00%            | 2026-06-04      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| ILPEA PARENT INC                                    | ILPEA Parent, Inc.                                                                                   | CUSIP: N/A<br>LEI: 5493002IJGO6IOH86T22       | Long             | LON              | CORP              | US        |    1216823 | PA      | $1213026.29   | 0.05%             | 2028-06-22      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| OSMOSE UTILITIES SERVICES INC                       | Osmose Utility Services, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300FSLVHLFZ3S0D82       | Long             | LON              | CORP              | US        |     490390 | PA      | $473534.92    | 0.02%             | 2028-06-23      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| GIBSON BRANDS INC                                   | Gibson Brands, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |    4740312 | PA      | $4289982.81   | 0.19%             | 2028-08-11      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                             | Sweetwater Sound                                                                                     | CUSIP: N/A<br>LEI: 254900JJU57789DC8283       | Long             | LON              | CORP              | US        |    1608948 | PA      | $1611973.32   | 0.07%             | 2028-08-07      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                              | Balrog Acquisition, Inc.                                                                             | CUSIP: N/A<br>LEI: 25490017XQ2US9FIMN58       | Long             | LON              | CORP              | US        |     756623 | PA      | $692309.67    | 0.03%             | 2028-09-05      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| DURAVANT LLC                                        | Engineered Machinery Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    2263243 | PA      | $2269715.76   | 0.10%             | 2028-05-19      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| KKR SANDY AGGREGATOR LP                             | Sandy Bidco B.V.                                                                                     | CUSIP: N/A<br>LEI: 2549003HW5A2AVSVPG96       | Long             | LON              | CORP              | NL        |    4550000 | PA      | $5216977.84   | 0.23%             | 2029-08-17      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| VECTOR WP HOLDCO INC                                | Vector WP Holdco, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3033007 | PA      | $2854817.48   | 0.12%             | 2028-10-12      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| BREITLING HOLDINGS SARL                             | Breitling Financing SARL                                                                             | CUSIP: N/A<br>LEI: 549300TABH53MDTQEP16       | Long             | LON              | CORP              | LU        |    3000000 | PA      | $3207890.46   | 0.14%             | 2028-10-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC              | LaserAway Intermediate Holdings II LLC                                                               | CUSIP: N/A<br>LEI: 254900KPMJ49M2JTOZ92       | Long             | LON              | CORP              | US        |    7422374 | PA      | $7348150.63   | 0.32%             | 2027-10-14      | Variable      | 9.89%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC                                       | FR Refuel LLC                                                                                        | CUSIP: N/A<br>LEI: 549300Y6GW0LGV84NW77       | Long             | LON              | CORP              | US        |    7676655 | PA      | $7580696.76   | 0.33%             | 2028-11-08      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| CONFLUENT HEALTH LLC                                | Confluent Health LLC                                                                                 | CUSIP: N/A<br>LEI: 5493000L34O0L3V78785       | Long             | LON              | CORP              | US        |    1323021 | PA      | $1190719.10   | 0.05%             | 2028-11-30      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| COBHAM GROUP HOLDINGS LTD                           | Cobham Ultra SeniorCo SARL                                                                           | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |    4615736 | PA      | $4629767.39   | 0.20%             | 2029-08-03      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| PLATINUM EQUITIES LLC                               | Pelican Products, Inc.                                                                               | CUSIP: N/A<br>LEI: 5493008CRWH2WFODTF44       | Long             | LON              | CORP              | US        |    4417484 | PA      | $3926083.20   | 0.17%             | 2028-12-29      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| CLAROS MORTGAGE TRUST INC                           | Claros Mortgage Trust, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300Z9LU2CZ3K30C16       | Long             | LON              | CORP              | US        |    2662833 | PA      | $2596262.27   | 0.11%             | 2026-08-09      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                        | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |    7179496 | PA      | $7233342.68   | 0.31%             | 2028-12-14      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |    3853315 | PA      | $3845101.94   | 0.17%             | 2028-11-22      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| ASP DREAM ACQUISITION CO LLC                        | ASP Dream Acquisiton Co. LLC                                                                         | CUSIP: N/A<br>LEI: 254900DH5Q9BDS6KS803       | Long             | LON              | CORP              | US        |    4190539 | PA      | $3960058.94   | 0.17%             | 2028-12-15      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                         | NFM & J LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3181920 | PA      | $3141543.59   | 0.14%             | 2027-11-30      | Variable      | 9.69%                 | No            |                  3 | On Loan: No      |
| NFM & J LLC                                         | The Facilities Group                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3234561 | PA      | $3193516.69   | 0.14%             | 2027-11-30      | Variable      | 9.67%                 | No            |                  3 | On Loan: No      |
| ICEBOX HOLDCO III INC                               | Icebox Holdco III, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900DLB65AKI8CQ466       | Long             | LON              | CORP              | US        |     628372 | PA      | $631124.36    | 0.03%             | 2028-12-22      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                          | Fertitta Entertainment LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1158727 | PA      | $1157163.10   | 0.05%             | 2029-01-27      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| RAINBOW MIDCO LTD                                   | Rainbow Finco SARL                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    3000000 | PA      | $3959652.12   | 0.17%             | 2029-02-26      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| CORDOBES PARENT SARL                                | Cordobes Holdco SL                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    1816364 | PA      | $2110273.95   | 0.09%             | 2029-02-02      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FIRSTDIGITAL COMMUNICATIONS LLC                     | FirstDigital Communications LLC                                                                      | CUSIP: N/A<br>LEI: 549300FTXU0H08IR2D04       | Long             | LON              | CORP              | US        |    7840000 | PA      | $7716104.48   | 0.33%             | 2026-12-17      | Variable      | 8.53%                 | No            |                  3 | On Loan: No      |
| RAINBOW MIDCO LTD                                   | Rainbow Finco SARL                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     700000 | PA      | $689500.00    | 0.03%             | 2029-02-24      | Variable      | 8.58%                 | No            |                  3 | On Loan: No      |
| CONGRUEX GROUP LLC                                  | Congruex Group LLC                                                                                   | CUSIP: N/A<br>LEI: 254900DY0KADNJ4ZCJ32       | Long             | LON              | CORP              | US        |    1254689 | PA      | $1017652.88   | 0.04%             | 2029-05-03      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| OPTIGROUP BIDCO AB                                  | OptiGroup                                                                                            | CUSIP: N/A<br>LEI: 636700XX588OC0LA8295       | Long             | LON              | CORP              | SE        |    1600000 | PA      | $1737888.14   | 0.08%             | 2029-03-16      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                            | Discovery Purchaser Corp.                                                                            | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    1672394 | PA      | $1623292.58   | 0.07%             | 2029-10-04      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                 | Chefs' Warehouse, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2310000 | PA      | $2313857.70   | 0.10%             | 2029-08-23      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                        | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |    1077889 | PA      | $1085973.62   | 0.05%             | 2028-12-14      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     353741 | PA      | $18819.43     | 0.00%             | 2026-06-30      | Variable      | 11.35%                | No            |                  3 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     755309 | PA      | $410514.42    | 0.02%             | 2026-06-30      | Variable      | 11.35%                | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                           | Caesars Entertainment, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |     448250 | PA      | $443395.45    | 0.02%             | 2030-02-06      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                          | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    3857481 | PA      | $3848377.55   | 0.17%             | 2028-08-19      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP                        | Topgolf Callaway Brands Corp.                                                                        | CUSIP: N/A<br>LEI: 5493005UB0KFRKBPCU72       | Long             | LON              | CORP              | US        |     224400 | PA      | $224617.67    | 0.01%             | 2030-03-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                              | Balrog Acquisition, Inc.                                                                             | CUSIP: N/A<br>LEI: 25490017XQ2US9FIMN58       | Long             | LON              | CORP              | US        |    2981375 | PA      | $2727958.13   | 0.12%             | 2028-09-05      | Variable      | 8.53%                 | No            |                  3 | On Loan: No      |
| AUXEY BIDCO LTD                                     | Alexander Mann                                                                                       | CUSIP: N/A<br>LEI: 213800NC9KFDXTICTU17       | Long             | LON              | CORP              | GB        |    5264560 | PA      | $4966217.38   | 0.21%             | 2027-06-29      | Variable      | 10.37%                | No            |                  2 | On Loan: No      |
| FINASTRA SUBCO LTD                                  | Finastra                                                                                             | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    1352075 | PA      | $1355454.88   | 0.06%             | 2029-09-13      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| SPRING EDUCATION GROUP INC                          | Spring Education Group, Inc.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1179000 | PA      | $1182690.27   | 0.05%             | 2030-10-04      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC                                      | Cliffwater LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6775950 | PA      | $6755159.01   | 0.29%             | 2032-04-22      | Variable      | 8.92%                 | No            |                  3 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     796797 | PA      | $6438.89      | 0.00%             | 2026-06-30      | Variable      | 5.68%                 | No            |                  3 | On Loan: No      |
| TRANSNETWORK LLC                                    | TransNetwork LLC                                                                                     | CUSIP: N/A<br>LEI: 549300QF18JL5NEFRT47       | Long             | LON              | CORP              | US        |    1880856 | PA      | $1824430.73   | 0.08%             | 2030-12-30      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| XEROX HOLDINGS CORP                                 | Xerox Corp.                                                                                          | CUSIP: N/A<br>LEI: 4KF48RN45X1OO8UBLY20       | Long             | LON              | CORP              | US        |    2565359 | PA      | $2315646.93   | 0.10%             | 2029-11-17      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT LLC                                | Shaw Development LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4401064 | PA      | $4145993.66   | 0.18%             | 2029-10-30      | Variable      | 9.84%                 | No            |                  3 | On Loan: No      |
| API HOLDINGS III LLC                                | API Holdings III Corp.                                                                               | CUSIP: N/A<br>LEI: 549300FAGEOQASEWDY74       | Long             | LON              | CORP              | US        |     132604 | PA      | $133930.02    | 0.01%             | 2027-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| API HOLDINGS III LLC                                | API Holdings III Corp.                                                                               | CUSIP: N/A<br>LEI: 549300FAGEOQASEWDY74       | Long             | LON              | CORP              | US        |    1760820 | PA      | $1572412.45   | 0.07%             | 2027-05-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                           | Caesars Entertainment, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |    1970000 | PA      | $1946202.40   | 0.08%             | 2031-02-06      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SITECORE HOLDING II A/S                             | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |    1614600 | PA      | $1861995.24   | 0.08%             | 2029-03-12      | Variable      | 5.76%                 | No            |                  3 | On Loan: No      |
| SITECORE HOLDING II A/S                             | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |    2028777 | PA      | $2016296.72   | 0.09%             | 2029-03-12      | Variable      | 11.03%                | No            |                  3 | On Loan: No      |
| SITECORE HOLDING II A/S                             | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |     221669 | PA      | $220305.11    | 0.01%             | 2029-03-12      | Variable      | 11.03%                | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    5653865 | PA      | $5645297.81   | 0.24%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |     902892 | PA      | $896172.01    | 0.04%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -1081212 | PA      | $-1638.32     | -0.00%            | 2031-02-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |     818714 | PA      | $806528.03    | 0.03%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |      72000 | PA      | $65312.38     | 0.00%             | 2031-02-13      | Variable      | 9.42%                 | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |    -328000 | PA      | $-30465.83    | -0.00%            | 2031-02-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| AI GLOBAL INVESTMENTS & CY SCA                      | AI Monet (Luxembourg) Parentco SARL                                                                  | CUSIP: N/A<br>LEI: 254900ZBR0EYN4SVLE93       | Long             | LON              | CORP              | LU        |    3250000 | PA      | $3801836.27   | 0.16%             | 2031-03-06      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                               | Eisner Advisory Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8302968 | PA      | $8327213.09   | 0.36%             | 2031-02-28      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| STS OPERATING INC                                   | STS Operating, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300HW5C2VGPZCHL57       | Long             | LON              | CORP              | US        |    3940000 | PA      | $3932632.20   | 0.17%             | 2031-03-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC                   | Azurite Intermediate Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    1268056 | PA      | $1280736.12   | 0.06%             | 2031-03-19      | Variable      | 9.92%                 | No            |                  3 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC                   | Alteryx, Inc.                                                                                        | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    2881944 | PA      | $2910763.89   | 0.13%             | 2031-03-19      | Variable      | 9.92%                 | No            |                  3 | On Loan: No      |
| Alteryx, Inc.                                       | Alteryx, Inc.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -461111 | PA      | $0.00         | 0.00%             | 2031-02-08      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | LON              | CORP              | CA        |    1001624 | PA      | $488291.57    | 0.02%             | 2029-03-12      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | LON              | CORP              | CA        |     179668 | PA      | $35933.51     | 0.00%             | 2029-03-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |     436459 | PA      | $433982.05    | 0.02%             | 2028-11-24      | Variable      | 8.67%                 | No            |                  3 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Short            | LON              | CORP              | US        |    -160421 | PA      | $-910.38      | -0.00%            | 2028-11-24      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | EP               | CORP              | CA        |     815493 | NS      | $12232.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYE & DURHAM LTD                                    | Dye & Durham Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300XUQDPIC5QRY347       | Long             | LON              | CORP              | CA        |    1420714 | PA      | $1278642.86   | 0.06%             | 2031-04-11      | Variable      | 8.35%                 | No            |                  3 | On Loan: No      |
| BOLUDA CORPORACION MARITIMA SL                      | Boluda Towage S.L.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    3950000 | PA      | $4614734.86   | 0.20%             | 2030-01-31      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                            | ProAmpac PG Borrower LLC                                                                             | CUSIP: N/A<br>LEI: 549300ZI6LTXYFEY1578       | Long             | LON              | CORP              | US        |    1303894 | PA      | $1304219.72   | 0.06%             | 2028-09-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                            | Par Petroleum LLC                                                                                    | CUSIP: N/A<br>LEI: 984500CCF05C2FB39F45       | Long             | LON              | CORP              | US        |    3802591 | PA      | $3804986.79   | 0.16%             | 2030-02-28      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GROUP AB                                  | Seren BidCo AB                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2758037 | PA      | $2765952.95   | 0.12%             | 2028-11-16      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    1110000 | PA      | $1110000.00   | 0.05%             | 2031-04-30      | Variable      | 8.73%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    3920000 | PA      | $5189097.60   | 0.22%             | 2031-04-30      | Variable      | 8.97%                 | No            |                  3 | On Loan: No      |
| Datix Bidco Ltd.                                    | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1180000 | PA      | $-0.01        | -0.00%            | 2031-04-25      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |      52500 | PA      | $47325.98     | 0.00%             | 2030-10-30      | Variable      | 8.93%                 | No            |                  3 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Short            | LON              | CORP              | US        |    -945000 | PA      | $-93132.43    | -0.00%            | 2030-10-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| MODENA BUYER LLC                                    | Modena Buyer LLC                                                                                     | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |    4629992 | PA      | $4532345.62   | 0.20%             | 2031-07-01      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: 549300GS4WLFTDUXPD62       | Long             | LON              | CORP              | US        |     937951 | PA      | $930916.48    | 0.04%             | 2030-04-09      | Variable      | 4.50%                 | No            |                  3 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: 549300GS4WLFTDUXPD62       | Long             | LON              | CORP              | US        |       9792 | PA      | $9718.66      | 0.00%             | 2030-04-09      | Variable      | 9.00%                 | No            |                  3 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: 549300GS4WLFTDUXPD62       | Short            | LON              | CORP              | US        |     -55560 | PA      | $-100.81      | -0.00%            | 2030-04-09      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| ENTAIN PLC                                          | Entain Holdings (Gibraltar) Ltd.                                                                     | CUSIP: N/A<br>LEI: 213800ATWJIEYQ8NF838       | Long             | LON              | CORP              | GI        |    1663043 | PA      | $1928130.83   | 0.08%             | 2028-06-30      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                              | Leia Finco US LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    5154000 | PA      | $5162040.24   | 0.22%             | 2031-10-09      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| CENTRAL HOLDCO LLC                                  | Central Parent LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     632450 | PA      | $524339.02    | 0.02%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |      94943 | PA      | $94741.04     | 0.00%             | 2028-11-22      | Variable      | 5.50%                 | No            |                  3 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Short            | LON              | CORP              | US        |    -451302 | PA      | $-961.90      | -0.00%            | 2028-11-22      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 254900XZHU62GSCKCC41       | Long             | LON              | CORP              | US        |    1141530 | PA      | $1139097.19   | 0.05%             | 2028-11-22      | Variable      | 8.78%                 | No            |                  3 | On Loan: No      |
| QSR PLATFORM HOLDING SCA                            | QSRP Finco B.V.                                                                                      | CUSIP: N/A<br>LEI: 894500AXJRZ3TICBD793       | Long             | LON              | CORP              | BE        |    4100000 | PA      | $4784839.87   | 0.21%             | 2031-06-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                 | LBM Acquisition LLC                                                                                  | CUSIP: N/A<br>LEI: 549300FAEB3VWZL4NI86       | Long             | LON              | CORP              | US        |    1624438 | PA      | $1528319.53   | 0.07%             | 2031-06-06      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CERVANTES BIDCO SLU                                 | Cervantes Bidco S.L.U.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    2400000 | PA      | $2804195.87   | 0.12%             | 2031-12-03      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US PARENT LP                       | Scientific Games Corp.                                                                               | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |    1824694 | PA      | $1788437.09   | 0.08%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                       | White Cap Supply Holdings LLC                                                                        | CUSIP: N/A<br>LEI: 254900L2N0T6GULCL366       | Long             | LON              | CORP              | US        |    2147055 | PA      | $2152508.55   | 0.09%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                | DS Admiral Bidco LLC                                                                                 | CUSIP: N/A<br>LEI: 25490030X7DBAF7KCR65       | Long             | LON              | CORP              | US        |    4648034 | PA      | $4516355.37   | 0.20%             | 2031-06-26      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC                               | Valcour Packaging LLC                                                                                | CUSIP: N/A<br>LEI: 254900JCJHQJK9LWF787       | Long             | LON              | CORP              | US        |     360023 | PA      | $363263.22    | 0.02%             | 2028-10-04      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC                               | Valcour Packaging LLC                                                                                | CUSIP: N/A<br>LEI: 254900JCJHQJK9LWF787       | Long             | LON              | CORP              | US        |     247797 | PA      | $187912.23    | 0.01%             | 2028-10-04      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global, LP                                                                                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |     600000 | PA      | $699002.09    | 0.03%             | 2031-07-16      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                            | Apro LLC                                                                                             | CUSIP: N/A<br>LEI: 549300HALLMPVGYAKP14       | Long             | LON              | CORP              | US        |    3143374 | PA      | $3150258.36   | 0.14%             | 2031-07-09      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| DRIVE BIDCO BV                                      | Drive Bidco B.V.                                                                                     | CUSIP: N/A<br>LEI: 254900SO04XJ573VEQ93       | Long             | LON              | CORP              | NL        |    2200000 | PA      | $2564488.28   | 0.11%             | 2031-07-23      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES                        | OEG Borrower LLC                                                                                     | CUSIP: N/A<br>LEI: 254900UUVX9EYPUMP391       | Long             | LON              | CORP              | US        |    1732500 | PA      | $1736831.25   | 0.08%             | 2031-06-30      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     279029 | PA      | $279028.99    | 0.01%             | 2029-06-30      | Variable      | 10.53%                | No            |                  3 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     854065 | PA      | $845524.08    | 0.04%             | 2029-06-30      | Variable      | 10.53%                | No            |                  3 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     428358 | PA      | $376954.96    | 0.02%             | 2029-06-30      | Variable      | 5.46%                 | No            |                  3 | On Loan: No      |
| SHO Holding I Corp.                                 | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -295159 | PA      | $-16949.44    | -0.00%            | 2029-06-30      | Variable      | 1.29%                 | No            |                  3 | On Loan: No      |
| TARA TOPCO LTD                                      | Ardonagh Midco 3 plc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    3830774 | PA      | $3816408.66   | 0.17%             | 2031-02-18      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |    7960653 | PA      | $7915476.75   | 0.34%             | 2028-11-24      | Variable      | 8.42%                 | No            |                  3 | On Loan: No      |
| HOBBS & ASSOCIATES LLC                              | Hobbs & Associates LLC                                                                               | CUSIP: N/A<br>LEI: 254900FAZYX24PP1RY58       | Long             | LON              | CORP              | US        |    4708333 | PA      | $4684791.67   | 0.20%             | 2031-07-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| THEVELIA US LLC                                     | Thevelia US LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1574621 | PA      | $1577077.11   | 0.07%             | 2029-06-18      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BOWTIE CV JERSEY HOLDCO LTD                         | Bowtie Germany Bidco GmbH                                                                            | CUSIP: N/A<br>LEI: 254900F23Z2F8RRW1Q10       | Long             | LON              | CORP              | DE        |    4200000 | PA      | $4891796.24   | 0.21%             | 2031-08-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VANAHALL MIDCO SARL                                 | Visma AS                                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |    7250000 | PA      | $8454687.86   | 0.37%             | 2028-12-05      | Variable      | 5.80%                 | No            |                  3 | On Loan: No      |
| CONGA CORP                                          | Apttus Corp.                                                                                         | CUSIP: N/A<br>LEI: 254900VOVRKNFQ3GHG43       | Long             | LON              | CORP              | US        |    3849214 | PA      | $3842785.88   | 0.17%             | 2028-05-08      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| ASTRION GROUP LLC                                   | Engineering Research And Consulting LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4565500 | PA      | $3949157.50   | 0.17%             | 2031-08-29      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                   | Capstone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8276016 | PA      | $8239744.23   | 0.36%             | 2029-11-12      | Variable      | 8.52%                 | No            |                  3 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                   | Capstone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     531324 | PA      | $528995.36    | 0.02%             | 2029-11-13      | Variable      | 8.52%                 | No            |                  3 | On Loan: No      |
| PAINT INTERMEDIATE III LLC                          | Paint Intermediate III LLC                                                                           | CUSIP: N/A<br>LEI: 549300C2JJM7BNZTR054       | Long             | LON              | CORP              | US        |    2487500 | PA      | $2485957.75   | 0.11%             | 2031-10-09      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                          | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     693000 | PA      | $681121.98    | 0.03%             | 2030-09-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING COMPANY LLC                       | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: 254900FFJQHW9R90FL74       | Long             | LON              | CORP              | US        |    2993894 | PA      | $2657919.11   | 0.12%             | 2031-09-24      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                                 | DXP Enterprises, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2561640 | PA      | $2575524.01   | 0.11%             | 2030-10-11      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |    4143059 | PA      | $4151800.79   | 0.18%             | 2031-10-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |      80016 | PA      | $80184.98     | 0.00%             | 2031-10-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Short            | LON              | CORP              | US        |    -455703 | PA      | $0.00         | 0.00%             | 2031-10-23      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| SPEEDSTER MIV SCSP                                  | Speedster Bidco GmbH                                                                                 | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    1393009 | PA      | $1394401.76   | 0.06%             | 2031-12-10      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER MIV SCSP                                  | Speedster Bidco GmbH                                                                                 | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    1400000 | PA      | $1636008.35   | 0.07%             | 2031-12-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| EDEN SAS                                            | Eden S.A.S.                                                                                          | CUSIP: N/A<br>LEI: 969500LHPXZW8IWXME81       | Long             | LON              | CORP              | FR        |    2100000 | PA      | $2453208.40   | 0.11%             | 2029-06-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                         | Charter Next Generation, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300KRNU8RNVGYXG75       | Long             | LON              | CORP              | US        |    4596423 | PA      | $4614165.20   | 0.20%             | 2030-11-29      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| STONEPEAK PARTNERS UPPER HOLDINGS LP                | Xplore, Inc.                                                                                         | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |     313414 | PA      | $290431.29    | 0.01%             | 2029-10-23      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| STONEPEAK PARTNERS UPPER HOLDINGS LP                | Xplore, Inc.                                                                                         | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |    1087432 | PA      | $652459.39    | 0.03%             | 2031-10-24      | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| CENGAGE LEARNING HOLDINGS II INC                    | Cengage Learning, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    1790569 | PA      | $1776119.36   | 0.08%             | 2031-03-24      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                           | Howden Group Holdings Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800OOZO37Y7YL2O58       | Long             | LON              | CORP              | GB        |    3750000 | PA      | $4381469.02   | 0.19%             | 2031-02-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CUBE HEALTHCARE EUROPE BIDCO                        | Domidep                                                                                              | CUSIP: N/A<br>LEI: 969500AYUH6YXBLGCX31       | Long             | LON              | CORP              | FR        |    4400000 | PA      | $5138421.91   | 0.22%             | 2029-10-24      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| DOMESTIC & GENERAL LTD                              | Galaxy Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | LON              | CORP              | JE        |    1800000 | PA      | $2111397.08   | 0.09%             | 2029-12-19      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANIJAY GROUP NV                                    | Betclic Everest Group SAS                                                                            | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |    3150000 | PA      | $3682188.44   | 0.16%             | 2031-12-09      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| APAVE SA                                            | Apave S.A.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    1150000 | PA      | $1346933.16   | 0.06%             | 2031-12-09      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                              | Culligan                                                                                             | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |    3712617 | PA      | $3721750.11   | 0.16%             | 2028-07-31      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| GC TWO HOLDINGS INC                                 | Aretec Group, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300NV2T8A33L0PQ58       | Long             | LON              | CORP              | US        |    4682655 | PA      | $4693940.00   | 0.20%             | 2030-08-09      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCTS INVESTMENT CO             | Indicor LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3084461 | PA      | $3605934.80   | 0.16%             | 2029-11-22      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ZODIAC GUARANTOR LLC                                | Zuora, Inc.                                                                                          | CUSIP: N/A<br>LEI: 549300ISVGC1YZWQJ420       | Long             | LON              | CORP              | US        |    3638012 | PA      | $3593446.85   | 0.16%             | 2032-02-17      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                               | Bulldog Purchaser, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900JB2GC3Q5OISZ63       | Long             | LON              | CORP              | US        |    2470944 | PA      | $2479814.71   | 0.11%             | 2031-06-28      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| PLANVIEW PARENT INC                                 | Planview Parent, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300SEALM1D9FKMA32       | Long             | LON              | CORP              | US        |    4750305 | PA      | $4552881.88   | 0.20%             | 2027-12-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC                                     | Dealer Tire LLC                                                                                      | CUSIP: N/A<br>LEI: 549300XTS06OMOCRSE50       | Long             | LON              | CORP              | US        |     990019 | PA      | $988781.23    | 0.04%             | 2031-07-02      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC BELLS LLC                                   | Pacific Bells LLC                                                                                    | CUSIP: N/A<br>LEI: 549300VGOQXINYVBJF37       | Long             | LON              | CORP              | US        |    7748332 | PA      | $7767703.31   | 0.34%             | 2028-11-13      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                         | GrafTech Finance, Inc.                                                                               | CUSIP: N/A<br>LEI: 1Z010BU876CF2HDBIN43       | Long             | LON              | CORP              | US        |    1725656 | PA      | $1750816.00   | 0.08%             | 2029-12-21      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| GrafTech Finance, Inc.                              | GrafTech Finance, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -986089 | PA      | $-0.01        | -0.00%            | 2029-11-04      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| HUNTER DOUGLAS INC                                  | Hunter Douglas, Inc.                                                                                 | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    3622625 | PA      | $3629870.25   | 0.16%             | 2032-01-17      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                  | Hunter Douglas, Inc.                                                                                 | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    1250000 | PA      | $1456196.33   | 0.06%             | 2032-01-17      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC (USA)                               | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |    2121083 | PA      | $2099872.27   | 0.09%             | 2028-05-08      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global, LP                                                                                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |    1400000 | PA      | $1403934.00   | 0.06%             | 2032-01-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                  | CHG PPC Parent LLC                                                                                   | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |    2500000 | PA      | $2921443.49   | 0.13%             | 2028-12-08      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| APPLEGREEN IRELAND INVESTMENTS FINANCE LIMITED      | Applegreen Ltd.                                                                                      | CUSIP: N/A<br>LEI: 635400WZG99GZGAOAM29       | Long             | LON              | CORP              | IE        |    4800000 | PA      | $5603156.18   | 0.24%             | 2032-01-23      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| NAVACORD CORP                                       | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: N/A<br>LEI: 549300JQIWNFU00E5424       | Long             | LON              | CORP              | CA        |     199497 | PA      | $199497.49    | 0.01%             | 2030-03-15      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| PRECISE BIDCO BV                                    | Precise Midco B.V.                                                                                   | CUSIP: N/A<br>LEI: 254900JUNTY42P1KL224       | Long             | LON              | CORP              | NL        |    4117500 | PA      | $4782281.79   | 0.21%             | 2030-11-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVICES CORP                    | Mavis Tire Express Services TopCo Corp.                                                              | CUSIP: N/A<br>LEI: 254900NVDM4GTLBL9E56       | Long             | LON              | CORP              | US        |    2658505 | PA      | $2664699.17   | 0.12%             | 2028-05-04      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                 | Recess Holdings, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4826776 | PA      | $4843379.74   | 0.21%             | 2030-02-20      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CASPER TOPCO SAS                                    | B&B Hotels                                                                                           | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |    4150000 | PA      | $4831971.46   | 0.21%             | 2031-03-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS LUXCO SARL                                 | Cegid Group                                                                                          | CUSIP: N/A<br>LEI: 2221001BVBGKKRMMGO11       | Long             | LON              | CORP              | LU        |    4650000 | PA      | $5403561.15   | 0.23%             | 2028-07-10      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| VDK GROEP BV                                        | VDK Groep B.V.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    3750000 | PA      | $4382165.24   | 0.19%             | 2032-02-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MICHAEL BAKER INTERNATIONAL LLC                     | Michael Baker International LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4764339 | PA      | $4766339.77   | 0.21%             | 2028-12-01      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                    | Nexus Buyer LLC                                                                                      | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |    4687360 | PA      | $4626518.04   | 0.20%             | 2031-07-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                            | Boxer Parent Co., Inc.                                                                               | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |    4500012 | PA      | $4479897.44   | 0.19%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CARTER INTERMEDIATE INC                             | Aegion Corp.                                                                                         | CUSIP: N/A<br>LEI: 549300AG3DVJURRIT691       | Long             | LON              | CORP              | US        |    4896067 | PA      | $4918049.85   | 0.21%             | 2028-05-17      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                      | Arcis Golf LLC                                                                                       | CUSIP: N/A<br>LEI: 254900ZMGXNNIX4SXQ48       | Long             | LON              | CORP              | US        |    1293924 | PA      | $1295942.57   | 0.06%             | 2028-11-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BHN UPPER INTERMEDIATE HOLDINGS INC                 | Blackhawk Network Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300LFU3K8UIR03132       | Long             | LON              | CORP              | US        |    4137782 | PA      | $4150195.48   | 0.18%             | 2029-03-12      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| KUEHNE HOLDING AG                                   | Aenova Holding Gmbh                                                                                  | CUSIP: N/A<br>LEI: 529900MPQ4WWJFDTB881       | Long             | LON              | CORP              | DE        |    1725000 | PA      | $2017057.03   | 0.09%             | 2031-08-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC HOLDINGS LP                             | Arsenal AIC Parent LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     516879 | PA      | $517039.27    | 0.02%             | 2030-08-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| SUNRISE COMMUNICATIONS AG                           | UPC Financing Partnership                                                                            | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | LON              | CORP              | US        |     500000 | PA      | $500520.00    | 0.02%             | 2032-02-29      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                            | Affidea                                                                                              | CUSIP: N/A<br>LEI: 984500F89CC5A01B8C37       | Long             | LON              | CORP              | NL        |    3750000 | PA      | $4378553.61   | 0.19%             | 2029-07-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| INSPIRED EDUCATION HOLDINGS LTD                     | Inspired Finco Holdings, Ltd.                                                                        | CUSIP: N/A<br>LEI: 21380079CKTODVMD9183       | Long             | LON              | CORP              | GB        |    3800000 | PA      | $4431995.82   | 0.19%             | 2031-02-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FCG ACQUISITIONS INC                                | FCG Acquisitions, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900BHD5AK9H7EKF91       | Long             | LON              | CORP              | US        |    5001421 | PA      | $5013824.20   | 0.22%             | 2028-03-31      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| TINTORETTO LUXEMBOURG SARL                          | Tipico                                                                                               | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |    1650000 | PA      | $1917718.15   | 0.08%             | 2028-05-22      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                            | Secretariat Advisors LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1554019 | PA      | $1554018.82   | 0.07%             | 2032-02-28      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                            | Secretariat Advisors LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -188172 | PA      | $0.00         | 0.00%             | 2032-02-21      | Variable      | 4.00%                 | No            |                  3 | On Loan: No      |
| CLIMATER BIDCO II                                   | Climater Bidco II                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    2450000 | PA      | $2835779.76   | 0.12%             | 2032-03-31      | Variable      | 6.00%                 | No            |                  3 | On Loan: No      |
| FINANCIERE MENDELSSOHN                              | Ceva Sante                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    1109677 | PA      | $1116268.51   | 0.05%             | 2030-11-08      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION HOLDINGS CORP                     | Atlantic Aviation                                                                                    | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |    4919035 | PA      | $4939842.22   | 0.21%             | 2031-09-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| PHM GROUP TOPCO OY                                  | PHM Group Holding OY                                                                                 | CUSIP: N/A<br>LEI: 7437002P82P6OBDFWT48       | Long             | LON              | CORP              | FI        |    4600000 | PA      | $5348767.70   | 0.23%             | 2032-04-22      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TINTORETTO LUXEMBOURG SARL                          | Tipico                                                                                               | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |    1600000 | PA      | $1859475.52   | 0.08%             | 2028-05-18      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| OIL CHANGER HOLDING CORP                            | Oil Changer Holding Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2163955 | PA      | $2163954.78   | 0.09%             | 2027-02-08      | Variable      | 10.97%                | No            |                  3 | On Loan: No      |
| OIL CHANGER HOLDING CORP                            | Oil Changer Holding Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -201877 | PA      | $0.00         | 0.00%             | 2027-02-08      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| SKIO TOPCO BV                                       | Skio Bidco B.V.                                                                                      | CUSIP: N/A<br>LEI: 254900FQMDVPHYSOQY39       | Long             | LON              | CORP              | NL        |    1400000 | PA      | $1635244.84   | 0.07%             | 2032-06-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| GALILEO GLOBAL EDUCATION OPERATIONS SAS             | Galileo Global Education                                                                             | CUSIP: N/A<br>LEI: 254900Z5KFYRM7Z7QL63       | Long             | LON              | CORP              | FR        |    3150000 | PA      | $3649328.73   | 0.16%             | 2031-07-31      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                       | Citrin Cooperman Advisors LLC                                                                        | CUSIP: N/A<br>LEI: 254900DPG9ZEAP5MK895       | Long             | LON              | CORP              | US        |    4100000 | PA      | $4110250.00   | 0.18%             | 2032-04-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                       | Service Logic Acquisition, Inc.                                                                      | CUSIP: N/A<br>LEI: 25490008CFAWEVHSQF88       | Long             | LON              | CORP              | US        |    2460466 | PA      | $2457390.46   | 0.11%             | 2027-10-29      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                          | Kaseya, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |    4825750 | PA      | $4830430.98   | 0.21%             | 2032-03-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| IMAGEFIRST HOLDINGS LLC                             | Imagefirst Holdings LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2025000 | PA      | $2025000.00   | 0.09%             | 2032-03-07      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                        | Storable, Inc.                                                                                       | CUSIP: N/A<br>LEI: 2549000AWFN27KOH3F59       | Long             | LON              | CORP              | US        |     845750 | PA      | $848921.56    | 0.04%             | 2031-04-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS INC                                | Mannington Mills, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2122250 | PA      | $2101027.50   | 0.09%             | 2032-03-07      | Variable      | 8.67%                 | No            |                  3 | On Loan: No      |
| VALEA FOUNDATION                                    | Allwyn Entertainment Financing US LLC                                                                | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | LON              | CORP              | GB        |    4350000 | PA      | $5062566.14   | 0.22%             | 2032-03-29      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Corp.                                                                                       | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | LON              | CORP              | US        |    2254981 | PA      | $4224906.40   | 0.18%             | 2030-03-07      | Variable      | 4.36%                 | No            |                  3 | On Loan: No      |
| VISTA GLOBAL HOLDING LTD                            | Vista Management Holding, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299005VABKD28UWHI65       | Long             | LON              | CORP              | US        |    1336500 | PA      | $1345601.57   | 0.06%             | 2031-03-26      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                         | Bausch Health Companies, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     149625 | PA      | $147605.06    | 0.01%             | 2030-10-08      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| JEFFERSON JVCO LP                                   | ATG Entertainment                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    3000000 | PA      | $3971248.16   | 0.17%             | 2032-04-19      | Variable      | 8.47%                 | No            |                  3 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD              | Kerridge Commercial Systems Group Ltd.                                                               | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Long             | LON              | CORP              | GB        |    3800000 | PA      | $4965264.31   | 0.21%             | 2030-09-07      | Variable      | 8.97%                 | No            |                  3 | On Loan: No      |
| Kerridge Commercial Systems Group Ltd.              | Kerridge Commercial Systems Group Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -2500000 | PA      | $-42752.21    | -0.00%            | 2030-09-07      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| ORION US FINCO INC                                  | Orion US FinCo                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1150000 | PA      | $1154312.50   | 0.05%             | 2032-10-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                           | One Hotels GmbH                                                                                      | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | LON              | CORP              | DE        |    3000000 | PA      | $3486307.73   | 0.15%             | 2032-06-04      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| DURAVANT LLC                                        | Engineered Machinery Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    1600000 | PA      | $1868182.87   | 0.08%             | 2028-05-19      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS HOLDINGS LLC                | Grant Thornton Advisors LLC                                                                          | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |    3050000 | PA      | $3054361.50   | 0.13%             | 2031-05-30      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ATHENA INVESTMENTS LUXEMBOURG SARL                  | Athena Bidco Gmbh (P&I)                                                                              | CUSIP: N/A<br>LEI: 3912007R7X33FTYO8Z65       | Long             | LON              | CORP              | DE        |    1575000 | PA      | $1842263.87   | 0.08%             | 2032-05-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                           | Curriculum Associates LLC                                                                            | CUSIP: N/A<br>LEI: 254900F1U1TH1N97NR19       | Long             | LON              | CORP              | US        |    4200000 | PA      | $4180741.11   | 0.18%             | 2032-05-07      | Variable      | 8.67%                 | No            |                  3 | On Loan: No      |
| AMERICAN AUTO AUCTION GROUP LLC                     | American Auto Auction Group LLC                                                                      | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |    1094500 | PA      | $1073704.50   | 0.05%             | 2032-05-22      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| PELICAN TOPCO LLC                                   | Pregis TopCo LLC                                                                                     | CUSIP: N/A<br>LEI: 549300LJXHJYHS1GM034       | Long             | LON              | CORP              | US        |    5035232 | PA      | $5057286.01   | 0.22%             | 2029-02-28      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Aegion Corp.                                        | Aegion Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -155844 | PA      | $0.00         | 0.00%             | 2028-05-17      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| CFC USA 2025 LLC                                    | CFC USA 2025 LLC                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3200000 | PA      | $3108000.00   | 0.13%             | 2032-05-29      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| INFRAGROUP BIDCO SARL                               | Infragroup                                                                                           | CUSIP: N/A<br>LEI: 699400OA31YDOOASVM61       | Long             | LON              | CORP              | BE        |    2600000 | PA      | $3035254.12   | 0.13%             | 2030-09-27      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| IMC FINANCING LLC                                   | IMC Global Holdings                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     847875 | PA      | $855293.91    | 0.04%             | 2032-06-21      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC      | Student Transportation Of America Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 549300O4G48RRYGSD439       | Long             | LON              | CORP              | US        |     418875 | PA      | $420994.51    | 0.02%             | 2032-06-24      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION OF AMERICA HOLDINGS INC      | Student Transportation Of America Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 549300O4G48RRYGSD439       | Long             | LON              | CORP              | US        |      30000 | PA      | $30151.80     | 0.00%             | 2032-06-24      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                          | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    1795500 | PA      | $1760487.75   | 0.08%             | 2030-09-19      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| CINVEN CAPITAL MANAGEMENT VI GENERAL PARTNER LTD    | Redhalo Midco Ltd.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    2100000 | PA      | $2431180.09   | 0.11%             | 2031-03-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                   | AmSpec Parent LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |     518700 | PA      | $519130.52    | 0.02%             | 2031-12-22      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                   | AmSpec Parent LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |      79920 | PA      | $79986.33     | 0.00%             | 2031-12-22      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FUSION BUYER LLC                                    | Fusion Intermediate, LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2228226 | PA      | $2280210.51   | 0.10%             | 2030-06-06      | Variable      | 12.10%                | No            |                  2 | On Loan: No      |
| PENTA TECHNOLOGIES BV                               | Penta Technologies BV                                                                                | CUSIP: N/A<br>LEI: 7245002ROX1TJYP9YA60       | Long             | LON              | CORP              | NL        |    1950000 | PA      | $2266665.70   | 0.10%             | 2032-06-28      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| STARS JERSEY EQUITYCO LTD                           | Stars UK Bidco Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900895YN5QBKUD625       | Long             | LON              | CORP              | GB        |    1900000 | PA      | $2222876.54   | 0.10%             | 2029-08-10      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| 3G FUND VI LP                                       | Skechers                                                                                             | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |    1000000 | PA      | $1166326.29   | 0.05%             | 2032-09-12      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| QUIMPER HOLDINGS SARL                               | Quimper AB                                                                                           | CUSIP: N/A<br>LEI: 549300EI2YNCQDXVO313       | Long             | LON              | CORP              | SE        |    2000000 | PA      | $2337549.32   | 0.10%             | 2030-03-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| TALBOT INTERNATIONAL SAS                            | Talbot Participation SAS                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    2550000 | PA      | $2980197.84   | 0.13%             | 2032-06-27      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SHILTON MIDCO 2 LTD                                 | Shilton BidCo Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300JUUQPK8NFDUB17       | Long             | LON              | CORP              | GB        |    2900000 | PA      | $3354820.14   | 0.15%             | 2030-01-14      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NIDDA TOPCO SARL                                    | Nidda Healthcare Holding GmbH                                                                        | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |    5450000 | PA      | $6359260.85   | 0.28%             | 2030-02-21      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC          | Convergint                                                                                           | CUSIP: N/A<br>LEI: 549300AE79DEGS4AGL59       | Long             | LON              | CORP              | US        |    3480598 | PA      | $3486027.78   | 0.15%             | 2032-07-12      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIONS BV                       | Total Webhosting Solutions BV                                                                        | CUSIP: N/A<br>LEI: 98450055H0892EDCB847       | Long             | LON              | CORP              | NL        |    5500000 | PA      | $6268327.92   | 0.27%             | 2031-11-06      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                | Weight Watchers International, Inc.                                                                  | CUSIP: N/A<br>LEI: SGT8R1MU6ESIC7UJC518       | Long             | LON              | CORP              | US        |     273050 | PA      | $240868.33    | 0.01%             | 2030-06-24      | Variable      | 10.80%                | No            |                  2 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC                   | Powergrid Services LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2483383 | PA      | $2483383.42   | 0.11%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| POWERGRID VEGETATION SERVICES LLC                   | Powergrid Services LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -726617 | PA      | $-0.01        | -0.00%            | 2032-07-01      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| MARCEL BIDCO LLC                                    | Marcel Bidco LLC                                                                                     | CUSIP: N/A<br>LEI: 254900A6AL2000BPNS82       | Long             | LON              | CORP              | US        |     495019 | PA      | $495018.72    | 0.02%             | 2030-11-13      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BEP INTERMEDIATE HOLDCO LLC                         | BEP Intermediate Holdco LLC                                                                          | CUSIP: N/A<br>LEI: 254900510SAMOPG9CQ76       | Long             | LON              | CORP              | US        |     888789 | PA      | $894344.26    | 0.04%             | 2031-04-28      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC                                 | Cognita Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1985037 | PA      | $1985037.47   | 0.09%             | 2031-10-27      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                            | Scenic Cruises                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3400000 | PA      | $3404352.00   | 0.15%             | 2032-07-19      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| ELVIS UK HOLDCO LTD                                 | Restaurant Brands                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    2450000 | PA      | $2859603.16   | 0.12%             | 2031-10-23      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ACROPOLE HOLDING SAS                                | Diot-Siaci                                                                                           | CUSIP: N/A<br>LEI: 969500NM0252PENX2L59       | Long             | LON              | CORP              | FR        |    3450000 | PA      | $4031191.69   | 0.17%             | 2032-07-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AG ARTEMIS HOLDINGS LP                              | Osaic Holdings, Inc.                                                                                 | CUSIP: N/A<br>LEI: 549300XL60BDV6UW5C86       | Long             | LON              | CORP              | US        |     800000 | PA      | $801320.00    | 0.03%             | 2032-08-02      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| GT POLARIS HOLDINGS LP                              | Orion Advisor Solutions, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300R3BS3HTGTSN386       | Long             | LON              | CORP              | US        |    5554086 | PA      | $5577580.03   | 0.24%             | 2030-09-09      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| BACH FINANCE LTD                                    | Fugue Finance LLC                                                                                    | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |    5070445 | PA      | $5083424.96   | 0.22%             | 2032-01-09      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP LTD                                     | Boots Group Bidco Ltd.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    1500000 | PA      | $1998312.22   | 0.09%             | 2032-08-30      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| EAGLE SUPERCO LTD                                   | Eagle Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 213800YANPDABTN5JJ43       | Long             | LON              | CORP              | GB        |    2000000 | PA      | $2338129.50   | 0.10%             | 2032-02-27      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CROSS FINANCIAL CORP                                | Cross Financial Corp.                                                                                | CUSIP: N/A<br>LEI: 2549008J3I495E70LU05       | Long             | LON              | CORP              | US        |    2786000 | PA      | $2796447.50   | 0.12%             | 2031-10-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| SAPHITOPLUX SCA                                     | Saphilux SARL                                                                                        | CUSIP: N/A<br>LEI: 222100CX5OA6ONWOBW66       | Long             | LON              | CORP              | LU        |    2476323 | PA      | $2487937.38   | 0.11%             | 2028-07-27      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| OPTIMA BIDCO JERSEY LTD                             | EG Finco Ltd.                                                                                        | CUSIP: N/A<br>LEI: 894500KFDM6GTUGDJJ54       | Long             | LON              | CORP              | GB        |    1532387 | PA      | $1537183.54   | 0.07%             | 2028-02-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                            | Alterra Mountain Co.                                                                                 | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |    2993908 | PA      | $2997650.51   | 0.13%             | 2030-05-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA SANTE SAS                                  | Almaviva Sante                                                                                       | CUSIP: N/A<br>LEI: 969500FZ90GO3VQI9485       | Long             | LON              | CORP              | FR        |    1050000 | PA      | $1210253.54   | 0.05%             | 2031-04-08      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| COBEHOLD SA                                         | Socotec Holding                                                                                      | CUSIP: N/A<br>LEI: 969500TSHWNDZONA3M83       | Long             | LON              | CORP              | FR        |    1050000 | PA      | $1228468.32   | 0.05%             | 2031-06-02      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COBEHOLD SA                                         | Socotec Holding                                                                                      | CUSIP: N/A<br>LEI: 969500TSHWNDZONA3M83       | Long             | LON              | CORP              | FR        |    2277000 | PA      | $2287428.66   | 0.10%             | 2031-06-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| JACOBS HOLDING AG                                   | Cognita Ltd.                                                                                         | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |     798000 | PA      | $798000.00    | 0.03%             | 2031-10-27      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| JACOBS HOLDING AG                                   | Cognita Ltd.                                                                                         | CUSIP: N/A<br>LEI: 894500YKKF2CXAP6DR25       | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1169192.39   | 0.05%             | 2029-04-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLOMBE HOLDING SAS                                 | HomeVi S.A.S.                                                                                        | CUSIP: N/A<br>LEI: 9695001URJB6VUATPK20       | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1153980.04   | 0.05%             | 2029-10-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                         | Outcomes Group Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 5493005V7ZG5K84MO728       | Long             | LON              | CORP              | US        |    2123219 | PA      | $2137678.08   | 0.09%             | 2031-05-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CONFLUENT MEDICAL TECHNOLOGIES INC                  | Confluent Medical Technologies, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     396008 | PA      | $396997.52    | 0.02%             | 2029-02-16      | Variable      | 7.00%                 | No            |                  3 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                            | Alterra Mountain Co.                                                                                 | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |     461985 | PA      | $462853.13    | 0.02%             | 2028-08-17      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                | Berlin Packaging LLC                                                                                 | CUSIP: N/A<br>LEI: 549300L1HNHO6QOXHH42       | Long             | LON              | CORP              | US        |     666481 | PA      | $667000.74    | 0.03%             | 2031-06-09      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| TRITON V SICAV-RAIF SARL                            | IFCO Management GmbH                                                                                 | CUSIP: N/A<br>LEI: 529900W6COKZG9FWRZ51       | Long             | LON              | CORP              | DE        |    2400000 | PA      | $2800074.26   | 0.12%             | 2032-07-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                           | Assetmark Financial Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 5493001K4EDHT2T6W812       | Long             | LON              | CORP              | US        |    2600383 | PA      | $2606857.70   | 0.11%             | 2031-09-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| HT HOLDING LLC                                      | HighTower Holding LLC                                                                                | CUSIP: N/A<br>LEI: 254900MKOSB7RTMA9K12       | Long             | LON              | CORP              | US        |    7916967 | PA      | $7907071.27   | 0.34%             | 2032-02-03      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                    | Lummus Technology Holdings V LLC                                                                     | CUSIP: N/A<br>LEI: 549300K1Y0YC1YC1H809       | Long             | LON              | CORP              | US        |    3250727 | PA      | $3242014.62   | 0.14%             | 2029-12-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                        | PetSmart LLC                                                                                         | CUSIP: N/A<br>LEI: 894500NGJMHSFNESGA67       | Long             | LON              | CORP              | US        |    6136000 | PA      | $6079732.88   | 0.26%             | 2032-08-09      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| PUSHPAY USA INC                                     | Pushpay USA, Inc.                                                                                    | CUSIP: N/A<br>LEI: 9845001D6794B3C1FF33       | Long             | LON              | CORP              | US        |    3870750 | PA      | $3856234.69   | 0.17%             | 2031-08-18      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                    | IntraFi                                                                                              | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |    3300000 | PA      | $3266307.00   | 0.14%             | 2032-01-14      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| TRQ SALES LLC                                       | Tortuga Resorts GHD LLC                                                                              | CUSIP: N/A<br>LEI: 254900XSXXA1T3VYS339       | Long             | LON              | CORP              | US        |    3825000 | PA      | $3772406.25   | 0.16%             | 2032-08-13      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Wr Grace Holdings LLC                                                                                | CUSIP: N/A<br>LEI: 549300WNOVFRGYOAEB12       | Long             | LON              | CORP              | US        |    1350000 | PA      | $1344100.50   | 0.06%             | 2032-08-11      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                   | Upbound Group, Inc.                                                                                  | CUSIP: N/A<br>LEI: 529900QUHE15UQNCCJ63       | Long             | LON              | CORP              | US        |    1550000 | PA      | $1551937.50   | 0.07%             | 2032-08-12      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Cliffwater LLC                                      | Cliffwater LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -640000 | PA      | $-1963.74     | -0.00%            | 2032-03-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| MAMBA PURCHASER INC                                 | MDVIP                                                                                                | CUSIP: N/A<br>LEI: 549300EAB6F7TKRLOT57       | Long             | LON              | CORP              | US        |     997500 | PA      | $1000492.50   | 0.04%             | 2031-10-16      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS HOLDINGS LLC                | Grant Thornton Advisors LLC                                                                          | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |    1275000 | PA      | $1486858.90   | 0.06%             | 2032-09-11      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Level 3 Financing, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    4930000 | PA      | $4936162.50   | 0.21%             | 2032-03-29      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| SAVERS VALUE VILLAGE INC                            | Savers, Inc.                                                                                         | CUSIP: N/A<br>LEI: 549300F6POVHG3ME8T95       | Long             | LON              | CORP              | US        |    5500000 | PA      | $5513750.00   | 0.24%             | 2032-09-13      | Fixed         | 7.03%                 | No            |                  2 | On Loan: No      |
| ARTISAN NEWCO BV                                    | Artisan Newco B.V.                                                                                   | CUSIP: N/A<br>LEI: 7245009YIYR683H17R35       | Long             | LON              | CORP              | NL        |    4682773 | PA      | $5461749.78   | 0.24%             | 2032-03-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                                     | IVI America LLC                                                                                      | CUSIP: N/A<br>LEI: 549300V0LY56J9HGCK92       | Long             | LON              | CORP              | US        |    2454500 | PA      | $2459409.00   | 0.11%             | 2031-04-09      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PARTS HOLDING EUROPE SA                             | Parts Europe SA                                                                                      | CUSIP: N/A<br>LEI: 969500DL3O9K7T2M4M15       | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1170225.11   | 0.05%             | 2031-02-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TEAMBLUE MANAGEMENT INVESTCO SCSP                   | Team.Blue Finco SARL                                                                                 | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |    4150000 | PA      | $4820366.09   | 0.21%             | 2029-09-30      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                           | Kroll, Inc.                                                                                          | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |    5350000 | PA      | $5329730.88   | 0.23%             | 2032-09-13      | Variable      | 4.90%                 | No            |                  3 | On Loan: No      |
| Kroll, Inc.                                         | Kroll, Inc.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -500000 | PA      | $-1894.31     | -0.00%            | 2032-09-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| LIQUID TECH SOLUTIONS HOLDINGS LLC                  | Liquid Tech Solutions Holdings LLC                                                                   | CUSIP: N/A<br>LEI: 254900OC60TKLQ1KX067       | Long             | LON              | CORP              | US        |    2948142 | PA      | $2949380.63   | 0.13%             | 2032-10-03      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Liquid Tech Solutions Holdings LLC                  | Liquid Tech Solutions Holdings LLC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -301858 | PA      | $0.00         | 0.00%             | 2032-10-03      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| TSG SOLUTIONS HOLDING SA                            | TSG Solutions Holding SACA                                                                           | CUSIP: N/A<br>LEI: 969500LKBUJJXR2GYZ38       | Long             | LON              | CORP              | FR        |    4775000 | PA      | $5556907.64   | 0.24%             | 2032-05-04      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PROTECT BIDCO GMBH                                  | Protect Bidco Gmbh                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    3200000 | PA      | $3713158.51   | 0.16%             | 2032-09-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| O-I GLASS INC                                       | O-I Glass, Inc.                                                                                      | CUSIP: N/A<br>LEI: V2UQUCDZJ9WY98W8QU33       | Long             | LON              | CORP              | US        |    3050000 | PA      | $3055093.50   | 0.13%             | 2032-09-30      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                             | Park River Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |    1090000 | PA      | $1092594.20   | 0.05%             | 2032-09-24      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| NORMEC 1 BV                                         | Normec 1 B.V.                                                                                        | CUSIP: N/A<br>LEI: 724500QBPCBJWX2FJR30       | Long             | LON              | CORP              | NL        |    4125000 | PA      | $4823588.71   | 0.21%             | 2031-04-16      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| ASTERIX HOLDCO AG                                   | Asterix AcquiCo GmbH                                                                                 | CUSIP: N/A<br>LEI: 254900V7YIND4ZZA4924       | Long             | LON              | CORP              | DE        |    3100000 | PA      | $3627086.33   | 0.16%             | 2032-03-30      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| PROJECT AURORA US FINCO INC                         | Project Aurora                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2400000 | PA      | $2797400.79   | 0.12%             | 2032-09-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                               | Blackfin Pipeline LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3100000 | PA      | $3101302.00   | 0.13%             | 2032-09-29      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| TARA TOPCO LTD                                      | Ardonagh Midco 3 plc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    1720000 | PA      | $1999754.47   | 0.09%             | 2031-02-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| EP WEALTH ADVISORS LLC                              | EP Wealth Advisors, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1800000 | PA      | $1803384.00   | 0.08%             | 2032-10-16      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                        | Dayforce, Inc.                                                                                       | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |    4250000 | PA      | $4236952.50   | 0.18%             | 2032-10-07      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MERATIVE                                            | Merative                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2728205 | PA      | $2728205.13   | 0.12%             | 2032-09-30      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| Merative                                            | Merative                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -311795 | PA      | $0.00         | 0.00%             | 2032-09-17      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Merative                                            | Merative                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -260000 | PA      | $0.00         | 0.00%             | 2032-09-17      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                 | SCIL USA Holdings LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     550000 | PA      | $551375.00    | 0.02%             | 2032-10-09      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDINGS LLC                 | SCIL USA Holdings LLC                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2500000 | PA      | $2915409.61   | 0.13%             | 2032-10-11      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ARDIAN HOLDING SAS                                  | Florida Food Products LLC                                                                            | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |    1805108 | PA      | $1781045.86   | 0.08%             | 2030-10-18      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| ARDIAN HOLDING SAS                                  | Florida Food Products LLC                                                                            | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |    4620640 | PA      | $3142034.91   | 0.14%             | 2030-10-18      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| SLP ZEPHYR AGGREGATOR LP                            | Zephyr Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300ZI8D8NFMCTDS74       | Long             | LON              | CORP              | GB        |    4000000 | PA      | $5290867.45   | 0.23%             | 2028-07-20      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS BIDCO PTY LTD                  | Snacking Investments US LLC                                                                          | CUSIP: N/A<br>LEI: 254900AD4L6DCZFKHI06       | Long             | LON              | CORP              | AU        |    1150000 | PA      | $1156831.00   | 0.05%             | 2032-10-09      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CHRYSAOR AGGREGATOR LP                              | Chrysaor Bidco SARL                                                                                  | CUSIP: N/A<br>LEI: 254900CXX37NCB7A8J31       | Long             | LON              | CORP              | LU        |    3000000 | PA      | $3008250.00   | 0.13%             | 2031-10-30      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                          | CIRCOR                                                                                               | CUSIP: N/A<br>LEI: 254900WU707ZFYHRD780       | Long             | LON              | CORP              | US        |    2450000 | PA      | $2462250.00   | 0.11%             | 2031-10-20      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| ORSINI BIDCO BV                                     | Orsini Bidco BV                                                                                      | CUSIP: N/A<br>LEI: 254900TNMOIV7STA2611       | Long             | LON              | CORP              | NL        |    1601961 | PA      | $1851883.77   | 0.08%             | 2032-10-21      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Orsini Bidco BV                                     | Orsini Bidco BV                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -298039 | PA      | $-1296.88     | -0.00%            | 2032-10-21      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| VACATION RENTAL BRANDS LLC                          | Awayday                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1527778 | PA      | $1512499.99   | 0.07%             | 2032-05-01      | Variable      | 9.15%                 | No            |                  3 | On Loan: No      |
| Awayday                                             | Awayday                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -3972222 | PA      | $-39722.22    | -0.00%            | 2032-05-01      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| PIONEER ACQUISITIONCO LLC                           | Pioneer Acquisitionco LLC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1550000 | PA      | $1553875.00   | 0.07%             | 2032-10-23      | Variable      | 7.11%                 | No            |                  3 | On Loan: No      |
| Hobbs & Associates LLC                              | Hobbs & Associates LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -941667 | PA      | $-0.01        | -0.00%            | 2031-07-23      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| SUN III LIMITED                                     | Sun III Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2400000 | PA      | $2701322.81   | 0.12%             | 2032-11-06      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PING IDENTITY CORP                                  | Ping Identity Corp.                                                                                  | CUSIP: N/A<br>LEI: 254900DJEBSADAC6R313       | Long             | LON              | CORP              | US        |    1300000 | PA      | $1304875.00   | 0.06%             | 2032-10-31      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX GROUP AB                                  | Anticimex Global AB                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     525000 | PA      | $527787.75    | 0.02%             | 2031-11-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| GC TWO HOLDINGS INC                                 | Aretec Group, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300NV2T8A33L0PQ58       | Long             | LON              | CORP              | US        |    2900000 | PA      | $2906989.00   | 0.13%             | 2030-08-09      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Duravant, LLC                                       | Duravant, LLC                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -191591 | PA      | $-478.98      | -0.00%            | 2032-11-22      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| DURAVANT LLC                                        | Engineered Machinery Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    1308409 | PA      | $1313315.26   | 0.06%             | 2032-11-22      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                        | LyondellBasell Industries N.V.                                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |        322 | NS      | $15774.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductor N.V.                                                                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |         80 | NS      | $15595.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EC               | CORP              | US        |        342 | NS      | $295028.01    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EP               | CORP              | US        |        761 | NS      | $1119927.24   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd                         | Royal Caribbean Cruises Ltd.                                                                         | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |         51 | NS      | $13578.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |       1388 | NC      | $347000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |      -1388 | NC      | $-164825.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | Russell 2000 Index                                                                                   | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -11 | NC      | $-54450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |        991 | NC      | $452143.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |       -991 | NC      | $-241556.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |         -4 | NC      | $-43280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-479220.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | NASDAQ-100 Index                                                                                     | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |         -1 | NC      | $-59775.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities, Inc.                               | CDX.NA.IG.45.V1                                                                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DCR              |  | US        |  -44100000 | OU      | $-991965.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                               | CDX.NA.HY.45.V1                                                                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DCR              |  | US        |  -21850000 | OU      | $-1631648.75  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-1139040.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-339570.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-690690.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-509250.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-922320.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-345450.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-771540.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-845670.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | S&P 500 Index                                                                                        | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -42 | NC      | $-924420.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO