# EDGAR Filing Document

**Accession Number:** 0001380936
**File Stem:** 0001752724-25-181850
**Filing Date:** 2025-7
**Character Count:** 693806
**Document Hash:** cbace7a9706edcb1d8782fa03ea93a5a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-181850.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-181850

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**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:** 251159478

**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:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2563616453.09

**Total Liabilities:** $561564153.25

**Net Assets:** $2002052299.84

**Delayed Delivery Securities:** $82790410.42

**Cash Not Reported:** $82306565.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4220.53059365 | **1-Year:** 43542.99010770 | **5-Year:** 123363.98460278 | **10-Year:** 82685.28039705 | **30-Year:** 114242.49987103

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

- **3-Month:** 56824.23354809 | **1-Year:** 76928.85649911 | **5-Year:** 196207.48949046 | **10-Year:** 43851.80701383 | **30-Year:** 33843.52504669

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.66%               | 0.40%                | 2.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-835090.42              | $-13670771.19                              |
| Month 2  | $-9781398.59             | $7475514.40                                |
| Month 3  | $-3515242.82             | $17420243.10                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                              | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |    3057000 | NC      | $74093.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                       | Martin Marietta Materials, Inc.                                                                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         34 | NS      | $18616.70     | 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      | $2481375.06   | 0.12%             | 2049-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                    | Genuine Parts Co.                                                                                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        132 | NS      | $16700.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWTIE CV JERSEY HOLDCO LTD                         | Bowtie Germany Bidco GMBH                                                                            | CUSIP: N/A<br>LEI: 254900F23Z2F8RRW1Q10       | Long             | LON              | CORP              | DE        |    4200000 | PA      | $4787360.89   | 0.24%             | 2031-08-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                           | Hess Corp.                                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1027716.05   | 0.05%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                      | BRAVO Residential Funding Trust                                                                      | CUSIP: 10569JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1282092 | PA      | $1277113.74   | 0.06%             | 2062-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 2-Year Interest Rate Swap                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |   38500000 | NC      | $319438.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                             | Superior Plus Limited Partnership / Superior General Partner, Inc.                                   | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1901338.20   | 0.09%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions                      | Broadridge Financial Solutions, Inc.                                                                 | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         71 | NS      | $17240.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE BRANDS INC                                 | Prestige Brands, Inc.                                                                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     300000 | PA      | $272301.12    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    3100000 | NS      | $3066734.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                     | Weyerhaeuser Co.                                                                                     | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |        546 | NS      | $14146.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                         | Raymond James Financial, Inc.                                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        113 | NS      | $16608.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                       | Old Dominion Freight Line, Inc.                                                                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |         97 | NS      | $15536.49     | 0.00%             |  |  |  | No            |                  1 | 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      | $5886613.45   | 0.29%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Revvity Inc                                         | Revvity, Inc.                                                                                        | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |        143 | NS      | $12930.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                               | Uber Technologies, Inc.                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        224 | NS      | $18851.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                           | Constellation Energy Corp.                                                                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |         73 | NS      | $22348.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                        | United Airlines Holdings, Inc.                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |        220 | NS      | $17477.90     | 0.00%             |  |  |  | No            |                  1 | 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      | $1961307.00   | 0.10%             | 2038-10-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AUTO AUCTION GROUP LLC                     | American Auto Auction Group LLC                                                                      | CUSIP: N/A<br>LEI: 5493002VI1KML1L8HW19       | Long             | LON              | CORP              | US        |    1100000 | PA      | $1100000.00   | 0.05%             | 2032-05-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Company, Inc.                                                            | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1987243.67   | 0.10%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Convergint                                          | Convergint                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -275298 | PA      | $-275.30      | -0.00%            | 2028-03-31      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| Hasbro Inc                                          | Hasbro, Inc.                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        258 | NS      | $17211.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                      | American International Group, Inc.                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        199 | NS      | $16843.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                | GCAT Trust                                                                                           | CUSIP: 36168WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1756735 | PA      | $1748659.02   | 0.09%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                     | Hillenbrand, Inc.                                                                                    | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     250000 | PA      | $219204.03    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                            | Fox Corp.                                                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        196 | NS      | $10768.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                              | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1523144.02   | 0.08%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                           | ONE Hotels GmbH                                                                                      | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | DBT              | CORP              | DE        |    1300000 | PA      | $1582070.18   | 0.08%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                               | Carriage Services, Inc.                                                                              | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $865576.89    | 0.04%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                  | Panama Government International Bond                                                                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4150000 | PA      | $2495602.50   | 0.12%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                            | CUSIP: 67117YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904604 | PA      | $901450.79    | 0.05%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| GC TWO HOLDINGS INC                                 | Aretec Group, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300NV2T8A33L0PQ58       | Long             | LON              | CORP              | US        |    4706245 | PA      | $4697679.63   | 0.23%             | 2030-08-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7752375.77   | 0.39%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEAM BLUE FINCO SARL                                | Team.Blue Finco SARL                                                                                 | CUSIP: N/A<br>LEI: 549300DR8PIYMOZ4YU85       | Long             | LON              | CORP              | LU        |    4150000 | PA      | $4712695.89   | 0.24%             | 2029-09-30      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7790790.23   | 0.39%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCHWARZKOPF EQUITY HOLDINGS LUX SARL                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: 529900V9PPNU0K6W7871       | Long             | LON              | CORP              | DE        |     312500 | PA      | $159692.26    | 0.01%             | 2027-09-28      | Variable      | 7.88%                 | No            |                  3 | On Loan: No      |
| Figs Inc                                            | Figs, Inc.                                                                                           | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10450 | NS      | $45457.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                         | Waters Corp.                                                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         43 | NS      | $15017.32     | 0.00%             |  |  |  | No            |                  1 | 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      | $4597837.54   | 0.23%             | 2036-02-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      40000 | NS      | $709200.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI CG INC                                          | CPI CG, Inc.                                                                                         | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4536500.00   | 0.23%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                         | CDW Corp.                                                                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |         96 | NS      | $17314.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc                      | GE HealthCare Technologies, Inc.                                                                     | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        191 | NS      | $13473.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                          | Grifols S.A.                                                                                         | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1350000 | PA      | $1284201.14   | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technol                      | Westinghouse Air Brake Technologies Corp.                                                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         91 | NS      | $18411.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POINTCLICKCARE CORP                                 | PointClickCare Technologies, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    2992500 | PA      | $2996240.63   | 0.15%             | 2031-11-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group plc                                                                                   | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4100000 | PA      | $3034550.63   | 0.15%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                         | BXHPP Trust                                                                                          | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5350000 | PA      | $4871384.72   | 0.24%             | 2036-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1166000.00   | 0.06%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TWILIO INC                                          | Twilio, Inc.                                                                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1841882.20   | 0.09%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                    | Altria Group, Inc.                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |        276 | NS      | $16728.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REVENIR ENERGY INC                                  | Legacy Reserves, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300SZ0GOWNZGNYY47       | Long             | EC               | CORP              | US        |       2359 | NS      | $265.86       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cascade Funding Mortgage Trust                      | CFMT LLC                                                                                             | CUSIP: 12530GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3163086.98   | 0.16%             | 2037-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | LON              | CORP              | CA        |     173844 | PA      | $24772.78     | 0.00%             | 2029-03-12      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     331000 | PA      | $304259.77    | 0.02%             | 2029-03-01      | Fixed         | 4.75%                 | 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      | $822761.33    | 0.04%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                     | Lehman XS Trust Series                                                                               | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1568300 | PA      | $1512488.70   | 0.08%             | 2036-12-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ELVIS UK HOLDCO LTD                                 | Elvis UK HoldCo Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     800000 | PA      | $908307.97    | 0.05%             | 2028-10-19      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Jol Air                                             | JOL Air Ltd.                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    2308528 | PA      | $2285442.50   | 0.11%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2868657 | PA      | $-2868656.75  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                     | CVS Health Corp.                                                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        246 | NS      | $15753.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                        | Tapestry, Inc.                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        223 | NS      | $17516.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                          | Dexcom, Inc.                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        226 | NS      | $19390.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES                                   | Amsted Industries, Inc.                                                                              | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     500000 | PA      | $507496.27    | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   19423000 | NC      | $10485.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 2-Year Interest Rate Swap                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -38500000 | NC      | $-153902.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                      | Capmark Military Housing Trust                                                                       | CUSIP: 14070AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     446287 | PA      | $412622.11    | 0.02%             | 2052-10-10      | Fixed         | 6.06%                 | No            |                  3 | On Loan: No      |
| SCHWARZKOPF EQUITY HOLDINGS LUX SARL                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: 529900V9PPNU0K6W7871       | Long             | LON              | CORP              | DE        |     117171 | PA      | $111768.74    | 0.01%             | 2026-09-30      | Fixed         | 12.05%                | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                              | Darden Restaurants, Inc.                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         84 | NS      | $17993.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -4321815 | PA      | $-4321814.51  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                               | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        | -186995000 | NC      | $-3105424.43  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |    -735522 | PA      | $-735521.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                          | Stanley Black & Decker, Inc.                                                                         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        197 | NS      | $12889.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KANE FEEDERCO LTD                                   | Kane Bidco Ltd.                                                                                      | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |    2050000 | PA      | $2344042.07   | 0.12%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRING EDUCATION GROUP INC                          | Spring Education Group, Inc.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1185000 | PA      | $1189076.40   | 0.06%             | 2030-10-04      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                | Wolverine World Wide, Inc.                                                                           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3894377.81   | 0.19%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                       | DR Horton, Inc.                                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        124 | NS      | $14639.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                      | Eli Lilly & Co.                                                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |         19 | NS      | $14015.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                           | Amcor plc                                                                                            | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | US        |       1608 | NS      | $14648.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-37A                | Dryden Senior Loan Fund                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | KY        |    2998799 | PA      | $14892.94     | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                   | State Street Corp.                                                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        186 | NS      | $17908.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                          | Fertitta Entertainment LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1164731 | PA      | $1157206.99   | 0.06%             | 2029-01-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                         | Cintas Corp.                                                                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         83 | NS      | $18799.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                 | VICI Properties, Inc.                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        498 | NS      | $15791.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSTED INDUSTRIES                                   | Amsted Industries, Inc.                                                                              | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     950000 | PA      | $918642.02    | 0.05%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                               | Barclays Capital, Inc.                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Short            | RA               | CORP              | US        |   -3625930 | PA      | $-3625929.80  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Halliburton Co                                      | Halliburton Co.                                                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        646 | NS      | $12655.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                           | ONEOK, Inc.                                                                                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        172 | NS      | $13904.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                          | Allianz SE                                                                                           | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1360315.88   | 0.07%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                          | Mondelez International, Inc.                                                                         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        246 | NS      | $16602.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech Finance, Inc.                              | GrafTech Finance, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -986089 | PA      | $-6774.43     | -0.00%            | 2029-11-04      | Variable      | 3.75%                 | No            |                  3 | On Loan: No      |
| SBA Communications Corp                             | SBA Communications Corp.                                                                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         74 | NS      | $17159.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANCHOR PACKAGING LLC                                | Anchor Packaging LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2857033 | PA      | $2865604.09   | 0.14%             | 2029-07-18      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                     | Match Group, Inc.                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |        519 | NS      | $15538.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                  | PPG Industries, Inc.                                                                                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        144 | NS      | $15955.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DURAVANT LLC                                        | Engineered Machinery Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    2275000 | PA      | $2285556.00   | 0.11%             | 2028-05-19      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                      | PNC Financial Services Group, Inc.                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         93 | NS      | $16164.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CLO Ltd                                        | Ares Loan Funding V Ltd.                                                                             | CUSIP: 04020PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    4000000 | PA      | $4090771.60   | 0.20%             | 2037-07-27      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                      | Palmer Square Loan Funding Ltd.                                                                      | CUSIP: 69702LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8750000 | PA      | $8744232.88   | 0.44%             | 2030-04-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                | Parker-Hannifin Corp.                                                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         26 | NS      | $17282.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                         | Textron, Inc.                                                                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        220 | NS      | $16286.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200497.80    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                           | AvalonBay Communities, Inc.                                                                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |         76 | NS      | $15714.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                                 | TreeHouse Foods, Inc.                                                                                | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1047397.69   | 0.05%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp.                                                                                         | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1501749.94   | 0.08%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                         | PRKCM Trust                                                                                          | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     977000 | PA      | $972560.28    | 0.05%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                               | Applied Materials, Inc.                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        107 | NS      | $16772.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROU                            | Selective Insurance Group, Inc.                                                                      | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      36000 | NS      | $604440.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                               | QXO Building Products, Inc.                                                                          | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1230419.84   | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Securitization Trust                                                             | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     874581 | PA      | $828668.89    | 0.04%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                      | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1102407.84   | 0.06%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | 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      |
| RYMAN HOSPITALITY PROPERTIES                        | OEG Borrower LLC                                                                                     | CUSIP: N/A<br>LEI: 254900UUVX9EYPUMP391       | Long             | LON              | CORP              | US        |    1741250 | PA      | $1730367.19   | 0.09%             | 2031-06-30      | Variable      | 7.80%                 | 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        |       1174 | NC      | $19901591.72  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                        | KKR & Company, Inc.                                                                                  | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        140 | NS      | $17004.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP CLO Ltd                                         | OCP CLO Ltd.                                                                                         | CUSIP: 67120JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $825620.00    | 0.04%             | 2038-01-21      | 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      |
| UNIFORM MBS                                         | Uniform MBS 15 Year                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   10140335 | PA      | $10134625.99  | 0.51%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global, LP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     600000 | PA      | $679650.24    | 0.03%             | 2031-07-16      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                              | IDEXX Laboratories, Inc.                                                                             | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         39 | NS      | $20021.04     | 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        |        113 | NS      | $16155.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                    | Wynn Resorts Ltd.                                                                                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        186 | NS      | $16840.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                         | Workday, Inc.                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |         66 | NS      | $16348.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                  | Enphase Energy, Inc.                                                                                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |        273 | NS      | $11299.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3747751 | PA      | $-3747750.52  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CORNING INC                                         | Corning, Inc.                                                                                        | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3129188.59   | 0.16%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORMEC 1 BV                                         | Normec 1 B.V.                                                                                        | CUSIP: N/A<br>LEI: 724500QBPCBJWX2FJR30       | Long             | LON              | CORP              | NL        |    4125000 | PA      | $4694330.57   | 0.23%             | 2031-04-16      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                          | AMETEK, Inc.                                                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |         90 | NS      | $16086.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL TOPCO I SA                                 | TK Elevator Midco GmbH                                                                               | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Short            | LON              | CORP              | DE        |   -1750000 | PA      | $-0.02        | -0.00%            | 2027-01-29      | Variable      | 0.82%                 | No            |                  3 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.                          | CUSIP: 864486AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3202890.81   | 0.16%             | 2027-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                 | Abbott Laboratories                                                                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        123 | NS      | $16430.34     | 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        |        144 | NS      | $16215.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -6323156 | PA      | $-6323156.17  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA SUBCO LTD                                  | Finastra USA, Inc.                                                                                   | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Short            | LON              | CORP              | US        |    -330000 | PA      | $0.00         | 0.00%             | 2029-09-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Valero Energy Corp                                  | Valero Energy Corp.                                                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        128 | NS      | $16508.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                        | FactSet Research Systems, Inc.                                                                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         37 | NS      | $16955.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIBBON LLC (USA)                               | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |    5627759 | PA      | $4286495.05   | 0.21%             | 2028-05-08      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| STAR US BIDCO LLC                                   | Sundyne (Star US Bidco)                                                                              | CUSIP: N/A<br>LEI: 254900OZQJ575UUU6G40       | Long             | LON              | CORP              | US        |     464424 | PA      | $463555.14    | 0.02%             | 2027-03-17      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                 | United Airlines, Inc.                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2445868.13   | 0.12%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2199844 | PA      | $-2199843.68  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                         | Starwood Property Mortgage LLC                                                                       | CUSIP: N/A<br>LEI: 5493008SB15CNJRIOK13       | Long             | LON              | CORP              | US        |    2992500 | PA      | $2999981.25   | 0.15%             | 2030-01-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc.                                           | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $746472.46    | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                 | Artera Services LLC                                                                                  | CUSIP: N/A<br>LEI: 549300J2G34D0WX8Z443       | Long             | LON              | CORP              | US        |    1732500 | PA      | $1502943.75   | 0.08%             | 2031-02-15      | Variable      | 8.80%                 | 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      | $5921393.45   | 0.30%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vault DI Issuer LLC                                 | Vault DI Issuer LLC                                                                                  | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1781750.91   | 0.09%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                  | HCA Healthcare, Inc.                                                                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         51 | NS      | $19450.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                         | Equinix, Inc.                                                                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         19 | NS      | $16887.58     | 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      | $2144930.63   | 0.11%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                             | Procter & Gamble Co.                                                                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         95 | NS      | $16139.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                          | Charter Communications, Inc.                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |         46 | NS      | $18228.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRECISE BIDCO BV                                    | Precise Midco B.V.                                                                                   | CUSIP: N/A<br>LEI: 254900JUNTY42P1KL224       | Long             | LON              | CORP              | NL        |    4117500 | PA      | $4669944.50   | 0.23%             | 2030-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                               | Reynolds American, Inc.                                                                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4163309.84   | 0.21%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                    | AMC Networks, Inc.                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2639250.00   | 0.13%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                             | Akamai Technologies, Inc.                                                                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |        200 | NS      | $15186.00     | 0.00%             |  |  |  | No            |                  1 | 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      |
| CUBE HEALTHCARE EUROPE BIDCO                        | Domidep                                                                                              | CUSIP: N/A<br>LEI: 969500AYUH6YXBLGCX31       | Long             | LON              | CORP              | FR        |    4400000 | PA      | $5022625.48   | 0.25%             | 2029-10-30      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4126902 | PA      | $3813704.26   | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                          | Entain Holdings (Gibraltar) Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GI        |    2750000 | PA      | $3134612.76   | 0.16%             | 2028-06-30      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                               | Mohawk Industries, Inc.                                                                              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        141 | NS      | $14186.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |     643162 | PA      | $637917.80    | 0.03%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| MERLIN BUYER INC                                    | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |    1083417 | PA      | $1072582.92   | 0.05%             | 2028-12-14      | Variable      | 9.05%                 | 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      | $1108633.70   | 0.06%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |   11000000 | PA      | $11096250.00  | 0.55%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -32082500 | NC      | $-222101.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                               | Dell Technologies, Inc.                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |        169 | NS      | $18804.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE INC                                  | AMN Healthcare, Inc.                                                                                 | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     725000 | PA      | $701451.91    | 0.04%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1145724 | PA      | $-1145724.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                            | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    2050000 | PA      | $2152836.20   | 0.11%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                  | Union Pacific Corp.                                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         67 | NS      | $14851.22     | 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      | $6592337.69   | 0.33%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125620.75    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -997500 | PA      | $-0.01        | -0.00%            | 2030-10-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| A10 Securitization                                  | A10 Permanent Asset Financing LLC                                                                    | CUSIP: 00216AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $186168.25    | 0.01%             | 2051-06-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                       | Valvoline, Inc.                                                                                      | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     760000 | PA      | $674435.63    | 0.03%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                    | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2815036.00   | 0.14%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     750000 | PA      | $783749.64    | 0.04%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IP Lending LLC                                      | IP Lending X Ltd.                                                                                    | CUSIP: 44989MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    5765000 | PA      | $5765000.00   | 0.29%             | 2029-07-02      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| UBS AG                                              | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |  -10190000 | NC      | $-74750.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                          | Humana, Inc.                                                                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         64 | NS      | $14920.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBRA CAPITAL INC                                    | Obra Longevity                                                                                       | CUSIP: N/A<br>LEI: 2549001PDYPC4244EX25       | Long             | ABS-O            | CORP              | US        |   17400000 | PA      | $16978033.82  | 0.85%             | 2039-06-30      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| VERSUNI GROUP BV                                    | Nobel Bidco B.V.                                                                                     | CUSIP: N/A<br>LEI: 549300NZZFLYK83VVT71       | Long             | DBT              | CORP              | NL        |    1750000 | PA      | $1926140.70   | 0.10%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARDIAN FRANCE SA                                    | Florida Food Products LLC                                                                            | CUSIP: N/A<br>LEI: 254900J6FNIX7DTKUV52       | Long             | LON              | CORP              | US        |    5529733 | PA      | $3877725.27   | 0.19%             | 2028-10-18      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $923280.21    | 0.05%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     858387 | PA      | $849803.33    | 0.04%             | 2029-06-30      | Variable      | 10.94%                | No            |                  3 | 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        |     594303 | NS      | $594302.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRETACEOUS MIDCO LTD                                | ContourGlobal Power Holdings S.A.                                                                    | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $3202639.11   | 0.16%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                | Keurig Dr Pepper, Inc.                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        487 | NS      | $16397.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                  | Coterra Energy, Inc.                                                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        586 | NS      | $14245.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPHITOPLUX SCA                                     | Saphilux SARL                                                                                        | CUSIP: N/A<br>LEI: 222100CX5OA6ONWOBW66       | Long             | LON              | CORP              | LU        |    1150000 | PA      | $1150954.50   | 0.06%             | 2028-07-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CORDOBES PARENT SARL                                | Cordobes Holdco SL                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    2700000 | PA      | $3068390.87   | 0.15%             | 2029-02-02      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                            | Focus Financial Partners LLC                                                                         | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4299453.00   | 0.21%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                              | Church & Dwight Company, Inc.                                                                        | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        146 | NS      | $14353.26     | 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      | $2200880.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLIV LLC                                                                       | CUSIP: 15674DAE4<br>LEI: 6354005DPIRML7EMPA20 | Long             | ABS-O            | CORP              | US        |    6100000 | PA      | $6093239.98   | 0.30%             | 2036-01-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                    | Farmers Insurance Exchange                                                                           | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1876524.86   | 0.09%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                       | Ballyrock CLO 2019-1 Ltd.                                                                            | CUSIP: 05875KAE6<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-O            | CORP              | KY        |    1350000 | PA      | $1350870.75   | 0.07%             | 2032-07-15      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| General Motors Co                                   | General Motors Co.                                                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        333 | NS      | $16520.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS Private Credit CLO                              | HPS Private Credit CLO 2025-3 LLC                                                                    | CUSIP: 40445YAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2500000.00   | 0.12%             | 2037-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | CBOE Volatility Index                                                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |       5383 | NC      | $925876.00    | 0.05%             |  |  |  | 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        |    3547063 | PA      | $0.04         | 0.00%             | 2036-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amphenol Corp                                       | Amphenol Corp.                                                                                       | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        254 | NS      | $22842.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                      | Globe Life, Inc.                                                                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        131 | NS      | $15964.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                  | Equity Residential                                                                                   | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        232 | NS      | $16272.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                           | Adobe, Inc.                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |         36 | NS      | $14943.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                    | Duke Energy Corp.                                                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        137 | NS      | $16127.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -2850025 | PA      | $-2850025.43  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co.                                                                               | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     700000 | PA      | $630034.93    | 0.03%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   -3057000 | NC      | $-22425.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                             | Regatta 33 Funding Ltd.                                                                              | CUSIP: 75890CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2250000 | PA      | $2250000.00   | 0.11%             | 2038-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEAMER FINANCE LLC                                  | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    3048001 | PA      | $3066070.67   | 0.15%             | 2037-11-15      | Fixed         | 6.92%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -730340 | PA      | $-730340.04   | -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        |    -996381 | PA      | $-996380.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                              | Palo Alto Networks, Inc.                                                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |         89 | NS      | $17125.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                           | Cincinnati Financial Corp.                                                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        114 | NS      | $17193.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     353741 | PA      | $30118.16     | 0.00%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| Xylem Inc/NY                                        | Xylem, Inc.                                                                                          | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        130 | NS      | $16385.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                | Invitation Homes, Inc.                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        482 | NS      | $16243.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |         70 | NS      | $18480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                               | Foundry JV Holdco LLC                                                                                | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4854485.13   | 0.24%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                      | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $356461.10    | 0.02%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                  | Conagra Brands, Inc.                                                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        616 | NS      | $14100.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1467824 | PA      | $-1467823.60  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMESTIC & GENERAL LTD                              | Galaxy Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | DBT              | CORP              | JE        |    1800000 | PA      | $2448552.12   | 0.12%             | 2029-12-19      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     200000 | NS      | $40.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                         | MetLife, Inc.                                                                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        202 | NS      | $15873.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1233897 | PA      | $-1233897.48  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                        | Stryker Corp.                                                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |         44 | NS      | $16836.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Funding LLC                                | Wingstop Funding LLC                                                                                 | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98500 | PA      | $92953.04     | 0.00%             | 2050-12-05      | Fixed         | 2.84%                 | 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      | $-222101.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      49000 | NS      | $924140.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                             | Global Partners Limited Partnership / GLP Finance Corp.                                              | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4811688.00   | 0.24%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | EC               | CORP              | CA        |        579 | NS      | $57.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                           | MGM Resorts International                                                                            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        515 | NS      | $16299.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                      | Johnson Controls International plc                                                                   | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |        203 | NS      | $20578.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                            | Allwyn Entertainment Financing UK plc                                                                | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    3750000 | PA      | $3882386.25   | 0.19%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                      | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2292626.25   | 0.11%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                       | Citrin Cooperman Advisors LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3851515 | PA      | $3827443.18   | 0.19%             | 2032-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER MIV SCSP                                  | Speedster Bidco GmbH                                                                                 | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    1400000 | PA      | $1597329.09   | 0.08%             | 2031-12-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                              | Balrog Acquisition, Inc.                                                                             | CUSIP: N/A<br>LEI: 25490017XQ2US9FIMN58       | Long             | LON              | CORP              | US        |     702415 | PA      | $692321.07    | 0.03%             | 2028-09-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                        | Allegion plc                                                                                         | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | US        |        129 | NS      | $18408.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVICES CORP                    | Mavis Tire Express Services TopCo Corp.                                                              | CUSIP: N/A<br>LEI: 254900NVDM4GTLBL9E56       | Long             | LON              | CORP              | US        |    2671864 | PA      | $2647657.08   | 0.13%             | 2028-05-04      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                             | Rfna, LP                                                                                             | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     650000 | PA      | $651624.56    | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                          | PacifiCorp                                                                                           | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5087147.15   | 0.25%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7771669.07   | 0.39%             | 2025-07-03      | None          | 0.00%                 | 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      |
| Prologis Inc                                        | Prologis, Inc.                                                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        138 | NS      | $14986.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                              | Intuitive Surgical, Inc.                                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |         32 | NS      | $17674.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANIJAY GROUP NV                                    | Betclic Everest Group SAS                                                                            | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |    3150000 | PA      | $3596494.44   | 0.18%             | 2031-12-10      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                    | W R Berkley Corp.                                                                                    | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        259 | NS      | $19344.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAIR HOLDINGS LLC                                 | Conair Holdings LLC                                                                                  | CUSIP: N/A<br>LEI: 549300804G00T34FLV17       | Long             | LON              | CORP              | US        |    1331758 | PA      | $935559.81    | 0.05%             | 2028-05-17      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                            | Essex Property Trust, Inc.                                                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |         55 | NS      | $15614.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                    | FirstEnergy Corp.                                                                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        418 | NS      | $17530.92     | 0.00%             |  |  |  | No            |                  1 | 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      | $-222101.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LASERAWAY INTERMEDIATE HOLDINGS II LLC              | LaserAway Intermediate Holdings II LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    7460932 | PA      | $7106537.88   | 0.35%             | 2027-10-14      | Variable      | 10.29%                | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                 | Eastman Chemical Co.                                                                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        173 | NS      | $13558.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 57 Ltd.                                                           | CUSIP: 64135YAC3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-O            | CORP              | KY        |    5230000 | PA      | $4276257.20   | 0.21%             | 2038-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortress Credit Opportunities                       | Fortress Credit Opportunities IX CLO Ltd.                                                            | CUSIP: 34961JBJ2<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-O            | CORP              | KY        |    8000000 | PA      | $7993680.00   | 0.40%             | 2033-10-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                               | Quest Diagnostics, Inc.                                                                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         96 | NS      | $16640.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES INC                                 | DXP Enterprises, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2574578 | PA      | $2581013.94   | 0.13%             | 2030-10-11      | Variable      | 8.08%                 | No            |                  2 | 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      | $3482215.63   | 0.17%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                         | Phillips 66                                                                                          | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        129 | NS      | $14638.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARS JERSEY EQUITYCO LTD                           | Stars UK Bidco Ltd.                                                                                  | CUSIP: N/A<br>LEI: 254900895YN5QBKUD625       | Long             | LON              | CORP              | GB        |    1900000 | PA      | $2164955.71   | 0.11%             | 2029-08-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs, Inc.                                                                                          | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1353604.95   | 0.07%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                | Colgate-Palmolive Co.                                                                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        176 | NS      | $16357.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | Russell 2000 Index                                                                                   | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -13 | NC      | $-46995.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4353815 | PA      | $4041233.94   | 0.20%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                               | Republic Services, Inc.                                                                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |         69 | NS      | $17753.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPHITOPLUX SCA                                     | Saphilux SARL                                                                                        | CUSIP: N/A<br>LEI: 222100CX5OA6ONWOBW66       | Long             | LON              | CORP              | LU        |    1335902 | PA      | $1337010.67   | 0.07%             | 2028-07-18      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                     | First Solar, Inc.                                                                                    | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        117 | NS      | $18495.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -1338601 | PA      | $-1338600.93  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                            | W R Berkley Corp.                                                                                    | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |     126000 | NS      | $1976940.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QPQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1362487 | PA      | $1261612.93   | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                       | Hilton Worldwide Holdings, Inc.                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |         70 | NS      | $17390.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                              | Trane Technologies plc                                                                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | US        |         47 | NS      | $20222.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                                | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     449375 | PA      | $433759.27    | 0.02%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                               | Jackson Financial, Inc.                                                                              | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     152000 | NS      | $3948960.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2320506 | PA      | $-2320506.50  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/T                      | Hartford Insurance Group, Inc.                                                                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        138 | NS      | $17917.92     | 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      | $346.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                            | Marsh & McLennan Companies, Inc.                                                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |         69 | NS      | $16122.54     | 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      | $577987.13    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                            | PPL Corp.                                                                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        470 | NS      | $16332.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries, Inc.                                                                            | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6616530.05   | 0.33%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                    | CIFC Funding Ltd.                                                                                    | CUSIP: 12571HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1997012.40   | 0.10%             | 2035-04-21      | Floating      | 11.54%                | No            |                  2 | 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      | $3382647.55   | 0.17%             | 2040-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Williams-Sonoma Inc                                 | Williams-Sonoma, Inc.                                                                                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |         90 | NS      | $14558.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BELLS LLC                                   | Pacific Bells LLC                                                                                    | CUSIP: N/A<br>LEI: 549300VGOQXINYVBJF37       | Long             | LON              | CORP              | US        |    7788582 | PA      | $7804782.73   | 0.39%             | 2028-11-13      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                              | Velocity Vehicle Group LLC                                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $355733.91    | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                            | Secretariat Advisors LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1561828 | PA      | $1555971.11   | 0.08%             | 2032-02-24      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| CHESTERFIELD FINANCIAL HOLDING CHEST_23-1           | CHEST                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1381894.52   | 0.07%             | 2043-03-23      | Variable      | 7.12%                 | No            |                  3 | 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      |
| FS Rialto Issuer Ltd                                | FS Rialto                                                                                            | CUSIP: 30319YAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1392286.98   | 0.07%             | 2038-05-16      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | NASDAQ-100 Index                                                                                     | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |         -1 | NC      | $-36910.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRED EDUCATION HOLDINGS LTD                     | Inspired Finco Holdings, Ltd.                                                                        | CUSIP: N/A<br>LEI: 21380079CKTODVMD9183       | Long             | LON              | CORP              | GB        |    3800000 | PA      | $4303976.83   | 0.21%             | 2031-02-28      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| INTEGRATED POWER SERVICES HOLDINGS INC              | Integrated Power Services Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -594359 | PA      | $-1478.34     | -0.00%            | 2028-11-22      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                     | U.S. Treasury Notes                                                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4080000 | PA      | $4156500.00   | 0.21%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |      40000 | PA      | $35922.96     | 0.00%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| SCHWARZKOPF EQUITY HOLDINGS LUX SARL                | Schur Flexibles GesmbH                                                                               | CUSIP: N/A<br>LEI: 529900V9PPNU0K6W7871       | Long             | EC               | CORP              | DE        |        660 | NS      | $65580.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                               | Southwest Airlines Co.                                                                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        530 | NS      | $17691.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    3920000 | PA      | $5245588.42   | 0.26%             | 2031-04-30      | Variable      | 9.46%                 | No            |                  3 | On Loan: No      |
| OCULUS INTERMEDIATE INC                             | 1-800 Contacts                                                                                       | CUSIP: N/A<br>LEI: 254900SYIEHMSB69WT08       | Long             | LON              | CORP              | US        |    2261134 | PA      | $2257425.49   | 0.11%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                          | Vertex Pharmaceuticals, Inc.                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         32 | NS      | $14145.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY GROUP                                | Ryan Specialty LLC                                                                                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1046154.45   | 0.05%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                           | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6466096.08   | 0.32%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CARTER INTERMEDIATE INC                             | Aegion Corp.                                                                                         | CUSIP: N/A<br>LEI: 549300AG3DVJURRIT691       | Long             | LON              | CORP              | US        |    4920732 | PA      | $4896128.17   | 0.24%             | 2028-05-17      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                     | Yum! Brands, Inc.                                                                                    | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1987000 | PA      | $1884242.69   | 0.09%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                           | Assetmark Financial Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 5493001K4EDHT2T6W812       | Long             | LON              | CORP              | US        |    2613450 | PA      | $2609451.42   | 0.13%             | 2031-09-05      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                          | CoBank ACB                                                                                           | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |     500000 | NS      | $508119.50    | 0.03%             |  |  |  | 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      | $7105189.50   | 0.35%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                      | Starbucks Corp.                                                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        162 | NS      | $13599.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |    -972413 | PA      | $-972413.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                            | Simon Property Group, Inc.                                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |         96 | NS      | $15654.72     | 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      | $1279004.90   | 0.06%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      84800 | NS      | $16.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTDIGITAL COMMUNICATIONS LLC                     | FirstDigital Communications LLC                                                                      | CUSIP: N/A<br>LEI: 549300FTXU0H08IR2D04       | Long             | LON              | CORP              | US        |    7880000 | PA      | $7755472.36   | 0.39%             | 2026-12-17      | Variable      | 8.69%                 | No            |                  3 | On Loan: No      |
| ResMed Inc                                          | ResMed, Inc.                                                                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |         73 | NS      | $17869.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                | Edison International                                                                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        287 | NS      | $15971.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                           | Palantir Technologies, Inc.                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |        236 | NS      | $31100.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                          | Deere & Co.                                                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         34 | NS      | $17212.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                     | Best Buy Company, Inc.                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        220 | NS      | $14581.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird B                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2406990.22   | 0.12%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| KASEYA INC                                          | Kaseya, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |    4850000 | PA      | $4846556.50   | 0.24%             | 2032-03-22      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                  | NextEra Energy, Inc.                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |        219 | NS      | $15470.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                    | Exxon Mobil Corp.                                                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        146 | NS      | $14935.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                            | Equities Corp.                                                                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        326 | NS      | $17972.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2968376.10   | 0.15%             | 2037-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                             | TransMontaigne Partners LLC                                                                          | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1633353.60   | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                          | U.S. Bancorp                                                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |        383 | NS      | $16694.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOE HOLDING LLC                                     | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | LON              | CORP              | US        |    2268982 | PA      | $2254097.93   | 0.11%             | 2027-04-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -4294504 | PA      | $-4294503.90  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      24000 | NS      | $457680.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                       | Citrin Cooperman Advisors LLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -248485 | PA      | $-1553.03     | -0.00%            | 2032-03-05      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| WEC Energy Group Inc                                | WEC Energy Group, Inc.                                                                               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        152 | NS      | $16330.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                        | QUALCOMM, Inc.                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        104 | NS      | $15100.80     | 0.00%             |  |  |  | No            |                  1 | 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      |
| Nasdaq Inc                                          | Nasdaq, Inc.                                                                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |        219 | NS      | $18295.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    4857000 | NC      | $184044.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHOR HOLDINGS SCA                                 | TVL Finance plc                                                                                      | CUSIP: N/A<br>LEI: 549300DUQXE7VXG8YA50       | Long             | DBT              | CORP              | JE        |    3000000 | PA      | $3296050.02   | 0.16%             | 2030-06-30      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2721625.78   | 0.14%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Mettler-Toledo International I                      | Mettler-Toledo International, Inc.                                                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         13 | NS      | $15021.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                         | Lennar Corp.                                                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |        134 | NS      | $14214.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                     | Cigna Group                                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         51 | NS      | $16148.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLER CREDIT BACKED LOANS & NOTES II LTD           | Coller Capital Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1452937 | PA      | $1926365.20   | 0.10%             | 2036-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Advanced Micro Devices Inc                          | Advanced Micro Devices, Inc.                                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |        159 | NS      | $17606.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBSON BRANDS INC                                   | Gibson Brands, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300KU4ACNZQGB7J14       | Long             | LON              | CORP              | US        |    4764938 | PA      | $4582297.45   | 0.23%             | 2028-08-11      | Variable      | 9.54%                 | 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        |        103 | NS      | $14301.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                             | Consolidated Edison, Inc.                                                                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        156 | NS      | $16300.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                              | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              |  | US        |   10190000 | NC      | $246977.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        235 | NS      | $17700.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2021-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3216403 | PA      | $2958815.25   | 0.15%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1606504 | PA      | $-1606504.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                | Waste Management, Inc.                                                                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         72 | NS      | $17349.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSG SOLUTIONS HOLDING SA                            | TSG Solutions Holding                                                                                | CUSIP: N/A<br>LEI: 969500LKBUJJXR2GYZ38       | Long             | LON              | CORP              | FR        |    2800000 | PA      | $3179650.24   | 0.16%             | 2029-03-30      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                    | Crown Castle, Inc.                                                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        168 | NS      | $16858.80     | 0.00%             |  |  |  | No            |                  1 | 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      | $987030.00    | 0.05%             | 2039-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp.                                                                                 | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    3150000 | NS      | $2843091.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc                                | Generac Holdings, Inc.                                                                               | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        122 | NS      | $14899.86     | 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      | $2449986.28   | 0.12%             | 2036-07-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                  | Ingersoll Rand, Inc.                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        196 | NS      | $16001.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -4326309 | PA      | $-4326308.93  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                        | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1379995.96   | 0.07%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                               | Truist Financial Corp.                                                                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |        401 | NS      | $15839.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                   | Erie Indemnity Co.                                                                                   | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |         38 | NS      | $13623.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                            | International Flavors & Fragrances, Inc.                                                             | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1242378.81   | 0.06%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLV LLC                                                                        | CUSIP: 15675FAG3<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5037432.50   | 0.25%             | 2036-04-15      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                      | Solventum Corp.                                                                                      | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |        216 | NS      | $15787.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                  | Steel Dynamics, Inc.                                                                                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        129 | NS      | $15876.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                          | Capital One Financial Corp.                                                                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |         94 | NS      | $17780.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding, Inc.                                                                                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     925000 | PA      | $862705.32    | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     755309 | PA      | $463170.21    | 0.02%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                              | Cushman & Wakefield US Borrower LLC                                                                  | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4820822.40   | 0.24%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CURRICULUM ASSOCIATES LLC                           | Curriculum Associates LLC                                                                            | CUSIP: N/A<br>LEI: 254900F1U1TH1N97NR19       | Long             | LON              | CORP              | US        |    4200000 | PA      | $4179052.96   | 0.21%             | 2032-05-07      | Variable      | 9.05%                 | 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        |        -39 | NC      | $-220935.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp.                                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |        400 | NS      | $17652.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PELICAN TOPCO LLC                                   | Pregis TopCo Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300LJXHJYHS1GM034       | Long             | LON              | CORP              | US        |    3108984 | PA      | $3109948.16   | 0.16%             | 2026-07-31      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP                               | Eisner Advisory Group                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8344692 | PA      | $8369725.95   | 0.42%             | 2031-02-28      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     476000 | PA      | $452581.42    | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIRABELA NICKEL LTD                                 | Mirabela Nickel Ltd.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    2667995 | PA      | $13339.97     | 0.00%             | 2019-06-24      | Variable      | 9.50%                 | Yes           |                  3 | On Loan: No      |
| RBC Capital Markets, LLC                            | RBC Capital Markets LLC                                                                              | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Short            | RA               | CORP              | US        |   -6783274 | PA      | $-6783274.25  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1089542.44   | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                          | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     696500 | PA      | $687905.19    | 0.03%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                            | American Financial Group, Inc.                                                                       | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |     100000 | NS      | $1611000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                       | Ford Motor Co.                                                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |       1665 | NS      | $17282.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1979507.86   | 0.10%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCORINVEST GROUP SA                                | AccorInvest Group S.A.                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $683909.62    | 0.03%             | 2032-05-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BLUE RIBBON LLC (USA)                               | Blue Ribbon LLC                                                                                      | CUSIP: N/A<br>LEI: 549300NQM7J4KC44D416       | Long             | LON              | CORP              | US        |    2071010 | PA      | $2071009.62   | 0.10%             | 2028-05-08      | Variable      | 6.13%                 | No            |                  3 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   19423000 | NC      | $10485.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autodesk Inc                                        | Autodesk, Inc.                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |         63 | NS      | $18655.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7797236.85   | 0.39%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC HOLDINGS LP                             | Arsenal AIC Parent LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     886573 | PA      | $882583.38    | 0.04%             | 2030-08-18      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                           | Jabil, Inc.                                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        119 | NS      | $19993.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd.                                          | Start II Ltd.                                                                                        | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1670219 | PA      | $1645384.28   | 0.08%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                            | Discovery Purchaser Corp.                                                                            | CUSIP: N/A<br>LEI: 2549001LSO1ZBIPA5D65       | Long             | LON              | CORP              | US        |    1680788 | PA      | $1676232.57   | 0.08%             | 2029-10-04      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                      | Whirlpool Corp.                                                                                      | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     550000 | PA      | $398508.00    | 0.02%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1509741 | PA      | $-1509741.39  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods, Inc.                                                                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2404652.00   | 0.12%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23400000 | PA      | $23237875.44  | 1.16%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                | CCRR Parent, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6608644 | PA      | $2951883.04   | 0.15%             | 2028-03-06      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                          | Sysco Corp.                                                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        217 | NS      | $15841.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                      | Amazon.com, Inc.                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         80 | NS      | $16400.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                    | CoStar Group, Inc.                                                                                   | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        208 | NS      | $15300.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AI AQUA MERGER SUB INC                              | Culligan                                                                                             | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |    3731273 | PA      | $3707579.86   | 0.19%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| FCG ACQUISITIONS INC                                | FCG Acquisitions, Inc.                                                                               | CUSIP: N/A<br>LEI: 254900BHD5AK9H7EKF91       | Long             | LON              | CORP              | US        |    4275578 | PA      | $4272371.73   | 0.21%             | 2028-03-31      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                | Targa Resources Corp.                                                                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |         85 | NS      | $13424.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUSHPAY USA INC                                     | Pushpay USA, Inc.                                                                                    | CUSIP: N/A<br>LEI: 9845001D6794B3C1FF33       | Long             | LON              | CORP              | US        |    3890250 | PA      | $3880524.38   | 0.19%             | 2031-08-15      | Variable      | 8.30%                 | 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      | $483908.05    | 0.02%             |  |  |  | No            |                  2 | 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      | $2992316.34   | 0.15%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                     | Cellnex Finance Company S.A.                                                                         | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    1750000 | PA      | $1335095.83   | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                           | Aflac, Inc.                                                                                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |        153 | NS      | $15841.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE BENELUX PARTICIPATIONS SA                 | Holding Socotec SAS                                                                                  | CUSIP: N/A<br>LEI: 969500TSHWNDZONA3M83       | Long             | LON              | CORP              | FR        |    2300000 | PA      | $2306716.00   | 0.12%             | 2028-06-30      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                              | JB Poindexter & Company, Inc.                                                                        | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2250329.54   | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                            | NIKE, Inc.                                                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        217 | NS      | $13148.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                          | Copart, Inc.                                                                                         | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        301 | NS      | $15495.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                      | Lowe's Companies, Inc.                                                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         70 | NS      | $15801.10     | 0.00%             |  |  |  | No            |                  1 | 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      |
| Cerberus                                            | Cerberus Loan Funding XLII LLC                                                                       | CUSIP: 15675CAE5<br>LEI: 635400CIKKARDIZZL727 | Long             | ABS-O            | CORP              | US        |    5750000 | PA      | $5743195.45   | 0.29%             | 2035-09-13      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| HEALTHCHANNELS INTERMEDIATE HOLDCO LLC              | ScribeAmerica Intermediate Holdco LLC (Healthchannels)                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2400107 | PA      | $1920085.99   | 0.10%             | 2025-04-03      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                 | Arista Networks, Inc.                                                                                | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        199 | NS      | $17241.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1859409 | PA      | $1804921.49   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                        | Insulet Corp.                                                                                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         64 | NS      | $20801.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLNG LIQUEFACTION 2 LLC                             | FLNG Liquefaction 2 LLC                                                                              | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |     215078 | PA      | $194706.46    | 0.01%             | 2038-03-31      | Fixed         | 4.12%                 | 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      | $1957219.94   | 0.10%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limi                      | Labrador Aviation Finance Ltd.                                                                       | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2994518 | PA      | $2912103.69   | 0.15%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                         | Rollins, Inc.                                                                                        | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        316 | NS      | $18091.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec EUR / Deliver USD                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |      85000 | NC      | $1186.14      | 0.00%             |  |  |  | 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      | $2642904.36   | 0.13%             | 2036-04-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                  | Elmwood CLO 16 Ltd.                                                                                  | CUSIP: 29003DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1505882.70   | 0.08%             | 2037-04-20      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| PACIFIC BEACON LLC                                  | Pacific Beacon LLC                                                                                   | CUSIP: 69403WAG2<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |     649124 | PA      | $574427.71    | 0.03%             | 2051-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                               | Dun & Bradstreet Corp.                                                                               | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1815098.40   | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     525000 | PA      | $461147.08    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | 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      | $4063493.91   | 0.20%             | 2055-05-15      | Fixed         | 6.89%                 | No            |                  3 | On Loan: No      |
| VDK Groep B.V.                                      | VDK Groep B.V.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -738189 | PA      | $-2791.47     | -0.00%            | 2032-01-29      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Interpublic Group of Cos Inc/T                      | Interpublic Group of Companies, Inc.                                                                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        606 | NS      | $14519.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                        | Assurant, Inc.                                                                                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |         79 | NS      | $16035.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings, Inc.                                                                             | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      82000 | NS      | $1353000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KUVARE US HOLDINGS INC                              | Kuvare US Holdings, Inc.                                                                             | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | EP               | CORP              | US        |    2100000 | NS      | $2093995.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION HOLDINGS CORP                     | Atlantic Aviation                                                                                    | CUSIP: N/A<br>LEI: 2549001SCJD3WEYJFM53       | Long             | LON              | CORP              | US        |    4943816 | PA      | $4910049.47   | 0.25%             | 2031-09-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications plc                                                                       | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    5550000 | PA      | $5045638.20   | 0.25%             | 2081-11-23      | Variable      | 4.88%                 | 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      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2297677.44   | 0.11%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                        | Teradyne, Inc.                                                                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        184 | NS      | $14462.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                              | Equitable Holdings, Inc.                                                                             | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4096121.40   | 0.20%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1286875.00   | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS SOLUTIONS INC                               | National Mentor Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |      43141 | PA      | $41778.61     | 0.00%             | 2028-03-02      | Variable      | 8.15%                 | 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        |        -39 | NC      | $-36855.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHG PPC PARENT LLC                                  | CHG PPC Parent LLC                                                                                   | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |    2500000 | PA      | $2837781.06   | 0.14%             | 2028-12-08      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                | Labcorp Holdings, Inc.                                                                               | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         67 | NS      | $16680.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIMATER BIDCO II                                   | Climater Bidco II                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    2450000 | PA      | $2778716.22   | 0.14%             | 2032-02-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                              | Arsenal AIC Parent LLC                                                                               | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1627699.95   | 0.08%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                 | Carrier Global Corp.                                                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        244 | NS      | $17372.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                            | Alterra Mountain Co.                                                                                 | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |     575430 | PA      | $575430.22    | 0.03%             | 2028-08-17      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                        | Entergy Corp.                                                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        193 | NS      | $16073.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                 | Axon Enterprise, Inc.                                                                                | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         29 | NS      | $21760.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STS OPERATING INC                                   | STS Operating, Inc.                                                                                  | CUSIP: N/A<br>LEI: 549300HW5C2VGPZCHL57       | Long             | LON              | CORP              | US        |    3960000 | PA      | $3860168.40   | 0.19%             | 2031-03-25      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     825000 | PA      | $814593.37    | 0.04%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCHWARZKOPF EQUITY HOLDINGS LUX SARL                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: 529900V9PPNU0K6W7871       | Long             | LON              | CORP              | DE        |     174195 | PA      | $166163.59    | 0.01%             | 2026-09-30      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                         | GoDaddy, Inc.                                                                                        | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |         92 | NS      | $16757.80     | 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      | $1430854.65   | 0.07%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                               | Clearwater Paper Corp.                                                                               | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    2547000 | PA      | $2436689.43   | 0.12%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                               | CDX.NA.HY.44.V1                                                                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DCR              |  | US        |    5460908 | OU      | $336928.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment, Inc.                                                                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     225000 | PA      | $215839.82    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1116320.38   | 0.06%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                             | Dow, Inc.                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        447 | NS      | $12399.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKERS HOLDINGS INC                               | Checkers Holdings, Inc.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     703619 | PA      | $703619.05    | 0.04%             | 2028-06-16      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| ASCENSUS GROUP HOLDINGS INC                         | AqGen Island Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4145051 | PA      | $4127268.92   | 0.21%             | 2028-08-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS HOLDING COMPANY LLC   | Foundation Building Materials Holding Company LLC                                                    | CUSIP: N/A<br>LEI: 549300X5S4H9C8CNO521       | Long             | LON              | CORP              | US        |    4108500 | PA      | $3851143.56   | 0.19%             | 2031-01-29      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                          | Intel Corp.                                                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        772 | NS      | $15092.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                              | Tyler Technologies, Inc.                                                                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         28 | NS      | $16155.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELESTIAL-SATURN PARENT INC                         | CoreLogic, Inc.                                                                                      | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |    3438818 | PA      | $3386375.55   | 0.17%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                           | L3Harris Technologies, Inc.                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         76 | NS      | $18569.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     148000 | NS      | $2681760.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Albemarle Corp                                      | Albemarle Corp.                                                                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |        219 | NS      | $12211.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                           | Apple, Inc.                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         74 | NS      | $14862.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                           | Caesars Entertainment, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |    1980000 | PA      | $1970713.80   | 0.10%             | 2031-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPZC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5165486 | PA      | $5019485.22   | 0.25%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBC INSURANCE REVENUE SECURITI                      | CBC Insurance Revenue Securitization LLC                                                             | CUSIP: 12479MAH1<br>LEI: 54930084NLD71YMN4154 | Long             | ABS-O            | CORP              | US        |     262102 | PA      | $234928.47    | 0.01%             | 2046-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DATIX BIDCO LIMITED                                 | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 9845006BT9AF870CZ249       | Long             | LON              | CORP              | US        |    1110000 | PA      | $1102402.96   | 0.06%             | 2031-04-30      | Variable      | 9.54%                 | No            |                  3 | On Loan: No      |
| PepsiCo Inc                                         | PepsiCo, Inc.                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        108 | NS      | $14196.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL CHANGER HOLDING CORP                            | Oil Changer Holding Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -282105 | PA      | $0.00         | 0.00%             | 2027-02-08      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Short            | LON              | CORP              | US        |    -455703 | PA      | $-1594.96     | -0.00%            | 2031-10-23      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| HP COMMUNITIES LLC                                  | HP Communities LLC                                                                                   | CUSIP: 44329HAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $764324.10    | 0.04%             | 2053-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                | Williams Companies, Inc.                                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        284 | NS      | $17184.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Active Allocation F                      | Guggenheim Active Allocation Fund                                                                    | CUSIP: 40170T106<br>LEI: 549300WVFF2XZ68PVT94 | Long             | EC               | RF                | US        |     950000 | NS      | $14354500.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                 | TE Connectivity plc                                                                                  | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | US        |        112 | NS      | $17927.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                              | UnitedHealth Group, Inc.                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |         33 | NS      | $9963.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7765214.18   | 0.39%             | 2025-07-10      | None          | 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      | $147213.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                   | Eversource Energy                                                                                    | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        269 | NS      | $17433.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3132DNST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1491608 | PA      | $1386710.84   | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                          | Pfizer, Inc.                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |        621 | NS      | $14587.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Silver                                      | Project Silver                                                                                       | CUSIP: 827304AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7161044 | PA      | $6910686.16   | 0.35%             | 2044-07-15      | Fixed         | 3.97%                 | 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        |    3267082 | PA      | $3273714.68   | 0.16%             | 2029-12-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| VALCOUR PACKAGING LLC                               | Valcour Packaging LLC                                                                                | CUSIP: N/A<br>LEI: 254900JCJHQJK9LWF787       | Long             | LON              | CORP              | US        |     441295 | PA      | $372620.60    | 0.02%             | 2028-10-04      | Variable      | 4.10%                 | 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      | $2762541.87   | 0.14%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                   | Expedia Group, Inc.                                                                                  | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         98 | NS      | $16341.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG, Inc.                                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |    1800000 | NS      | $1697707.01   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoZone Inc                                        | AutoZone, Inc.                                                                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |          4 | NS      | $14932.16     | 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        |        -39 | NC      | $-298740.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                   | Brown & Brown, Inc.                                                                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |        136 | NS      | $15354.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                        | Assurant, Inc.                                                                                       | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      58000 | NS      | $1146080.00   | 0.06%             |  |  |  | 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      | $4217490.00   | 0.21%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                  | Sunrise FinCo I B.V.                                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    4550000 | PA      | $4225585.00   | 0.21%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSTAR Securities Investment Lt                      | LSTAR Securities Investment Ltd.                                                                     | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3315888 | PA      | $3316433.41   | 0.17%             | 2029-01-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -13581499 | PA      | $-13581499.11 | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Mach I                                              | MACH 1 Cayman Ltd.                                                                                   | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2317807 | PA      | $2231286.05   | 0.11%             | 2039-10-15      | Fixed         | 3.47%                 | 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      | $5214.62      | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust                                                                                             | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2762031.25   | 0.14%             | 2038-05-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                   | PRPM LLC                                                                                             | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1775781 | PA      | $1776634.39   | 0.09%             | 2029-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                      | Mastercard, Inc.                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |         30 | NS      | $17568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -3088207 | PA      | $-3088206.68  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM VCM INC                                     | Franchise Group, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300MWCHSL8BSOMV77       | Long             | LON              | CORP              | US        |    1753089 | PA      | $1731175.42   | 0.09%             | 2025-06-05      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                | Jacobs Solutions, Inc.                                                                               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        131 | NS      | $16545.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings, Inc.                                                                                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3578889.18   | 0.18%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                        | Monolithic Power Systems, Inc.                                                                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         27 | NS      | $17871.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |    6834000 | NC      | $3793.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO INC (DELAWARE)                                 | 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      |
| Fastenal Co                                         | Fastenal Co.                                                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        420 | NS      | $17362.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAPAVE                                              | Apave S.A.                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    1150000 | PA      | $1308108.68   | 0.07%             | 2031-12-09      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   21200000 | PA      | $19166733.86  | 0.96%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| SILVER LAKE (OFFSHORE) AIV GP V LTD                 | Zephyr Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: 549300ZI8D8NFMCTDS74       | Long             | LON              | CORP              | GB        |    3000000 | PA      | $4043277.91   | 0.20%             | 2028-07-20      | Variable      | 9.71%                 | 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      | $666758.94    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                | ATD New Holdings, Inc.                                                                               | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      23593 | NS      | $117.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12910000 | PA      | $12784603.23  | 0.64%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIB MERCHANT VOUCHER RECEIVABLES LTD                | Bib Merchant Voucher Receivables Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     544709 | PA      | $537430.76    | 0.03%             | 2028-04-07      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Sonic Capital LLC                                   | Sonic Capital LLC                                                                                    | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     762000 | PA      | $727808.45    | 0.04%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                       | Citigroup Global Markets, Inc.                                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Short            | RA               | CORP              | US        |  -29748082 | PA      | $-29748082.40 | -1.49%            |  |  |  | No            |                  2 | On Loan: No      |
| VeriSign Inc                                        | VeriSign, Inc.                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |         68 | NS      | $18527.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS INTERNATIONAL INC                           | Clarios Global, LP                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    1400000 | PA      | $1395184.00   | 0.07%             | 2032-01-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                          | STERIS plc                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         71 | NS      | $17409.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FINASTRA SUBCO LTD                                  | Finastra                                                                                             | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |    4851000 | PA      | $4842898.83   | 0.24%             | 2029-09-13      | Variable      | 11.43%                | No            |                  2 | On Loan: No      |
| HAMPTON ROADS PPV LLC                               | Hampton Roads PPV LLC                                                                                | CUSIP: 409322AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4395000 | PA      | $3491195.32   | 0.17%             | 2053-06-15      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| General Electric Co                                 | General Electric Co.                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |         82 | NS      | $20164.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE BORROWER INC                               | Capstone Borrower, Inc.                                                                              | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3924552.60   | 0.20%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                 | Leidos Holdings, Inc.                                                                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        120 | NS      | $17822.40     | 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      | $4433476.25   | 0.22%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                               | DuPont de Nemours, Inc.                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        211 | NS      | $14094.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN RESIDENTIAL SERVICES LLC                   | American Residential Services LLC                                                                    | CUSIP: N/A<br>LEI: 549300UXCBZIG9PCNR39       | Long             | LON              | CORP              | US        |     550000 | PA      | $550000.00    | 0.03%             | 2032-02-02      | Variable      | 7.53%                 | 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        |    1429398 | PA      | $1064039.50   | 0.05%             | 2047-07-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                               | CDX.NA.HY.43.V1                                                                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DCR              |  | US        |    1629000 | OU      | $100326.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISOLVED INC                                         | isolved, Inc.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2673829 | PA      | $2680513.26   | 0.13%             | 2030-10-15      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -1546470 | PA      | $-1546469.69  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp                               | General Dynamics Corp.                                                                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         61 | NS      | $16987.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                           | Hess Corp.                                                                                           | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        111 | NS      | $14673.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                             | Marathon Petroleum Corp.                                                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |        116 | NS      | $18645.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803ER0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5060000 | PA      | $1778294.19   | 0.09%             | 2046-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    2487113 | PA      | $2711365.96   | 0.14%             | 2028-06-02      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| 3M Co                                               | 3M Co.                                                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |        106 | NS      | $15725.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QPFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2603984 | PA      | $2406361.03   | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                              | T. Rowe Price Group, Inc.                                                                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        171 | NS      | $16003.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN VETERINARY COMPANY LLC                     | Southern Veterinary Partners LLC                                                                     | CUSIP: N/A<br>LEI: 549300DT78GYJYRK0R74       | Long             | LON              | CORP              | US        |   11000970 | PA      | $11002840.09  | 0.55%             | 2031-12-04      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS BIDCO PTY LTD                  | Snacking Investments US LLC (Arnott's)                                                               | CUSIP: N/A<br>LEI: 254900AD4L6DCZFKHI06       | Long             | LON              | CORP              | AU        |     452818 | PA      | $454801.10    | 0.02%             | 2026-12-18      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |    -485583 | PA      | $-485582.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                        | CUSIP: 44986TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $47767.80     | 0.00%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                        | Apollo Global Management, Inc.                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |        118 | NS      | $15421.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVI AMERICA LLC                                     | IVI America LLC                                                                                      | CUSIP: N/A<br>LEI: 549300V0LY56J9HGCK92       | Long             | LON              | CORP              | US        |    2034625 | PA      | $2042254.84   | 0.10%             | 2031-04-18      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa, Inc.                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |         48 | NS      | $17529.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $647424.75    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1283240 | PA      | $-1283240.50  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                              | Sempra                                                                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        232 | NS      | $18232.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1540916 | PA      | $-1540916.19  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHWARZKOPF EQUITY HOLDINGS LUX SARL                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: 529900V9PPNU0K6W7871       | Long             | LON              | CORP              | DE        |     118242 | PA      | $112790.65    | 0.01%             | 2026-09-30      | Fixed         | 3.88%                 | 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        |     949613 | PA      | $771578.45    | 0.04%             | 2051-03-10      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| ALUMINA PTY LTD                                     | Alumina Pty Ltd.                                                                                     | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    2850000 | PA      | $2818483.28   | 0.14%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bio-Techne Corp                                     | Bio-Techne Corp.                                                                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        265 | NS      | $12826.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                         | Target Corp.                                                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        149 | NS      | $14007.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONVERGINT TECHNOLOGIES GROUP HOLDINGS INC          | DG Investment Intermediate Holdings 2, Inc.                                                          | CUSIP: N/A<br>LEI: 549300AE79DEGS4AGL59       | Long             | LON              | CORP              | US        |    3407049 | PA      | $3403642.22   | 0.17%             | 2028-03-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                       | Blackrock, Inc.                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |         18 | NS      | $17638.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARENT CORP                   | Project Ruby Ultimate Parent Corp.                                                                   | CUSIP: N/A<br>LEI: 549300UGGIEE7YT1C741       | Long             | LON              | CORP              | US        |    2760332 | PA      | $2762291.72   | 0.14%             | 2028-03-10      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                          | Arcosa, Inc.                                                                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     350000 | PA      | $333587.70    | 0.02%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                            | MSCI, Inc.                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         29 | NS      | $16356.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KUEHNE HOLDING AG                                   | Aenova Holding Gmbh                                                                                  | CUSIP: N/A<br>LEI: 529900MPQ4WWJFDTB881       | Long             | LON              | CORP              | DE        |    1725000 | PA      | $1953994.44   | 0.10%             | 2031-08-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                   | Xerox Corp.                                                                                          | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1690438.19   | 0.08%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CONGA CORP                                          | Apttus Corp.                                                                                         | CUSIP: N/A<br>LEI: 254900VOVRKNFQ3GHG43       | Long             | LON              | CORP              | US        |    3868704 | PA      | $3876750.66   | 0.19%             | 2028-05-08      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                   | Omnicom Group, Inc.                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        200 | NS      | $14688.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON INC                                  | Kennedy-Wilson, Inc.                                                                                 | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3251157.45   | 0.16%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                        | Walgreens Boots Alliance, Inc.                                                                       | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       1426 | NS      | $16042.50     | 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      | $1014988.00   | 0.05%             | 2053-05-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                  | Meta Platforms, Inc.                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         26 | NS      | $16834.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                 | Fifth Third Bancorp                                                                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        414 | NS      | $15810.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                            | Crowdstrike Holdings, Inc.                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |         46 | NS      | $21683.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                             | UDR, Inc.                                                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |        372 | NS      | $15411.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONGRUEX GROUP LLC                                  | Congruex Group LLC                                                                                   | CUSIP: N/A<br>LEI: 254900DY0KADNJ4ZCJ32       | Long             | LON              | CORP              | US        |    1223229 | PA      | $1078887.68   | 0.05%             | 2029-05-03      | Variable      | 7.96%                 | 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      | $805776.12    | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                            | Minerals Technologies, Inc.                                                                          | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1311754.50   | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                            | AmeriTex HoldCo Intermediate LLC                                                                     | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2015964.60   | 0.10%             | 2028-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NiSource Inc                                        | NiSource, Inc.                                                                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        409 | NS      | $16171.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -610149 | PA      | $-610148.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DMG PRACTICE MANAGEMENT SOLUTIONS LLC               | Midwest Physician Administrative Services                                                            | CUSIP: N/A<br>LEI: 5493001F7B0DCPKBGK48       | Long             | LON              | CORP              | US        |    1181896 | PA      | $1116005.44   | 0.06%             | 2028-03-12      | Variable      | 7.56%                 | 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      | $2040416.94   | 0.10%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                           | PG&E Corp.                                                                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        983 | NS      | $16593.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER FUND TRUST II                             | Alexander Funding Trust II                                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2067406.87   | 0.10%             | 2028-07-31      | Fixed         | 7.47%                 | 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      | $2003595.60   | 0.10%             | 2035-04-15      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| THEVELIA US LLC                                     | Thevelia US LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1582634 | PA      | $1586100.01   | 0.08%             | 2029-06-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                        | Dayforce, Inc.                                                                                       | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        298 | NS      | $17605.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1314143 | PA      | $-1314143.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                    | Viper Energy, Inc.                                                                                   | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     230000 | PA      | $241187.43    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                         | Exelon Corp.                                                                                         | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1498227.48   | 0.07%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                    | Superior Plus, LP                                                                                    | CUSIP: 86828QAK7<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $247106.69    | 0.01%             | 2028-05-18      | Fixed         | 4.25%                 | 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      | $-481000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PPP INTERMEDIATE HOLDINGS LLC                       | Permian Production Partners LLC                                                                      | CUSIP: N/A<br>LEI: 549300GJYDC41CGNIO64       | Long             | EC               | CORP              | US        |     184043 | NS      | $18.40        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RTX Corp                                            | RTX Corp.                                                                                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        125 | NS      | $17060.00     | 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      | $5035344.75   | 0.25%             | 2039-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Prime Brokerage International, Ltd.     | SPDR S&P 500 ETF Trust                                                                               | CUSIP: N/A<br>LEI: 5493000EGBAKFHIIT563       | N/A              | DE               |  | US        |        -20 | NC      | $-15410.00    | -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        |         99 | NS      | $15508.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                            | Par Petroleum LLC                                                                                    | CUSIP: N/A<br>LEI: 984500CCF05C2FB39F45       | Long             | LON              | CORP              | US        |    3822046 | PA      | $3708186.84   | 0.19%             | 2030-02-28      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2217429 | PA      | $-2217429.38  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GATX CORP                                           | GATX Corp.                                                                                           | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     560000 | PA      | $536330.29    | 0.03%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                      | Morgan Stanley                                                                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        140 | NS      | $17924.20     | 0.00%             |  |  |  | No            |                  1 | 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      | $5805139.76   | 0.29%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                            | OBX Trust                                                                                            | CUSIP: 67118XAD7<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1765670.90   | 0.09%             | 2064-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| APA Corp                                            | APA Corp.                                                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        813 | NS      | $13829.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAROS MORTGAGE TRUST INC                           | Claros Mortgage Trust, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300Z9LU2CZ3K30C16       | Long             | LON              | CORP              | US        |    3403481 | PA      | $3284358.86   | 0.16%             | 2026-08-09      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Bunge Global SA                                     | Bunge Global S.A.                                                                                    | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |        218 | NS      | $17036.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                               | McCormick & Company, Inc.                                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        196 | NS      | $14255.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding, Inc.                                                                                | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1656850.43   | 0.08%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FT GORDON HOUSING                                   | Fort Gordon Housing LLC                                                                              | CUSIP: 347382AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $181881.12    | 0.01%             | 2051-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial, Inc.                                                                           | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5840000 | PA      | $5928463.39   | 0.30%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SPDR S&P 500 ETF Trust                              | SPDR S&P 500 ETF Trust                                                                               | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |       4239 | NS      | $2498424.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1192903 | PA      | $-1192903.00  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                    | Modena Buyer LLC                                                                                     | CUSIP: N/A<br>LEI: 254900B0G2IU0VBDOY26       | Long             | LON              | CORP              | US        |    4328250 | PA      | $4192992.19   | 0.21%             | 2031-07-01      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| FREEDOM VCM INC                                     | Franchise Group, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300MWCHSL8BSOMV77       | Long             | LON              | CORP              | US        |    1412658 | PA      | $1409125.99   | 0.07%             | 2025-06-05      | Variable      | 13.44%                | No            |                  2 | On Loan: No      |
| Synchrony Financial                                 | Synchrony Financial                                                                                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        298 | NS      | $17179.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS SOLUTIONS INC                               | National Mentor Holdings, Inc.                                                                       | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |     960672 | PA      | $930323.97    | 0.05%             | 2028-03-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                          | DaVita, Inc.                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        112 | NS      | $15261.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KMTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2163466 | PA      | $2004006.38   | 0.10%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLORE INC                                          | Xplore Inc.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |       4673 | NS      | $0.47         | 0.00%             |  |  |  | No            |                  3 | 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      | $3472779.66   | 0.17%             | 2037-04-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                           | Duff & Phelps                                                                                        | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |    1718428 | PA      | $1920537.27   | 0.10%             | 2027-04-09      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                        | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4053245.78   | 0.20%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $750134.88    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                       | M&T Bank Corp.                                                                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         93 | NS      | $16985.52     | 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        |        107 | NS      | $16885.67     | 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      | $423812.33    | 0.02%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                              | F5, Inc.                                                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |         60 | NS      | $17122.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCIDENT FUND INS CO AM                             | Accident Fund Insurance Company of America                                                           | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6946456.72   | 0.35%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                     | Xcel Energy, Inc.                                                                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        232 | NS      | $16263.20     | 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        |        -39 | NC      | $-252720.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                       | Mosaic Co.                                                                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        647 | NS      | $23382.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                                | Verisk Analytics, Inc.                                                                               | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |         55 | NS      | $17277.70     | 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      | $1535324.91   | 0.08%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                     | Yum! Brands, Inc.                                                                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        103 | NS      | $14825.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EC               | CORP              | US        |        342 | NS      | $341710.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |   13596000 | NC      | $7547.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                            | SCIL IV LLC / SCIL USA Holdings LLC                                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6075000 | PA      | $6044235.41   | 0.30%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                      | PulteGroup, Inc.                                                                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        154 | NS      | $15096.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                  | United Rentals, Inc.                                                                                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         26 | NS      | $18417.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                 | Vulcan Materials Co.                                                                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         70 | NS      | $18554.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                          | Loews Corp.                                                                                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        190 | NS      | $16965.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                            | Fortitude Group Holdings LLC                                                                         | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1164318.19   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD              | Kerridge Commercial Systems Bidco Ltd.                                                               | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Short            | LON              | CORP              | GB        |   -2500000 | PA      | $-48056.64    | -0.00%            | 2030-09-07      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                        | Voya CLO Ltd.                                                                                        | CUSIP: 92919HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3650000 | PA      | $2266650.00   | 0.11%             | 2035-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                 | Somnigroup International, Inc.                                                                       | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     700000 | PA      | $622982.91    | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                    | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2708527.90   | 0.14%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -2908624 | PA      | $-2908623.65  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     875000 | PA      | $916314.00    | 0.05%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER MIV SCSP                                  | Speedster Bidco GmbH                                                                                 | CUSIP: N/A<br>LEI: 254900LE837QB2YYV824       | Long             | LON              | CORP              | DE        |    1400000 | PA      | $1400588.00   | 0.07%             | 2031-12-10      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                         | Trimble, Inc.                                                                                        | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        237 | NS      | $16890.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                         | Cencora, Inc.                                                                                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         63 | NS      | $18348.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE BANK LTD                                  | Macquarie Bank Ltd.                                                                                  | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     640000 | PA      | $594272.82    | 0.03%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                           | Amgen, Inc.                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         51 | NS      | $14697.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LERNEN US FINCO LLC                                 | Cognita Ltd.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1995000 | PA      | $1997493.75   | 0.10%             | 2031-10-27      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| GALILEO GLOBAL EDUCATION OPERATIONS SAS             | Galileo Global Education                                                                             | CUSIP: N/A<br>LEI: 254900Z5KFYRM7Z7QL63       | Long             | LON              | CORP              | FR        |     251556 | PA      | $283521.42    | 0.01%             | 2031-07-20      | Variable      | 5.38%                 | No            |                  2 | 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      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                        | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    1663000 | PA      | $1500852.89   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                          | Kenvue, Inc.                                                                                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |        692 | NS      | $16518.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                          | Masco Corp.                                                                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        224 | NS      | $13982.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp                                        | Veralto Corp.                                                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        167 | NS      | $16872.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |  -10287206 | PA      | $-10287206.42 | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US PARENT LP                       | Scientific Games Corp.                                                                               | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |    1833909 | PA      | $1822685.85   | 0.09%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| GALILEO GLOBAL EDUCATION OPERATIONS SAS             | Galileo Global Education                                                                             | CUSIP: N/A<br>LEI: 254900Z5KFYRM7Z7QL63       | Long             | LON              | CORP              | FR        |    2898444 | PA      | $3266756.80   | 0.16%             | 2031-07-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                 | Otis Worldwide Corp.                                                                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        160 | NS      | $15256.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              |  | US        |    1125000 | NC      | $624.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                      | NCR Voyix Corp.                                                                                      | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     263000 | PA      | $256326.59    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                            | Wyndham Hotels & Resorts, Inc.                                                                       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1572417.76   | 0.08%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WOMENS CARE HOLDINGS INC                            | Women's Care Holdings, Inc.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6569062 | PA      | $6048989.82   | 0.30%             | 2028-01-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3050000 | PA      | $3014268.64   | 0.15%             | 2037-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                            | Acadia Healthcare Company, Inc.                                                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     550000 | PA      | $541956.86    | 0.03%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                         | Charter Next Generation, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300KRNU8RNVGYXG75       | Long             | LON              | CORP              | US        |    4620551 | PA      | $4627389.66   | 0.23%             | 2030-11-29      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -5681954 | PA      | $-5681953.68  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                               | PennyMac Financial Services, Inc.                                                                    | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     850000 | PA      | $895288.85    | 0.04%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PELICAN TOPCO LLC                                   | Pregis TopCo LLC                                                                                     | CUSIP: N/A<br>LEI: 549300LJXHJYHS1GM034       | Long             | LON              | CORP              | US        |     646550 | PA      | $646750.43    | 0.03%             | 2026-07-31      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| ARGOS HOLDINGS INC                                  | PetSmart LLC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2743125 | PA      | $2729985.43   | 0.14%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| VANTAGE SPECIALTY CHEMICALS INC                     | Vantage Specialty Chemicals, Inc.                                                                    | CUSIP: N/A<br>LEI: 54930057U5S5AY44VU09       | Long             | LON              | CORP              | US        |     123111 | PA      | $116955.29    | 0.01%             | 2026-10-26      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| CROSS FINANCIAL CORP                                | Cross Financial Corp.                                                                                | CUSIP: N/A<br>LEI: 2549008J3I495E70LU05       | Long             | LON              | CORP              | US        |    2793000 | PA      | $2810456.25   | 0.14%             | 2031-10-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                      | Merck & Company, Inc.                                                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        171 | NS      | $13139.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHM GROUP TOPCO OY                                  | PHM Group Holding OY                                                                                 | CUSIP: N/A<br>LEI: 7437002P82P6OBDFWT48       | Long             | LON              | CORP              | FI        |    4600000 | PA      | $5180197.59   | 0.26%             | 2032-02-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                       | Accenture plc                                                                                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | US        |         49 | NS      | $15524.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                            | Herc Holdings Escrow, Inc.                                                                           | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $844785.01    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17776818 | PA      | $18561066.96  | 0.93%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |   -1800000 | NC      | $-21388.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                              | Cloud Software Group, Inc.                                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5623665.69   | 0.28%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                            | SK Invictus Intermediate II SARL                                                                     | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    5250000 | PA      | $4987883.25   | 0.25%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                        | Newmont Corp.                                                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |        366 | NS      | $19295.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                      | Eaton Corporation plc                                                                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | US        |         55 | NS      | $17611.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                 | Avery Dennison Corp.                                                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         90 | NS      | $15995.70     | 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      | $1108032.60   | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                | Booking Holdings, Inc.                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          4 | NS      | $22075.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                        | ADT Security Corp.                                                                                   | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $949187.20    | 0.05%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -564231 | PA      | $-564231.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                         | Hubbell, Inc.                                                                                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         48 | NS      | $18699.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION INC                            | Allison Transmission, Inc.                                                                           | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $998522.36    | 0.05%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                              | RB Global Holdings, Inc.                                                                             | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1831904.43   | 0.09%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                      | Air Products and Chemicals, Inc.                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         54 | NS      | $15061.14     | 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        |         -4 | NC      | $-34180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                     | CVS Health Corp.                                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1863443.95   | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                              | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     347164 | PA      | $393828.27    | 0.02%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                             | Rockwell Automation, Inc.                                                                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         61 | NS      | $19248.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Companies, Inc.                                                                        | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    8025000 | PA      | $6550406.25   | 0.33%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                             | Bristol-Myers Squibb Co.                                                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        267 | NS      | $12890.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH GLOBAL ENTERPRI                            | GrafTech Global Enterprises, Inc.                                                                    | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2021500.00   | 0.10%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                    | Enstar Group Ltd.                                                                                    | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2227497.80   | 0.11%             | 2045-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Wave USA                                            | WAVE LLC                                                                                             | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1429974 | PA      | $1358532.71   | 0.07%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                             | Arthur J Gallagher & Co.                                                                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |         49 | NS      | $17024.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce, Toronto Branch  | Canadian Imperial Bank of Commerce                                                                   | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Short            | RA               | CORP              | CA        |   -1641502 | PA      | $-1641501.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICO LIFE INC                                    | Americo Life, Inc.                                                                                   | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |    3511000 | PA      | $3088624.56   | 0.15%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                     | TJX Companies, Inc.                                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        138 | NS      | $17512.20     | 0.00%             |  |  |  | No            |                  1 | 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      | $140.34       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cognizant Technology Solutions                      | Cognizant Technology Solutions Corp.                                                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        201 | NS      | $16278.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                 | First Republic Bank                                                                                  | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     158000 | NS      | $31.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd                                           | Chubb Ltd.                                                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |         56 | NS      | $16643.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | Markit iBoxx USD Liquid Leveraged Loans Total Return Index                                           | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              |  | US        |   35000000 | NC      | $311302.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                   | State Street Corp.                                                                                   | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    1400000 | NS      | $1395525.18   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEFS WAREHOUSE INC                                 | Chefs' Warehouse, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2369583 | PA      | $2375507.29   | 0.12%             | 2029-08-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                 | TransDigm Group, Inc.                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         12 | NS      | $17621.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd.                                          | Start Ltd.                                                                                           | CUSIP: 85572RAB5<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |     846366 | PA      | $840382.12    | 0.04%             | 2043-05-15      | Fixed         | 5.32%                 | 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      | $2820773.88   | 0.14%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd.                                                                                   | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8865683 | PA      | $8444257.14   | 0.42%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| LVNV FUNDING LLC                                    | LVNV Funding LLC                                                                                     | CUSIP: N/A<br>LEI: 549300YMNWAZ7DKR6204       | Long             | ABS-O            | CORP              | US        |    3850000 | PA      | $3919738.71   | 0.20%             | 2029-06-12      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| RAINBOW MIDCO LTD                                   | Rainbow Finco SARL                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    3000000 | PA      | $4010819.48   | 0.20%             | 2029-02-26      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                      | Alexandria Real Estate Equities, Inc.                                                                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        162 | NS      | $11370.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                                 | Xerox Corp.                                                                                          | CUSIP: N/A<br>LEI: 4KF48RN45X1OO8UBLY20       | Long             | LON              | CORP              | US        |    2714943 | PA      | $2606345.45   | 0.13%             | 2029-11-17      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                      | Public Storage                                                                                       | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     144400 | NS      | $2697392.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                         | Netflix, Inc.                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         17 | NS      | $20522.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications, Inc.                                                                          | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $1725658.48   | 0.09%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                     | WW Grainger, Inc.                                                                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         16 | NS      | $17400.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                                  | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11311766.40  | 0.57%             | 2053-05-20      | Fixed         | 8.84%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                               | Camden Property Trust                                                                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        135 | NS      | $15861.15     | 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      | $934483.30    | 0.05%             | 2039-04-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                | DS Admiral Bidco LLC                                                                                 | CUSIP: N/A<br>LEI: 25490030X7DBAF7KCR65       | Long             | LON              | CORP              | US        |    4826696 | PA      | $4736195.46   | 0.24%             | 2031-06-26      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                      | JP Morgan Mortgage Acquisition Trust                                                                 | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1301950 | PA      | $808870.33    | 0.04%             | 2036-12-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GROEP BRUSSEL LAMBERT NV                            | Affidea                                                                                              | CUSIP: N/A<br>LEI: 984500F89CC5A01B8C37       | Long             | LON              | CORP              | NL        |    3750000 | PA      | $4265571.77   | 0.21%             | 2029-07-20      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                        | Danaher Corp.                                                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |         78 | NS      | $14812.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                             | NVR, Inc.                                                                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          2 | NS      | $14231.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                                | FirstKey Homes Trust                                                                                 | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1874460.58   | 0.09%             | 2037-10-19      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| SCHWARZKOPF EQUITY HOLDINGS LUX SARL                | Schur Flexibles GmbH                                                                                 | CUSIP: N/A<br>LEI: 529900V9PPNU0K6W7871       | Long             | LON              | CORP              | DE        |       1151 | PA      | $966.93       | 0.00%             | 2026-09-30      | Fixed         | 12.05%                | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        123 | NS      | $13244.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                                         | Gartner, Inc.                                                                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1679830.52   | 0.08%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POWERGRID SERVICES LLC                              | Powergrid Services LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2454706 | PA      | $2454705.88   | 0.12%             | 2032-03-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                         | Invesco Ltd.                                                                                         | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |       1046 | NS      | $15125.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                          | SERVPRO Master Issuer LLC                                                                            | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1937250 | PA      | $1898562.73   | 0.09%             | 2049-10-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                             | Cboe Global Markets, Inc.                                                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |         77 | NS      | $17642.24     | 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      | $19142.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2005511 | PA      | $-2005511.25  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                              | Arch Capital Group Ltd.                                                                              | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      38000 | NS      | $642580.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                             | Jane Street Group / JSG Finance, Inc.                                                                | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3370346.70   | 0.17%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                               | Playtika Holding Corp.                                                                               | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1803269.57   | 0.09%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                      | West Pharmaceutical Services, Inc.                                                                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         71 | NS      | $14970.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                            | AT&T, Inc.                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        621 | NS      | $17263.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                         | Ameren Corp.                                                                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        164 | NS      | $15888.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp.                                                                                     | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |          9 | NS      | $15536.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                                       | Cable One, Inc.                                                                                      | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1179375.00   | 0.06%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                          | PACCAR, Inc.                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |        156 | NS      | $14640.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -157538 | PA      | $-157538.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Everest Group Ltd                                   | Everest Group Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | US        |         46 | NS      | $15970.74     | 0.00%             |  |  |  | No            |                  1 | 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      | $5432247.60   | 0.27%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASTON TOPCO LTD                                     | Aston FinCo SARL                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     385065 | PA      | $484944.89    | 0.02%             | 2026-10-09      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                          | Pinnacle West Capital Corp.                                                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        175 | NS      | $15965.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                              | HP, Inc.                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        561 | NS      | $13968.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Start Ltd.                                          | Start Ltd.                                                                                           | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |    1233526 | PA      | $1216910.71   | 0.06%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings, Inc.                                                                                   | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4172000 | PA      | $4013061.82   | 0.20%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSNETWORK LLC                                    | TransNetwork LLC                                                                                     | CUSIP: N/A<br>LEI: 549300QF18JL5NEFRT47       | Long             | LON              | CORP              | US        |    1890428 | PA      | $1899880.35   | 0.09%             | 2030-12-29      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                        | Synopsys, Inc.                                                                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         37 | NS      | $17167.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                       | Service Logic Acquisition, Inc.                                                                      | CUSIP: N/A<br>LEI: 25490008CFAWEVHSQF88       | Long             | LON              | CORP              | US        |    2472861 | PA      | $2469770.26   | 0.12%             | 2027-10-29      | Variable      | 7.28%                 | No            |                  3 | 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        |   30416753 | PA      | $1444658.91   | 0.07%             | 2052-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                 | Alliant Energy Corp.                                                                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        257 | NS      | $15993.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    2000000 | NS      | $1943519.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| INDICOR LLC                                         | Indicor LLC                                                                                          | CUSIP: N/A<br>LEI: 254900RXO1EICEHOLG29       | Long             | LON              | CORP              | US        |    3100000 | PA      | $3502725.41   | 0.17%             | 2029-11-22      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                                  | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2090024.40   | 0.10%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                               | Northrop Grumman Corp.                                                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         34 | NS      | $16482.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                            | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                             | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3934702.36   | 0.20%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                              | Franklin Resources, Inc.                                                                             | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        831 | NS      | $17982.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                   | EOG Resources, Inc.                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        128 | NS      | $13896.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                   | Ralph Lauren Corp.                                                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |         71 | NS      | $19653.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2014110 | PA      | $-2014110.50  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                          | NetApp, Inc.                                                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |        175 | NS      | $17353.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Lightning B                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2406990.22   | 0.12%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Dollar General Corp                                 | Dollar General Corp.                                                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        213 | NS      | $20714.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                        | AES Corp.                                                                                            | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       1349 | NS      | $13611.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133BBSY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1119281 | PA      | $1032259.85   | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                            | Baxter International, Inc.                                                                           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |        464 | NS      | $14152.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE INC                                 | Upland Software, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300NS277POYJ63W89       | Long             | LON              | CORP              | US        |     960830 | PA      | $931658.84    | 0.05%             | 2026-08-06      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                              | Option Care Health, Inc.                                                                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2168828.94   | 0.11%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                          | Airbnb, Inc.                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        126 | NS      | $16254.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY INC                                    | Viper Energy, Inc.                                                                                   | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     277000 | PA      | $275629.71    | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                             | Charles Schwab Corp.                                                                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |        215 | NS      | $18993.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -7055621 | PA      | $-7055621.37  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                      | ConocoPhillips                                                                                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        163 | NS      | $13912.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR SANDY AGGREGATOR LP                             | Sandy Bidco B.V.                                                                                     | CUSIP: N/A<br>LEI: 2549003HW5A2AVSVPG96       | Long             | LON              | CORP              | NL        |    4250000 | PA      | $4770897.68   | 0.24%             | 2029-08-17      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                           | One Hotels GmbH                                                                                      | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | LON              | CORP              | DE        |    2600000 | PA      | $2959175.56   | 0.15%             | 2031-04-02      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                           | IDEX Corp.                                                                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         88 | NS      | $15920.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank                               | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | N/A              | DFE              |  | US        |    -300000 | NC      | $-1958.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                           | United Parcel Service, Inc.                                                                          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        139 | NS      | $13558.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEETWATER BORROWER LLC                             | Sweetwater Sound                                                                                     | CUSIP: N/A<br>LEI: 254900JJU57789DC8283       | Long             | LON              | CORP              | US        |    1706713 | PA      | $1685379.38   | 0.08%             | 2028-08-07      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| SILVER LAKE TECHNOLOGY ASSOCIATES III CAYMAN LP     | Global Blue Acquisition B.V.                                                                         | CUSIP: N/A<br>LEI: 549300L10EVYURBFIH66       | Long             | LON              | CORP              | NL        |    1000000 | PA      | $1135032.93   | 0.06%             | 2030-12-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                 | Coinbase Global, Inc.                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         80 | NS      | $19729.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                             | Central Garden & Pet Co.                                                                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $364619.96    | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXUS PARENT LLC                                    | Nexus Buyer LLC                                                                                      | CUSIP: N/A<br>LEI: 254900PILSANV8WOOF24       | Long             | LON              | CORP              | US        |    4710915 | PA      | $4712704.70   | 0.24%             | 2031-07-31      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1510895 | PA      | $-1510894.75  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                | WW International, Inc.                                                                               | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |     950000 | PA      | $294500.00    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                | Lockheed Martin Corp.                                                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         35 | NS      | $16883.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DP7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044010.00   | 0.10%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                               | Nippon Life Insurance Co.                                                                            | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1550000 | PA      | $1573071.75   | 0.08%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                            | Outfront Media Capital LLC / Outfront Media Capital Corp.                                            | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5414473.14   | 0.27%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                               | Bulldog Purchaser, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900JB2GC3Q5OISZ63       | Long             | LON              | CORP              | US        |    1883424 | PA      | $1881069.25   | 0.09%             | 2031-06-28      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| TEGRA118 WEALTH SOLUTIONS INC                       | Tegra118 Wealth Solutions, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3701425 | PA      | $3630468.56   | 0.18%             | 2027-02-18      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| LIBERTY GLOBAL LTD                                  | UPC Financing Partnership                                                                            | CUSIP: N/A<br>LEI: 213800DXWIS9KORQ3X94       | Long             | LON              | CORP              | US        |     500000 | PA      | $499065.00    | 0.02%             | 2032-02-29      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     775000 | PA      | $701129.79    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                    | Markel Group, Inc.                                                                                   | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | EP               | CORP              | US        |    4770000 | NS      | $4770000.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $419228.06    | 0.02%             | 2029-01-15      | Fixed         | 9.00%                 | 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      | $309400.00    | 0.02%             | 2032-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                              | Roper Technologies, Inc.                                                                             | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         28 | NS      | $15967.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2292352.35   | 0.11%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                   | Hormel Foods Corp.                                                                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        546 | NS      | $16751.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                           | Edwards Lifesciences Corp.                                                                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        233 | NS      | $18225.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    2026000 | NC      | $199570.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    1000000 | NS      | $1007644.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                     | Ulta Beauty, Inc.                                                                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         48 | NS      | $22630.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2523395.00   | 0.13%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                         | Pentair plc                                                                                          | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | US        |        187 | NS      | $18546.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                    | Paramount Global                                                                                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       1379 | NS      | $16685.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: 549300GS4WLFTDUXPD62       | Long             | LON              | CORP              | US        |     929663 | PA      | $922690.13    | 0.05%             | 2030-04-09      | Variable      | 4.65%                 | No            |                  3 | On Loan: No      |
| Travelers Cos Inc/The                               | Travelers Companies, Inc.                                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         63 | NS      | $17369.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                                | Dye & Durham Ltd.                                                                                    | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1244860.80   | 0.06%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                       | Hewlett Packard Enterprise Co.                                                                       | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       1056 | NS      | $18247.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E2OPEN PARENT HOLDINGS INC                          | E2open LLC                                                                                           | CUSIP: N/A<br>LEI: 549300WF2BZODU55DR56       | Long             | LON              | CORP              | US        |    1147016 | PA      | $1150365.53   | 0.06%             | 2028-02-04      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                              | The Campbell's Co.                                                                                   | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        414 | NS      | $14092.56     | 0.00%             |  |  |  | No            |                  1 | 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            |                  2 | 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        |   38784488 | PA      | $2164263.62   | 0.11%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -3459904 | PA      | $-3459903.96  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NFM & J LLC                                         | The Facilities Group                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3251282 | PA      | $3206088.01   | 0.16%             | 2027-11-30      | Variable      | 10.18%                | No            |                  3 | On Loan: No      |
| FIRST BRANDS GROUP LLC                              | First Brands Group LLC                                                                               | CUSIP: N/A<br>LEI: 2549005IXRZR7KSBJD91       | Long             | LON              | CORP              | US        |    2841393 | PA      | $2741490.05   | 0.14%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3025000 | PA      | $2552535.23   | 0.13%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1265614 | PA      | $-1265613.75  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                         | Walmart, Inc.                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        187 | NS      | $18460.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                                | Amentum Holdings, Inc.                                                                               | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |          7 | NS      | $144.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                           | Ball Corp.                                                                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        311 | NS      | $16663.38     | 0.00%             |  |  |  | No            |                  1 | 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      | $483908.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp.                                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4860000 | PA      | $4465252.33   | 0.22%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                            | Super Micro Computer, Inc.                                                                           | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        376 | NS      | $15047.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software                       | Take-Two Interactive Software, Inc.                                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         78 | NS      | $17649.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                         | Incyte Corp.                                                                                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        236 | NS      | $15354.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                            | MarketAxess Holdings, Inc.                                                                           | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |         77 | NS      | $16663.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                        | Assurant, Inc.                                                                                       | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405761.30    | 0.02%             | 2048-03-27      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                 | Boyce Park CLO Ltd.                                                                                  | CUSIP: 103226AA4<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-O            | CORP              | JE        |   10000000 | PA      | $9950867.00   | 0.50%             | 2035-04-21      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                      | Golub Capital Partners CLO 49M Ltd.                                                                  | CUSIP: 38178GAG5<br>LEI: 254900NUVOJAHAT10W61 | Long             | ABS-O            | CORP              | KY        |    2250000 | PA      | $2247997.50   | 0.11%             | 2033-08-26      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                       | Regeneron Pharmaceuticals, Inc.                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         23 | NS      | $11276.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XLVI, LP                                                                       | CUSIP: 15675BAD9<br>LEI: 635400QFSCXQUKSANU86 | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3231935.36   | 0.16%             | 2036-07-15      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                | Howmet Aerospace, Inc.                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        125 | NS      | $21236.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL HOLDCO LLC                                  | Central Parent LLC                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3190219 | PA      | $2834158.44   | 0.14%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                          | Air Canada                                                                                           | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    2900000 | PA      | $2074761.87   | 0.10%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group plc                                                                                    | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $3540197.26   | 0.18%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| ZUORA INC                                           | Zuora, Inc.                                                                                          | CUSIP: N/A<br>LEI: 549300ISVGC1YZWQJ420       | Long             | LON              | CORP              | US        |    2750000 | PA      | $2741420.00   | 0.14%             | 2032-02-14      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                      | Arcis Golf LLC                                                                                       | CUSIP: N/A<br>LEI: 254900ZMGXNNIX4SXQ48       | Long             | LON              | CORP              | US        |    1007500 | PA      | $1004356.60   | 0.05%             | 2028-11-24      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                      | Arcis Golf LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -292500 | PA      | $0.00         | 0.00%             | 2028-11-24      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| AmSpec Parent LLC                                   | AmSpec Parent LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |     -80000 | PA      | $0.00         | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Saluda Grade Alternative Mortg                      | Saluda Grade Alternative Mortgage Trust                                                              | CUSIP: 79581UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1009604 | PA      | $1038813.01   | 0.05%             | 2053-11-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                     | Global Atlantic Finance Co.                                                                          | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2812976.57   | 0.14%             | 2051-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     275000 | NS      | $4730000.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                         | Grant Thornton Advisors LLC                                                                          | CUSIP: N/A<br>LEI: 254900XS1SHU0YY3WF58       | Long             | LON              | CORP              | US        |    3050000 | PA      | $3047468.50   | 0.15%             | 2031-05-30      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                 | Walker & Dunlop, Inc.                                                                                | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2328952.86   | 0.12%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                               | Quikrete Holdings, Inc.                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2460759.05   | 0.12%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -4067322 | PA      | $-4067321.50  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                  | Ardonagh Finco Ltd.                                                                                  | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     850000 | PA      | $878879.60    | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IBM                                                 | International Business Machines Corp.                                                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         64 | NS      | $16579.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -938034 | PA      | $-938034.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TACKLE SARL                                         | Tipico                                                                                               | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |    1650000 | PA      | $1870799.45   | 0.09%             | 2028-05-22      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    2650000 | NS      | $2566495.06   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -1195359 | PA      | $-1195358.73  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PARTNERS II LLC                      | Venture Global Calcasieu Pass LLC                                                                    | CUSIP: N/A<br>LEI: 549300GKHS6RS20NLH85       | Long             | LON              | CORP              | US        |     693877 | PA      | $692579.69    | 0.03%             | 2026-08-19      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                               | Monster Beverage Corp.                                                                               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        294 | NS      | $18801.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                                           | ONEOK, Inc.                                                                                          | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2749479.20   | 0.14%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                | Berlin Packaging LLC                                                                                 | CUSIP: N/A<br>LEI: 549300L1HNHO6QOXHH42       | Long             | LON              | CORP              | US        |     467653 | PA      | $468382.48    | 0.02%             | 2031-06-07      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| QXO INC                                             | Beacon Roofing Supply, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300HDXQWWCBOYXP31       | Long             | LON              | CORP              | US        |     113333 | PA      | $113640.46    | 0.01%             | 2032-04-23      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Paycom Software Inc                                 | Paycom Software, Inc.                                                                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |         77 | NS      | $19949.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                   | Devon Energy Corp.                                                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        459 | NS      | $13889.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT REVOLVING TRUST TPRT_24-A                | Top Pressure Recovery Turbines                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    4009397 | PA      | $4013406.51   | 0.20%             | 2069-11-01      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| News Corp                                           | News Corp.                                                                                           | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        445 | NS      | $12566.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBION FINANCING 1SARL /                            | Albion Financing 1 SARL / Aggreko Holdings, Inc.                                                     | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1550000 | PA      | $1571962.06   | 0.08%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                      | Blackstone, Inc.                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |        114 | NS      | $15818.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALCOUR PACKAGING LLC                               | Valcour Packaging LLC                                                                                | CUSIP: N/A<br>LEI: 254900JCJHQJK9LWF787       | Long             | LON              | CORP              | US        |     360023 | PA      | $361463.10    | 0.02%             | 2028-10-04      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                      | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1604732.01   | 0.08%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -3321137 | PA      | $-3321136.64  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                    | Wells Fargo & Co.                                                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |        232 | NS      | $17348.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -3233440 | PA      | $-3233440.04  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                            | PetSmart, Inc. / PetSmart Finance Corp.                                                              | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2629819.84   | 0.13%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | 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      |
| Corteva Inc                                         | Corteva, Inc.                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        271 | NS      | $19186.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan                       | New Residential Mortgage Loan Trust                                                                  | CUSIP: 64831VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1760425 | PA      | $1755113.30   | 0.09%             | 2052-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                            | RenaissanceRe Holdings Ltd.                                                                          | CUSIP: EP0599001<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      13000 | NS      | $199550.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE I LI                      | Sapphire Aviation Finance I Ltd.                                                                     | CUSIP: 80306AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     316542 | PA      | $315782.48    | 0.02%             | 2040-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP COMMUNITIES LLC                                  | HP Communities LLC                                                                                   | CUSIP: 44329HAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     902174 | PA      | $854883.49    | 0.04%             | 2053-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6316204.10   | 0.32%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                     | CMS Energy Corp.                                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1549347.28   | 0.08%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| POWERGRID 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      |
| CSX Corp                                            | CSX Corp.                                                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |        540 | NS      | $17058.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                     | Ross Stores, Inc.                                                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        126 | NS      | $17651.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMA BIDCO JERSEY LTD                             | EG Finco Ltd.                                                                                        | CUSIP: N/A<br>LEI: 894500KFDM6GTUGDJJ54       | Long             | LON              | CORP              | GB        |    1540097 | PA      | $1543470.14   | 0.08%             | 2028-02-07      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| AHG FUNDING 2024A                                   | Akso Health Group                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1991426.30   | 0.10%             | 2044-12-31      | Fixed         | 7.27%                 | 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      | $3703841.13   | 0.19%             | 2031-03-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                        | Thermo Fisher Scientific, Inc.                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         31 | NS      | $12487.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCEL LUX I SARL                                   | SUSE                                                                                                 | CUSIP: N/A<br>LEI: 213800C9JTKV8DLW6403       | Long             | LON              | CORP              | LU        |     496259 | PA      | $497500.02    | 0.02%             | 2030-11-09      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797QC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7747728.61   | 0.39%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                        | Huntington Bancshares, Inc.                                                                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       1096 | NS      | $17130.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION                            | W R Berkley Corp.                                                                                    | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      36800 | NS      | $594688.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PSSI HOLDINGS LLC                                   | Packers Holdings LLC                                                                                 | CUSIP: N/A<br>LEI: 549300X0L6OJNRPME518       | Long             | LON              | CORP              | US        |    2667000 | PA      | $1520189.95   | 0.08%             | 2028-03-09      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| DURAVANT LLC                                        | Engineered Machinery Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    1600000 | PA      | $1826027.71   | 0.09%             | 2028-05-21      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                           | Archer-Daniels-Midland Co.                                                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        339 | NS      | $16363.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                              | Regions Financial Corp.                                                                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        757 | NS      | $16230.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $339910.29    | 0.02%             | 2029-12-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-11-01      | 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        |   -6220703 | PA      | $-6220703.42  | -0.31%            |  |  |  | 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        |        -39 | NC      | $-120900.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                              | Skyworks Solutions, Inc.                                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        235 | NS      | $16222.05     | 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      | $3389704.20   | 0.17%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      50000 | NS      | $849500.00    | 0.04%             |  |  |  | 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      | $5340635.60   | 0.27%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                              | MIWD Holdco II LLC / MIWD Finance Corp.                                                              | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $115242.48    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                 | Sirius XM Radio LLC                                                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2011359.43   | 0.10%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                      | HB Fuller Co.                                                                                        | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1095397.54   | 0.05%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                     | Dollar Tree, Inc.                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        258 | NS      | $23287.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |    4163878 | PA      | $4149304.76   | 0.21%             | 2031-10-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                          | Ventas, Inc.                                                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        241 | NS      | $15491.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                           | News Corp.                                                                                           | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        132 | NS      | $4319.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust                                                                         | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1553151 | PA      | $1558490.19   | 0.08%             | 2039-08-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                            | Secretariat Advisors LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -188172 | PA      | $-705.65      | -0.00%            | 2032-02-21      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| BHN UPPER INTERMEDIATE HOLDINGS INC                 | Blackhawk Network Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300LFU3K8UIR03132       | Long             | LON              | CORP              | US        |    4158627 | PA      | $4168358.57   | 0.21%             | 2029-03-12      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs, Inc.                                                                                          | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    3238000 | PA      | $3055825.91   | 0.15%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | U.S. Treasury Long Bond Futures Contracts                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |       -213 | NC      | $-33281.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HPS Private Credit CLO                              | HPS Private Credit CLO 2025-3 LLC                                                                    | CUSIP: 40445YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.10%             | 2037-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FARMER MAC                                          | Farmer Mac                                                                                           | CUSIP: 313148850<br>LEI: 549300MS654K78GYF580 | Long             | EP               | CORP              | US        |      80821 | NS      | $1725528.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| API HOLDINGS III LLC                                | API Holdings III Corp.                                                                               | CUSIP: N/A<br>LEI: 549300FAGEOQASEWDY74       | Long             | LON              | CORP              | US        |    1708319 | PA      | $1412216.23   | 0.07%             | 2027-05-07      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                    | Altria Group, Inc.                                                                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4049247.48   | 0.20%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                              | Savage Enterprises LLC                                                                               | CUSIP: N/A<br>LEI: 549300OONATO5UYKLU88       | Long             | LON              | CORP              | US        |    2387788 | PA      | $2391155.00   | 0.12%             | 2028-09-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -4218088 | PA      | $-4218087.95  | -0.21%            |  |  |  | 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      | $1712933.80   | 0.09%             | 2028-10-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONE HOTELS & RESORTS GMBH                           | One Hotels GmbH                                                                                      | CUSIP: N/A<br>LEI: 529900OZ5000U0NZHM90       | Long             | LON              | CORP              | DE        |    3000000 | PA      | $3420769.93   | 0.17%             | 2032-05-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | Carpenter Technology Corp.                                                                           | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2578345.00   | 0.13%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                    | ITT Holdings LLC                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7515877.67   | 0.38%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE LTD                                       | PartnerRe Ltd.                                                                                       | CUSIP: EP0597732<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EP               | CORP              | BM        |     128000 | NS      | $2189824.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon 74 Ltd                                      | Octagon 74 Ltd.                                                                                      | CUSIP: 675960AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2000000 | PA      | $1612880.00   | 0.08%             | 2038-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                             | Sherwin-Williams Co.                                                                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |         46 | NS      | $16505.26     | 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      | $11138850.00  | 0.56%             | 2029-10-23      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LTD                           | Howden Group Holdings Ltd.                                                                           | CUSIP: N/A<br>LEI: 213800OOZO37Y7YL2O58       | Long             | LON              | CORP              | GB        |    3750000 | PA      | $4270894.84   | 0.21%             | 2031-02-15      | Variable      | 5.57%                 | 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        |    3873332 | PA      | $3863698.02   | 0.19%             | 2028-11-22      | Variable      | 8.94%                 | No            |                  3 | On Loan: No      |
| Corpay Inc                                          | Corpay, Inc.                                                                                         | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |         48 | NS      | $15605.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2021-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3430171 | PA      | $3155056.53   | 0.16%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                         | Oracle Corp.                                                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        106 | NS      | $17546.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1999232.34   | 0.10%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                               | McGraw-Hill Education, Inc.                                                                          | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3481917.80   | 0.17%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Ltd Duration Incom                      | Eaton Vance Limited Duration Income Fund                                                             | CUSIP: 27828H105<br>LEI: NZ7KR43H6Z5W1GY0QX46 | Long             | EC               | RF                | US        |     141764 | NS      | $1416222.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                | Juniper Networks, Inc.                                                                               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        448 | NS      | $16096.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -4188481 | PA      | $-4188480.77  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                     | T-Mobile US, Inc.                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         62 | NS      | $15016.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION ADVISOR SOLUTIONS INC                         | Orion Advisor Solutions, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300R3BS3HTGTSN386       | Long             | LON              | CORP              | US        |    4577000 | PA      | $4591326.01   | 0.23%             | 2030-09-24      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |    -932000 | NC      | $-6836.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN SAS                                            | Eden S.A.S.                                                                                          | CUSIP: N/A<br>LEI: 969500LHPXZW8IWXME81       | Long             | LON              | CORP              | FR        |    2100000 | PA      | $2393680.45   | 0.12%             | 2029-06-22      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                        | Chevron Corp.                                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        105 | NS      | $14353.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                         | Viatris, Inc.                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       1725 | NS      | $15162.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -3600000 | NC      | $-25482.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEAMER FINANCE LLC                                  | Ceamer Finance LLC                                                                                   | CUSIP: N/A<br>LEI: 549300KGM6NOF0Q0GA88       | Long             | ABS-O            | CORP              | US        |    1666191 | PA      | $1588147.67   | 0.08%             | 2031-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| Vistra Corp                                         | Vistra Corp.                                                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        131 | NS      | $21034.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLUDA CORPORACION MARITIMA SL                      | Boluda Towage S.L.                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    3950000 | PA      | $4504910.86   | 0.23%             | 2030-01-31      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| CORVIAS MILITARY LIVING LLC                         | Homestead Spe Issuer LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4300375.86   | 0.21%             | 2055-04-01      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Nassau 2019 CFO LLC                                 | Nassau LLC                                                                                           | CUSIP: 63172DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     651372 | PA      | $602808.25    | 0.03%             | 2034-08-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    8175000 | PA      | $6945403.97   | 0.35%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                   | Tractor Supply Co.                                                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        305 | NS      | $14762.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                           | CH Robinson Worldwide, Inc.                                                                          | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        166 | NS      | $15931.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co.                                                                                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    2400000 | NS      | $2432493.67   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PELICAN TOPCO LLC                                   | Pregis TopCo LLC                                                                                     | CUSIP: N/A<br>LEI: 549300LJXHJYHS1GM034       | Long             | LON              | CORP              | US        |    1305000 | PA      | $1305404.55   | 0.07%             | 2029-02-28      | Variable      | 8.33%                 | 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        |        198 | NS      | $17544.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE, Inc.                                                                                   | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $378377.44    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver GBP                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |  -29220000 | NC      | $-499222.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | U.S. Treasury Long Bond Futures Contracts                                                            | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |        213 | NC      | $209671.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS                      | Oklahoma Development Finance Authority Revenue Bonds                                                 | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     400000 | PA      | $387796.04    | 0.02%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TACKLE SARL                                         | Tipico                                                                                               | CUSIP: N/A<br>LEI: 222100DLH8KKOD63ZQ23       | Long             | LON              | CORP              | LU        |    1600000 | PA      | $1812436.97   | 0.09%             | 2028-05-22      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DISPATCH TERRA ACQUISITION LLC                      | Dispatch Terra Acquisition LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4078502 | PA      | $3980903.35   | 0.20%             | 2028-03-27      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                      | Public Service Enterprise Group, Inc.                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        201 | NS      | $16287.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS INC                         | Outcomes Group Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 5493005V7ZG5K84MO728       | Long             | LON              | CORP              | US        |    2133902 | PA      | $2140132.86   | 0.11%             | 2031-05-06      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                | Western Digital Corp.                                                                                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        372 | NS      | $19176.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP INC                                   | Upbound Group, Inc.                                                                                  | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3468487.15   | 0.17%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                     | Baker Hughes Co.                                                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        376 | NS      | $13930.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCORINVEST GROUP SA                                | AccorInvest Group S.A.                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |    2550000 | PA      | $2907597.83   | 0.15%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2995259 | PA      | $-2995258.86  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5369215 | PA      | $5213465.70   | 0.26%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                      | Hershey Co.                                                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         93 | NS      | $14944.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIGGO BV                                            | Ziggo B.V.                                                                                           | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     725000 | PA      | $661664.96    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                          | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     875000 | PA      | $765268.26    | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3513360 | PA      | $-3513359.94  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3865658 | PA      | $-3865657.52  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| FT 1 INC                                            | Targus, Inc.                                                                                         | CUSIP: N/A<br>LEI: 5493002GPK5LQJ7QPJ51       | Long             | EC               | CORP              | US        |      45049 | NS      | $4.50         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENVIRI CORP                                         | Enviri Corp.                                                                                         | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    3624000 | PA      | $3562648.58   | 0.18%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                            | First American Financial Corp.                                                                       | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1636126.21   | 0.08%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC                            | Willis Towers Watson plc                                                                             | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | US        |         50 | NS      | $15827.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                      | CBRE Group, Inc.                                                                                     | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        125 | NS      | $15627.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                            | LKQ Corp.                                                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        375 | NS      | $15176.25     | 0.00%             |  |  |  | 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        |   30234906 | NS      | $30234906.31  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 41 Senior Loan Fund                                                                           | CUSIP: 26244LAA2<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-O            | CORP              | KY        |    1850000 | PA      | $10320.41     | 0.00%             | 2031-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                 | Artera Services LLC                                                                                  | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2039526.48   | 0.10%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                     | Tyson Foods, Inc.                                                                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        266 | NS      | $14938.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                         | Honeywell International, Inc.                                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |         77 | NS      | $17453.59     | 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      | $1230394.80   | 0.06%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                             | Central Parent LLC / CDK Global II LLC / CDK Financing Company, Inc.                                 | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $313513.41    | 0.02%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                            | Neuberger Berman Loan Advisers CLO 47 Ltd.                                                           | CUSIP: 64134TAA9<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |    4250000 | PA      | $4253930.40   | 0.21%             | 2035-04-14      | Floating      | 10.49%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                            | Clarios Global Limited Partnership / Clarios US Finance Co.                                          | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2661445.35   | 0.13%             | 2027-05-15      | Fixed         | 8.50%                 | 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      | $1715068.46   | 0.09%             | 2037-04-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                            | Walgreens Boots Alliance, Inc.                                                                       | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3228625.16   | 0.16%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VALEA FOUNDATION                                    | Allwyn Entertainment Financing US LLC                                                                | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | LON              | CORP              | GB        |    4350000 | PA      | $4938282.42   | 0.25%             | 2032-03-19      | Variable      | 5.09%                 | 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      | $597017.98    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT Ltd.                                                                                           | CUSIP: 00193DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1286926.03   | 0.06%             | 2030-01-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc                             | Lululemon Athletica, Inc.                                                                            | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |         50 | NS      | $15833.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                                | Carpenter Technology Corp.                                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5246176.93   | 0.26%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                            | Ameriprise Financial, Inc.                                                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |         33 | NS      | $16804.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | EP               | CORP              | CA        |     815493 | NS      | $18756.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     450510 | PA      | $450509.87    | 0.02%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| COMPASS MINERALS INTERNA                            | Compass Minerals International, Inc.                                                                 | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2549434.67   | 0.13%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                              | Mauser Packaging Solutions Holding Co.                                                               | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1892786.25   | 0.09%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COBHAM GROUP HOLDINGS LTD                           | Cobham Ultra SeniorCo SARL                                                                           | CUSIP: N/A<br>LEI: 254900L6IKLPZKIC4F32       | Long             | LON              | CORP              | LU        |    4638901 | PA      | $4591677.05   | 0.23%             | 2029-08-03      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| THUNDERBIRD 2022-1                                  | Thunderbird A                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   21200000 | PA      | $19166733.86  | 0.96%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| MERLIN BUYER INC                                    | Merlin Buyer, Inc.                                                                                   | CUSIP: N/A<br>LEI: 2549008CJ699WXZAWW31       | Long             | LON              | CORP              | US        |    3880000 | PA      | $3844420.40   | 0.19%             | 2028-12-14      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                 | Somnigroup International, Inc.                                                                       | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $470931.70    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                            | Estee Lauder Companies, Inc.                                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        240 | NS      | $16065.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5030000 | PA      | $1887245.03   | 0.09%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Strategic Credit 20                      | Blackstone Strategic Credit Fund                                                                     | CUSIP: 09257R101<br>LEI: 549300YESIF051NRED20 | Long             | EC               | RF                | US        |     186741 | NS      | $2231554.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                        | GS Mortgage Securities Corporation Trust                                                             | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1847257 | PA      | $1777132.97   | 0.09%             | 2036-12-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                            | United Airlines Class AA Pass Through Trust                                                          | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375193 | PA      | $361485.05    | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     183750 | NS      | $3375487.50   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASP DREAM ACQUISITION CO LLC                        | ASP Dream Acquisiton Co. LLC                                                                         | CUSIP: N/A<br>LEI: 254900DH5Q9BDS6KS803       | Long             | LON              | CORP              | US        |    4212251 | PA      | $4064822.40   | 0.20%             | 2028-12-15      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                                  | Kraft Heinz Co.                                                                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        527 | NS      | $14086.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                     | CMS Energy Corp.                                                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        224 | NS      | $15731.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                      | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114543.04    | 0.01%             | 2027-06-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Jack Henry & Associates Inc                         | Jack Henry & Associates, Inc.                                                                        | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         92 | NS      | $16667.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                               | Texas Instruments, Inc.                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |         91 | NS      | $16639.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                | Progressive Corp.                                                                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |         58 | NS      | $16525.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegion Corp.                                        | Aegion Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -155844 | PA      | $-779.22      | -0.00%            | 2028-05-17      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Structured                      | Castlelake Aircraft Securitization Trust                                                             | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     576237 | PA      | $560156.33    | 0.03%             | 2043-06-15      | Fixed         | 4.12%                 | 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        |        -39 | NC      | $-290745.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803GA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32650000 | PA      | $8762386.29   | 0.44%             | 2051-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                          | Evergy, Inc.                                                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |        241 | NS      | $16004.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                    | Henry Schein, Inc.                                                                                   | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        228 | NS      | $15957.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -3657330 | PA      | $-3657330.14  | -0.18%            |  |  |  | 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    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Micron Technology Inc                               | Micron Technology, Inc.                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        167 | NS      | $15774.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                            | Fox Corp.                                                                                            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        118 | NS      | $5933.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                      | NRG Energy, Inc.                                                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        173 | NS      | $26970.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                 | Dominion Energy, Inc.                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        297 | NS      | $16830.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, N.A.                               | Foreign Exchange EUR/USD                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              |  | US        |    5827000 | NC      | $3234.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co                                 | American Express Co.                                                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |         61 | NS      | $17937.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                           | Tesla, Inc.                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         64 | NS      | $22173.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TSG SOLUTIONS HOLDING SA                            | TSG Solutions Holding                                                                                | CUSIP: N/A<br>LEI: 969500LKBUJJXR2GYZ38       | Long             | LON              | CORP              | FR        |    1975000 | PA      | $2254002.95   | 0.11%             | 2032-03-18      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    1500000 | NS      | $1512393.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                            | Prudential Financial, Inc.                                                                           | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     700000 | PA      | $672555.17    | 0.03%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GAMMA MANAGEMENT LLC                                | Lottomatica Group SpA                                                                                | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |    2550000 | PA      | $2966142.05   | 0.15%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS INC                         | Xplore, Inc.                                                                                         | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |     307933 | PA      | $294590.28    | 0.01%             | 2029-10-23      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC                                      | Resonetics LLC                                                                                       | CUSIP: N/A<br>LEI: 5493007F3QX6Z23QGO95       | Long             | LON              | CORP              | US        |     882682 | PA      | $880475.50    | 0.04%             | 2031-06-18      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| VECTOR PHOENIX HOLDINGS (CAYMAN) LP                 | Vector Phoenix Holdings, LP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     121040 | NS      | $2561.46      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |   -1343565 | PA      | $-2230.55     | -0.00%            | 2031-02-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Citizens Financial Group Inc                        | Citizens Financial Group, Inc.                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        395 | NS      | $15938.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNDIGO LLC                                         | Syndigo LLC                                                                                          | CUSIP: N/A<br>LEI: 5493003F0ELO33ON0186       | Long             | LON              | CORP              | US        |    4416000 | PA      | $4404960.00   | 0.22%             | 2027-12-15      | Variable      | 9.09%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                        | Fortive Corp.                                                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |        216 | NS      | $15161.04     | 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        |        155 | NS      | $16040.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QSRP FINCO BV                                       | QSRP Finco B.V.                                                                                      | CUSIP: N/A<br>LEI: 894500AXJRZ3TICBD793       | Long             | LON              | CORP              | BE        |    4100000 | PA      | $4668533.95   | 0.23%             | 2031-06-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp.                                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $295796.67    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | 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        |    1964876 | PA      | $1950954.98   | 0.10%             | 2029-03-12      | Variable      | 5.86%                 | No            |                  3 | On Loan: No      |
| Applebees/IHOP Funding LLC                          | Applebee's Funding LLC / IHOP Funding LLC                                                            | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8217000 | PA      | $8069706.99   | 0.40%             | 2049-06-05      | Fixed         | 4.72%                 | 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      | $2942403.60   | 0.15%             | 2042-08-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                       | TopBuild Corp.                                                                                       | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $362757.16    | 0.02%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OPTIGROUP BIDCO AB                                  | OptiGroup                                                                                            | CUSIP: N/A<br>LEI: 636700XX588OC0LA8295       | Long             | LON              | CORP              | SE        |    1600000 | PA      | $1719282.31   | 0.09%             | 2029-03-16      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| PPP INTERMEDIATE HOLDINGS LLC                       | Permian Production Partners LLC                                                                      | CUSIP: N/A<br>LEI: 549300GJYDC41CGNIO64       | Long             | LON              | CORP              | US        |     225459 | PA      | $223204.74    | 0.01%             | 2025-11-24      | Variable      | 6.22%                 | No            |                  3 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                           | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1286274 | PA      | $467349.16    | 0.02%             | 2037-04-25      | Floating      | 4.63%                 | 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        |    3244659 | PA      | $2661830.35   | 0.13%             | 2052-11-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                       | Fidelity National Information Services, Inc.                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        234 | NS      | $18628.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                       | Boeing Co.                                                                                           | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        101 | NS      | $20939.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                        | Centene Corp.                                                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        273 | NS      | $15408.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp.                                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         42 | NS      | $19335.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                  | Domino's Pizza, Inc.                                                                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |         36 | NS      | $17057.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMC HOLDINGS INC                                   | Franklin Energy (KAMC Holdings, Inc.)                                                                | CUSIP: N/A<br>LEI: 549300XJEBQG5WGJBZ22       | Long             | LON              | CORP              | US        |    1559250 | PA      | $1480960.06   | 0.07%             | 2026-08-14      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                        | Moody's Corp.                                                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |         36 | NS      | $17255.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU Asset-Backed Certificates                      | WaMu Asset-Backed Certificates WaMu Series                                                           | CUSIP: 93363XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850086 | PA      | $488653.58    | 0.02%             | 2047-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                   | Kimco Realty Corp.                                                                                   | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |        765 | NS      | $16263.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -7164337 | PA      | $-7164336.74  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $4815461.44   | 0.24%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                   | AmSpec Parent LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LUGRP5Z7OOV477       | Long             | LON              | CORP              | US        |     520000 | PA      | $522600.00    | 0.03%             | 2031-12-22      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Short            | LON              | CORP              | US        |    -293053 | PA      | $-1939.99     | -0.00%            | 2028-11-24      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| PTC Inc                                             | PTC, Inc.                                                                                            | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        102 | NS      | $17168.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                               | ON Semiconductor Corp.                                                                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        372 | NS      | $15631.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings, Inc.                                                                | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1642038.52   | 0.08%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIRCH FOODS HOLDINGS LLC                           | Quirch Foods Holdings LLC                                                                            | CUSIP: N/A<br>LEI: 549300ZJJLQXSE7L4U02       | Long             | LON              | CORP              | US        |    6742468 | PA      | $6290183.57   | 0.31%             | 2027-10-27      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| EMK CAPITAL LLP                                     | VDK Groep B.V.                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    3011811 | PA      | $3408791.38   | 0.17%             | 2032-02-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                       | Citigroup Mortgage Loan Trust, Inc.                                                                  | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     893900 | PA      | $893922.50    | 0.04%             | 2062-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                     | McDonald's Corp.                                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |         53 | NS      | $16634.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                            | Lamb Weston Holdings, Inc.                                                                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        310 | NS      | $17291.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                         | Exelon Corp.                                                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        375 | NS      | $16432.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                      | S&P Global, Inc.                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |         33 | NS      | $16924.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale                                                                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Short            | RA               | CORP              | FR        |   -2013109 | PA      | $-2013108.65  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1957183.41   | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                            | KLA Corp.                                                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |         23 | NS      | $17408.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PT INTERMEDIATE HOLDINGS III LLC                    | PT Intermediate Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |     -65352 | PA      | $-132.12      | -0.00%            | 2030-04-09      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| CVR ENERGY INC                                      | CVR Energy, Inc.                                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3416148.75   | 0.17%             | 2029-01-15      | Fixed         | 8.50%                 | 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      | $483908.05    | 0.02%             |  |  |  | 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      |
| APPLEGREEN IRELAND INVESTMENTS FINANCE LIMITED      | Applegreen Limited                                                                                   | CUSIP: N/A<br>LEI: 635400WZG99GZGAOAM29       | Long             | LON              | CORP              | IE        |    4800000 | PA      | $5491710.20   | 0.27%             | 2032-01-23      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                         | MetLife, Inc.                                                                                        | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    1820000 | NS      | $1803727.74   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                        | VS Buyer LLC                                                                                         | CUSIP: N/A<br>LEI: 254900G5QLDMHSCYJK25       | Long             | LON              | CORP              | US        |    1119382 | PA      | $1119382.03   | 0.06%             | 2031-04-12      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Capstone Acquisition Holdings, Inc.                 | Capstone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -531324 | PA      | $-2621.97     | -0.00%            | 2029-11-12      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              |  | US        |   -4587000 | NC      | $-70546.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                        | Alphabet, Inc.                                                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         53 | NS      | $9102.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                  | Analog Devices, Inc.                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |         77 | NS      | $16476.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                               | Costco Wholesale Corp.                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |         17 | NS      | $17683.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                          | Garmin Ltd.                                                                                          | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | US        |         74 | NS      | $15019.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                      | A O Smith Corp.                                                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        243 | NS      | $15627.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CPC ACQUISITION CORP                                | NIC Acquisition Corp.                                                                                | CUSIP: N/A<br>LEI: 254900UFA4AMH3PZZW32       | Long             | LON              | CORP              | US        |    1043229 | PA      | $898481.04    | 0.04%             | 2027-12-29      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| SHAW DEVELOPMENT LLC                                | Shaw Development LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -531915 | PA      | $-33854.37    | -0.00%            | 2029-10-30      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Host Hotels & Resorts Inc                           | Host Hotels & Resorts, Inc.                                                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       1056 | NS      | $16357.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                 | Delta Air Lines, Inc.                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        351 | NS      | $16984.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEAMSYSTEM SPA                                      | TeamSystem SpA                                                                                       | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    2500000 | PA      | $2853168.29   | 0.14%             | 2031-07-31      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                          | Fiserv, Inc.                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |         76 | NS      | $12372.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS INC                                | Surgery Center Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |     123750 | PA      | $123892.31    | 0.01%             | 2030-12-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |     629169 | PA      | $608865.67    | 0.03%             | 2028-06-02      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                      | Salesforce, Inc.                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |         56 | NS      | $14860.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAW DEVELOPMENT LLC                                | Shaw Development LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4423404 | PA      | $4141871.30   | 0.21%             | 2029-10-30      | Variable      | 10.28%                | No            |                  3 | On Loan: No      |
| Biogen Inc                                          | Biogen, Inc.                                                                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        114 | NS      | $14796.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank                                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2850000 | PA      | $2984893.35   | 0.15%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |    8000960 | PA      | $7947994.46   | 0.40%             | 2028-11-24      | Variable      | 8.83%                 | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                              | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     410000 | PA      | $339275.00    | 0.02%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMM GROUP LLC                               | Cogent Communications Group LLC                                                                      | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7540369.73   | 0.38%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACCORINVEST GROUP SA                                | AccorInvest Group S.A.                                                                               | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $713031.16    | 0.04%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Wa                      | Expeditors International of Washington, Inc.                                                         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        136 | NS      | $15331.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LBM ACQUISITION LLC                                 | LBM Acquisition LLC                                                                                  | CUSIP: N/A<br>LEI: 549300FAEB3VWZL4NI86       | Long             | LON              | CORP              | US        |    1632662 | PA      | $1461820.70   | 0.07%             | 2031-06-06      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                             | CNO Financial Group, Inc.                                                                            | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |      80000 | NS      | $1407200.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                              | Arch Capital Group Ltd.                                                                              | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | US        |        179 | NS      | $17012.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                | Regency Centers Corp.                                                                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        222 | NS      | $16017.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                         | 3-Month SOFR Futures Contracts                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        104 | NC      | $191358.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARA TOPCO LTD                                      | Ardonagh Midco 3 plc                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    3850000 | PA      | $3821125.00   | 0.19%             | 2031-02-15      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| AUXEY BIDCO LTD                                     | Alexander Mann                                                                                       | CUSIP: N/A<br>LEI: 213800NC9KFDXTICTU17       | Long             | LON              | CORP              | GB        |    5291420 | PA      | $5139291.68   | 0.26%             | 2027-06-29      | Variable      | 10.39%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                             | Dryden 50 Senior Loan Fund                                                                           | CUSIP: 262430AA9<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-O            | CORP              | KY        |    3555000 | PA      | $398964.85    | 0.02%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1954633.20   | 0.10%             | 2029-12-15      | Fixed         | 7.62%                 | 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      | $354901.40    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                             | Evergreen Acqco 1 Limited Partnership / TVI, Inc.                                                    | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3830468.16   | 0.19%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                 | Gilead Sciences, Inc.                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        140 | NS      | $15411.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                            | Liberty Mutual Group, Inc.                                                                           | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $4512552.82   | 0.23%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                    | Altice France S.A.                                                                                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1193100.22   | 0.06%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods, Inc.                                                                                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2097000 | PA      | $2050665.53   | 0.10%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                        | Comcast Corp.                                                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        454 | NS      | $15694.78     | 0.00%             |  |  |  | No            |                  1 | 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      |
| VISTA GLOBAL HOLDING LTD                            | Vista Management Holding, Inc.                                                                       | CUSIP: N/A<br>LEI: 5299005VABKD28UWHI65       | Long             | LON              | CORP              | US        |    1350000 | PA      | $1348879.50   | 0.07%             | 2031-03-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC                                     | Dealer Tire LLC                                                                                      | CUSIP: N/A<br>LEI: 549300XTS06OMOCRSE50       | Long             | LON              | CORP              | US        |     995006 | PA      | $980081.16    | 0.05%             | 2031-07-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                     | U.S. Treasury Notes                                                                                  | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7380000 | PA      | $7392684.38   | 0.37%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                          | FedEx Corp.                                                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         66 | NS      | $14394.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                    | Coca-Cola Co.                                                                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        228 | NS      | $16438.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VANAHALL AS                                         | Visma AS                                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |    7250000 | PA      | $8191857.82   | 0.41%             | 2028-12-05      | Variable      | 6.08%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group Inc/The                         | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         30 | NS      | $18013.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                                 | Cardinal Health, Inc.                                                                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        126 | NS      | $19459.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENA INVESTMENTS LUXEMBOURG SARL                  | Athena Bidco Gmbh (P&I)                                                                              | CUSIP: N/A<br>LEI: 3912007R7X33FTYO8Z65       | Long             | LON              | CORP              | DE        |    1375000 | PA      | $1566510.05   | 0.08%             | 2032-05-16      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                          | Ecolab, Inc.                                                                                         | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |         63 | NS      | $16734.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HT HOLDING LLC                                      | HighTower Holding LLC                                                                                | CUSIP: N/A<br>LEI: 254900MKOSB7RTMA9K12       | Long             | LON              | CORP              | US        |    7936810 | PA      | $7916967.48   | 0.40%             | 2032-02-03      | Variable      | 7.26%                 | No            |                  2 | 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      | $734702.48    | 0.04%             | 2036-10-20      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS                             | Fontainbleau Vegas                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6500000.00   | 0.32%             | 2026-01-31      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| BUCKEYE PARTNERS LP                                 | Buckeye Partners, LP                                                                                 | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3165646.50   | 0.16%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| API HOLDINGS III LLC                                | API Holdings III Corp.                                                                               | CUSIP: N/A<br>LEI: 549300FAGEOQASEWDY74       | Long             | LON              | CORP              | US        |     128650 | PA      | $128650.23    | 0.01%             | 2027-03-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                        | AGL CLO 17 Ltd.                                                                                      | CUSIP: 00120EAE4<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1431967.50   | 0.07%             | 2035-01-21      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Aon PLC                                             | Aon plc                                                                                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | US        |         40 | NS      | $14883.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3198236 | PA      | $-3198235.78  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                          | Cadence Design Systems, Inc.                                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         67 | NS      | $19233.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                                | WR Grace Holdings LLC                                                                                | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505019.50    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                            | Central Parent Incorporated / CDK Global, Inc.                                                       | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3002283.64   | 0.15%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings, Inc.                                                                   | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2172101.86   | 0.11%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                            | Ferrellgas Limited Partnership / Ferrellgas Finance Corp.                                            | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $960410.22    | 0.05%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WILTON RE LTD                                       | Wilton RE Ltd.                                                                                       | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    6786000 | PA      | $6836895.00   | 0.34%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                 | Elevance Health, Inc.                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |         39 | NS      | $14969.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Switch ABS Issuer, LLC                              | Switch ABS Issuer LLC                                                                                | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4450000 | PA      | $4436991.32   | 0.22%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ISTHMUS HOLDCO UK LTD                               | Redhalo Midco Ltd.                                                                                   | CUSIP: N/A<br>LEI: 894500O1SCY6LM0BQR29       | Long             | LON              | CORP              | SE        |    1000000 | PA      | $1141982.74   | 0.06%             | 2031-03-24      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                       | Marriott International, Inc.                                                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |         65 | NS      | $17148.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                               | Lincoln National Corp.                                                                               | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $1982775.48   | 0.10%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                               | U.S. Secured Overnight Financing Rate                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  143900000 | OU      | $-2631725.22  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| AZALEA TOPCO INC                                    | Azalea TopCo                                                                                         | CUSIP: N/A<br>LEI: 549300HC42NZULO53062       | Long             | LON              | CORP              | US        |    1741250 | PA      | $1740518.68   | 0.09%             | 2031-04-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                             | Extra Space Storage, Inc.                                                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        107 | NS      | $16173.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                             | Illinois Tool Works, Inc.                                                                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         64 | NS      | $15685.12     | 0.00%             |  |  |  | No            |                  1 | 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      | $10343700.00  | 0.52%             |  |  |  | No            |                  3 | On Loan: No      |
| Cisco Systems Inc                                   | Cisco Systems, Inc.                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        264 | NS      | $16642.56     | 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      | $1977420.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SVC ABS LLC                                         | SVC ABS LLC                                                                                          | CUSIP: 78487JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3679188 | PA      | $3585497.73   | 0.18%             | 2053-02-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LONESTAR INTERMEDIATE SUPER HOLDINGS LLC            | Asurion LLC                                                                                          | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    3877263 | PA      | $3862723.42   | 0.19%             | 2028-08-19      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Endo Inc                                            | Endo, Inc.                                                                                           | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68574 | NS      | $1440054.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                | Align Technology, Inc.                                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         97 | NS      | $17551.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDDA TOPCO SARL                                    | Nidda Healthcare Holding GmbH                                                                        | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | LON              | CORP              | DE        |    5450000 | PA      | $6224115.38   | 0.31%             | 2030-02-21      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| NFM & J LLC                                         | NFM & J LLC                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3198449 | PA      | $3153990.23   | 0.16%             | 2027-11-30      | Variable      | 10.09%                | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Company, Inc.                                                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1201567.58   | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -2669532 | PA      | $-2669531.99  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | DBT              | CORP              | US        |    1562081 | PA      | $1.56         | 0.00%             | 2024-10-31      | Fixed         | 11.00%                | Yes           |                  3 | On Loan: No      |
| EXIDE TECHNOLOGIES                                  | Exide Technologies                                                                                   | CUSIP: N/A<br>LEI: 549300KITCGPNNNXQP63       | Long             | EP               | CORP              | US        |        761 | NS      | $1070516.62   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| MARATHON PETROLEUM CORP                             | BANGL LLC                                                                                            | CUSIP: N/A<br>LEI: 549300PM5ZCKF0QY2J26       | Long             | LON              | CORP              | US        |    7486149 | PA      | $7486149.15   | 0.37%             | 2029-02-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications, Inc.                                                                          | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3004350.93   | 0.15%             | 2055-04-15      | Variable      | 7.12%                 | 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      |
| Iron Mountain Inc                                   | Iron Mountain, Inc.                                                                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |        185 | NS      | $18261.35     | 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      | $3163916.80   | 0.16%             | 2038-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                      | TeamSystem S.p.A.                                                                                    | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    1700000 | PA      | $1908783.78   | 0.10%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Inc                                          | CarMax, Inc.                                                                                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        220 | NS      | $14181.20     | 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      | $2400030.00   | 0.12%             | 2037-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XXXIII, LP                                                                     | CUSIP: 15674PAG2<br>LEI: 54930000UKAI7FBHXD27 | Long             | ABS-O            | CORP              | KY        |    1200000 | PA      | $1199472.00   | 0.06%             | 2033-07-23      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| PERRIGO COMPANY PLC                                 | Perrigo Finance Unlimited Co.                                                                        | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |     900000 | PA      | $1055175.90   | 0.05%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                              | First Brands Group LLC                                                                               | CUSIP: N/A<br>LEI: 2549005IXRZR7KSBJD91       | Long             | LON              | CORP              | US        |     886890 | PA      | $854519.00    | 0.04%             | 2027-03-30      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2330414 | PA      | $-2330414.00  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                       | Medtronic plc                                                                                        | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | US        |        174 | NS      | $14438.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKERS HOLDINGS INC                               | Checkers Holdings, Inc.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      97890 | PA      | $97889.61     | 0.00%             | 2027-06-16      | Variable      | 5.85%                 | No            |                  3 | On Loan: No      |
| Zoetis Inc                                          | Zoetis, Inc.                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         99 | NS      | $16694.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTAL WEBHOSTING SOLUTIONS BV                       | Total Webhosting Solutions B.V.                                                                      | CUSIP: N/A<br>LEI: 98450055H0892EDCB847       | Long             | LON              | CORP              | NL        |    5000000 | PA      | $5696854.42   | 0.28%             | 2031-11-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| NIMLAS HOLDCO AB                                    | QuickTop HoldCo AB                                                                                   | CUSIP: N/A<br>LEI: 984500A1D5DC9ECC7050       | Long             | DBT              | CORP              | SE        |    2800000 | PA      | $3219448.26   | 0.16%             | 2030-03-31      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                             | Zebra Technologies Corp.                                                                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         57 | NS      | $16516.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                     | Schlumberger N.V.                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |        399 | NS      | $13186.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                       | Clorox Co.                                                                                           | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        108 | NS      | $14243.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELROSE FUNDING TRUST II                            | Belrose Funding Trust II                                                                             | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3157316.25   | 0.16%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| MORAN FOODS LLC                                     | Moran Foods LLC                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     759113 | PA      | $29188.21     | 0.00%             | 2026-06-30      | Variable      | 5.82%                 | No            |                  3 | On Loan: No      |
| iShares Russell 2000 ETF                            | iShares Russell 2000 Index ETF                                                                       | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |       6412 | NS      | $1314908.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |  -32082500 | NC      | $-222101.69   | -0.01%            |  |  |  | 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      | $1051727.25   | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                 | Kimberly-Clark Corp.                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        114 | NS      | $16388.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECKERS HOLDINGS INC                               | Checkers Holdings, Inc.                                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -139346 | PA      | $0.00         | 0.00%             | 2027-06-16      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                           | Caesars Entertainment, Inc.                                                                          | CUSIP: N/A<br>LEI: 549300FA4CTCW903Y781       | Long             | LON              | CORP              | US        |     451000 | PA      | $449448.56    | 0.02%             | 2030-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDELSSOHN                              | Ceva Sante                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    1115267 | PA      | $1118055.51   | 0.06%             | 2030-11-08      | Variable      | 7.05%                 | 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        |        -39 | NC      | $-23985.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                     | Gen Digital, Inc.                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |        598 | NS      | $17031.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAUDIUS LUXCO SARL                                 | Cegid Group                                                                                          | CUSIP: N/A<br>LEI: 2221001BVBGKKRMMGO11       | Long             | LON              | CORP              | LU        |    4650000 | PA      | $5285612.65   | 0.26%             | 2028-07-10      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                           | CURRENCY CONTRACT - Rec USD / Deliver EUR                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              |  | US        |   -1100000 | NC      | $-6709.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRAEGER PELLET GRILLS LLC                           | TGP Holdings LLC                                                                                     | CUSIP: N/A<br>LEI: 549300LURVM6CQ1MNO41       | Long             | LON              | CORP              | US        |      53440 | PA      | $46996.81     | 0.00%             | 2028-06-29      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                          | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1036660 | PA      | $1005566.37   | 0.05%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MAPS LTD                                            | MAPS Ltd.                                                                                            | CUSIP: 55283LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     321398 | PA      | $311079.72    | 0.02%             | 2044-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PLATINUM EQUITIES LLC                               | Pelican Products, Inc.                                                                               | CUSIP: N/A<br>LEI: 5493008CRWH2WFODTF44       | Long             | LON              | CORP              | US        |    4440432 | PA      | $3818771.61   | 0.19%             | 2028-12-29      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets plc                                                                               | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6478288.88   | 0.32%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |    -715730 | PA      | $-715729.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                 | Hotwire Funding LLC                                                                                  | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5084777.78   | 0.25%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                    | Symphony CLO 48 Ltd.                                                                                 | CUSIP: 87170HAC7<br>LEI: 25490005310EULQ9PO62 | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $2691900.00   | 0.13%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                           | Healthpeak Properties, Inc.                                                                          | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |        790 | NS      | $13753.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1775437.71   | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                             | KeyCorp                                                                                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       1030 | NS      | $16335.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILLIKEN BUYER INC                                  | Eyecare Partners LLC                                                                                 | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     350690 | PA      | $355733.43    | 0.02%             | 2028-08-31      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                 | Station Casinos LLC                                                                                  | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3844807.68   | 0.19%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                          | Zimmer Biomet Holdings, Inc.                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        153 | NS      | $14102.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTARIO TEACHERS PENSION PLAN                       | Eagle Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: 213800YANPDABTN5JJ43       | Long             | LON              | CORP              | GB        |    2000000 | PA      | $2267499.43   | 0.11%             | 2028-03-20      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                     | Hanesbrands, Inc.                                                                                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1584793.50   | 0.08%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |   -3022298 | PA      | $-3022297.95  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                      | Castlelake Aircraft Structured Trust                                                                 | CUSIP: 14856GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197296 | PA      | $197260.57    | 0.01%             | 2046-01-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                               | Neogen Food Safety Corp.                                                                             | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2554678.70   | 0.13%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Public Storage                                      | Public Storage                                                                                       | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |         53 | NS      | $16345.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC                   | Azurite Intermediate Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    1268056 | PA      | $1268055.56   | 0.06%             | 2031-03-19      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| Falcon Aerospace Ltd                                | Falcon Aerospace Ltd.                                                                                | CUSIP: 30605YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     221877 | PA      | $217458.25    | 0.01%             | 2042-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BALROG ACQUISITION INC                              | Balrog Acquisition, Inc.                                                                             | CUSIP: N/A<br>LEI: 25490017XQ2US9FIMN58       | Long             | LON              | CORP              | US        |    2996625 | PA      | $2966658.75   | 0.15%             | 2028-09-05      | Variable      | 8.94%                 | No            |                  3 | On Loan: No      |
| Home Depot Inc/The                                  | Home Depot, Inc.                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         44 | NS      | $16204.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGGINBOTHAM INSURANCE AGENCY INC                   | Higginbotham Insurance Agency, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300IY2QEM8MQC2K06       | Long             | LON              | CORP              | US        |     305457 | PA      | $303434.74    | 0.02%             | 2028-11-24      | Variable      | 9.08%                 | No            |                  3 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                            | Terraform Global Operating, LP                                                                       | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2512717.95   | 0.13%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                            | Lennox International, Inc.                                                                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         28 | NS      | $15804.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                   | Johnson & Johnson                                                                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         98 | NS      | $15210.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGATTA FUNDING LTD                                 | Regatta 34 Funding Ltd.                                                                              | CUSIP: 75904CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2300000 | PA      | $2300000.00   | 0.11%             | 2038-07-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                             | Texas Pacific Land Corp.                                                                             | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         12 | NS      | $13368.36     | 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      | $3288334.38   | 0.16%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2129197 | PA      | $-2129197.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp.                                                                                       | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    1300000 | PA      | $1227612.36   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                             | O'Reilly Automotive, Inc.                                                                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         12 | NS      | $16410.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YAK BLOCKER 2 LLC                                   | YAK BLOCKER 2 LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      34136 | NS      | $25765.33     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| APEX GROUP TREASURY LLC                             | Apex Group Treasury LLC                                                                              | CUSIP: N/A<br>LEI: 254900N6HRPDDNW7HP03       | Long             | LON              | CORP              | US        |    2302679 | PA      | $2297889.18   | 0.11%             | 2032-02-19      | Variable      | 7.82%                 | 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      | $4793966.40   | 0.24%             | 2036-10-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AZURITE INTERMEDIATE HOLDINGS INC                   | Alteryx, Inc.                                                                                        | CUSIP: N/A<br>LEI: 549300XWZG0JHL7I0827       | Long             | LON              | CORP              | US        |    2881944 | PA      | $2881944.44   | 0.14%             | 2031-03-19      | Variable      | 10.33%                | No            |                  3 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                               | Sotheby's/Bidfair Holdings, Inc.                                                                     | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2328499.98   | 0.12%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FR REFUEL LLC                                       | FR Refuel LLC                                                                                        | CUSIP: N/A<br>LEI: 549300Y6GW0LGV84NW77       | Long             | LON              | CORP              | US        |    7719000 | PA      | $7603215.00   | 0.38%             | 2028-11-08      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                    | EPAM Systems, Inc.                                                                                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         84 | NS      | $14657.16     | 0.00%             |  |  |  | No            |                  1 | 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      | $5440054.97   | 0.27%             | 2028-10-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                     | Caterpillar, Inc.                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         47 | NS      | $16357.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                               | Norfolk Southern Corp.                                                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         69 | NS      | $17051.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                        | Alphabet, Inc.                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         43 | NS      | $7432.55      | 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        |    2548974 | PA      | $2560117.94   | 0.13%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                               | Six Flags Entertainment Corp.                                                                        | CUSIP: 83001WAC8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     531000 | PA      | $531518.26    | 0.03%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |     -42772 | PA      | $-42771.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                                | Bayard Park CLO Ltd.                                                                                 | CUSIP: 072716AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $821700.00    | 0.04%             | 2038-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co.                                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    3300000 | NS      | $3249195.18   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                 | Elmwood CLO VI Ltd.                                                                                  | CUSIP: 29001WAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     950000 | PA      | $943277.14    | 0.05%             | 2037-07-18      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| eBay Inc                                            | eBay, Inc.                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        245 | NS      | $17926.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4075000 | PA      | $4035418.79   | 0.20%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BREITLING HOLDINGS SARL                             | Breitling Financing SARL                                                                             | CUSIP: N/A<br>LEI: 549300TABH53MDTQEP16       | Long             | LON              | CORP              | LU        |    2800000 | PA      | $2978155.80   | 0.15%             | 2028-10-25      | Variable      | 6.48%                 | 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        |    1099090 | PA      | $1096356.05   | 0.05%             | 2028-11-22      | Variable      | 8.94%                 | No            |                  3 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                            | HAH Group Holding Co. LLC                                                                            | CUSIP: N/A<br>LEI: 254900FFJQHW9R90FL74       | Long             | LON              | CORP              | US        |    7610604 | PA      | $7447660.55   | 0.37%             | 2031-09-24      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance I Li                      | Sapphire Aviation Finance II Ltd.                                                                    | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1051279 | PA      | $955978.86    | 0.05%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                       | Boyne USA, Inc.                                                                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1201241.38   | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                              | Sherwood Financing plc                                                                               | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2741333.64   | 0.14%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                         | Snap-on, Inc.                                                                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         49 | NS      | $15716.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVE BIDCO BV                                      | Drive Bidco B.V.                                                                                     | CUSIP: N/A<br>LEI: 254900SO04XJ573VEQ93       | Long             | LON              | CORP              | NL        |    2200000 | PA      | $2485805.13   | 0.12%             | 2031-07-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                              | Calderys Financing LLC                                                                               | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    3737000 | PA      | $3979086.60   | 0.20%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AbbVie Inc                                          | AbbVie, Inc.                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         75 | NS      | $13958.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                            | Prudential Financial, Inc.                                                                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |        151 | NS      | $15687.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                       | Kroger Co.                                                                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        246 | NS      | $16784.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTON TOPCO LTD                                     | Aston FinCo SARL                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    1615000 | PA      | $1536947.05   | 0.08%             | 2026-10-09      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| KDAC Aviation Finance Limited                       | KDAC Aviation Finance Ltd.                                                                           | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4038596 | PA      | $3928463.19   | 0.20%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                       | McKesson Corp.                                                                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         25 | NS      | $17987.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                               | NXP Semiconductor N.V.                                                                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | US        |         78 | NS      | $14908.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                              | CenterPoint Energy, Inc.                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        462 | NS      | $17204.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                   | Lam Research Corp.                                                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        208 | NS      | $16804.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YAK BLOCKER 2 LLC                                   | YAK BLOCKER 2 LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      31551 | NS      | $23814.09     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     280442 | PA      | $280441.79    | 0.01%             | 2029-06-30      | Variable      | 10.94%                | No            |                  3 | On Loan: No      |
| Microchip Technology Inc                            | Microchip Technology, Inc.                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        308 | NS      | $17876.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                           | Warner Bros Discovery, Inc.                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       1532 | NS      | $15274.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                      | Charles River Laboratories International, Inc.                                                       | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         94 | NS      | $12749.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                | Deckers Outdoor Corp.                                                                                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        131 | NS      | $13823.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKIO TOPCO BV                                       | Skio Bidco B.V.                                                                                      | CUSIP: N/A<br>LEI: 254900FQMDVPHYSOQY39       | Long             | LON              | CORP              | NL        |    1400000 | PA      | $1590492.85   | 0.08%             | 2032-02-26      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                   | Allstate Corp.                                                                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         81 | NS      | $16999.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                              | Penn Entertainment, Inc.                                                                             | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4925000 | PA      | $4398973.06   | 0.22%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                   | Kinder Morgan, Inc.                                                                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        602 | NS      | $16880.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                             | Zayo Group Holdings, Inc.                                                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $987748.76    | 0.05%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                         | Corning, Inc.                                                                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        352 | NS      | $17455.68     | 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      | $985090.20    | 0.05%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower, LP                                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1884933.20   | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Short            | LON              | CORP              | US        |   -3968000 | PA      | $-117234.56   | -0.01%            | 2026-06-04      | Variable      | 0.63%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategi                      | Carlyle Global Market Strategies                                                                     | CUSIP: 14318KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5500000 | PA      | $5499837.20   | 0.27%             | 2035-04-15      | Floating      | 11.61%                | 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      | $785335.12    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                               | LoanCore                                                                                             | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3925378.40   | 0.20%             | 2042-08-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -11575553 | PA      | $-11575552.51 | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                 | Northern Trust Corp.                                                                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        163 | NS      | $17398.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERGRID SERVICES LLC                              | Powergrid Services LLC                                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -755294 | PA      | $-0.01        | -0.00%            | 2032-03-31      | Variable      | 0.50%                 | No            |                  3 | 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      | $99910.31     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pool Corp                                           | Pool Corp.                                                                                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         48 | NS      | $14428.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PS HOLDINGS INDEPENDENT VOTING COMPANY LTD          | Pershing Square Holdings Ltd.                                                                        | CUSIP: N/A<br>LEI: U7LC4KOKCTZ0YWGI2G56       | Long             | DBT              | CORP              | GG        |    1100000 | PA      | $942589.09    | 0.05%             | 2031-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                       | Lunar Structured Aircraft Portfolio Notes                                                            | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    1816149 | PA      | $1689572.56   | 0.08%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING HOLDINGS II INC                    | Cengage Learning, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    1799590 | PA      | $1800399.57   | 0.09%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7758832.22   | 0.39%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                           | Caesars Entertainment, Inc.                                                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        583 | NS      | $15671.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                       | Automatic Data Processing, Inc.                                                                      | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         54 | NS      | $17578.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pershing Square Tontine Holdings, Ltd.              | Pershing Square Tontine Holdings, Ltd.                                                               | CUSIP: N/A<br>LEI: 549300ZDVEYEVCF35B08       | N/A              | DE               |  | US        |     115860 | NS      | $11.59        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797NW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7778010.47   | 0.39%             | 2025-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                         | Gartner, Inc.                                                                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         35 | NS      | $15274.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                              | International Paper Co.                                                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        315 | NS      | $15060.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                       | Carnival Corp.                                                                                       | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |        818 | NS      | $18993.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1955085 | PA      | $-1955085.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HAWK HOLDING COMPANY LLC                            | Alterra Mountain Co.                                                                                 | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |    2886142 | PA      | $2889749.24   | 0.14%             | 2030-05-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                     | Weyerhaeuser Co.                                                                                     | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1196652.07   | 0.06%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings                      | Norwegian Cruise Line Holdings Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        839 | NS      | $14808.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |    5682565 | PA      | $5673130.70   | 0.28%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| Molson Coors Beverage Co                            | Molson Coors Beverage Co.                                                                            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        269 | NS      | $14415.71     | 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        |        -39 | NC      | $-4095.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                           | Occidental Petroleum Corp.                                                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |        346 | NS      | $14109.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Aviation Securitization                      | AASET Trust                                                                                          | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     531270 | PA      | $488782.76    | 0.02%             | 2040-01-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Capmark Military Housing Trust                      | Capmark Military Housing Trust                                                                       | CUSIP: 14069BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1480819 | PA      | $1239991.46   | 0.06%             | 2052-02-10      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                            | Encore Capital Group, Inc.                                                                           | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2452375.00   | 0.12%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                          | Dover Corp.                                                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |         88 | NS      | $15642.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERVANTES BIDCO SLU                                 | Cervantes Bidco S.L.U.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    2400000 | PA      | $2739041.56   | 0.14%             | 2031-10-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                           | Packaging Corporation of America                                                                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         81 | NS      | $15646.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                 | NuStar Logistics, LP                                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5730749.83   | 0.29%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CASPER TOPCO SAS                                    | B&B Hotels                                                                                           | CUSIP: N/A<br>LEI: 969500OUD0VB2606MD53       | Long             | LON              | CORP              | FR        |    4150000 | PA      | $4716890.19   | 0.24%             | 2031-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                           | Keysight Technologies, Inc.                                                                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        106 | NS      | $16646.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer                                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $704585.23    | 0.04%             | 2027-10-15      | Fixed         | 4.25%                 | 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        |        -39 | NC      | $-289965.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNTER DOUGLAS INC                                  | Hunter Douglas, Inc.                                                                                 | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    1000000 | PA      | $1125039.75   | 0.06%             | 2032-01-17      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| MICHAEL BAKER INTERNATIONAL LLC                     | Michael Baker International LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4788280 | PA      | $4767355.36   | 0.24%             | 2028-12-01      | Variable      | 8.28%                 | 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      | $9214750.00   | 0.46%             | 2069-11-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM VCM INC                                     | Franchise Group, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300MWCHSL8BSOMV77       | Long             | LON              | CORP              | US        |    2381260 | PA      | $953694.76    | 0.05%             | 2026-03-10      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group, Inc.                                                                            | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    8350000 | NS      | $8695623.20   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| OIL CHANGER HOLDING CORP                            | Oil Changer Holding Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2123996 | PA      | $2123995.98   | 0.11%             | 2027-02-08      | Variable      | 11.16%                | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp.                                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1114892.90   | 0.06%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                          | Verizon Communications, Inc.                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        375 | NS      | $16485.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                          | Intuit, Inc.                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         27 | NS      | $20343.69     | 0.00%             |  |  |  | No            |                  1 | 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      | $3648991.86   | 0.18%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                 | Global Payments, Inc.                                                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |        172 | NS      | $13004.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                              | Boston Scientific Corp.                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        166 | NS      | $17473.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORABLE INC                                        | Storable, Inc.                                                                                       | CUSIP: N/A<br>LEI: 2549000AWFN27KOH3F59       | Long             | LON              | CORP              | US        |     850000 | PA      | $849090.50    | 0.04%             | 2031-04-16      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| PARTS HOLDING EUROPE SA                             | Parts Europe SA                                                                                      | CUSIP: N/A<br>LEI: 969500DL3O9K7T2M4M15       | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1137724.28   | 0.06%             | 2031-02-03      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VERISURE CAYMAN 2                                   | Verisure Holding AB                                                                                  | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |    1950000 | PA      | $2303998.30   | 0.12%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                           | Linde plc                                                                                            | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |         35 | NS      | $16365.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDO INC (DELAWARE)                                 | 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      |
| SITECORE HOLDING II A/S                             | Sitecore Holding III A/S                                                                             | CUSIP: N/A<br>LEI: 213800M9GGJ3GNKQOC39       | Long             | LON              | CORP              | DK        |     214687 | PA      | $213166.01    | 0.01%             | 2029-03-12      | Variable      | 5.86%                 | No            |                  3 | 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      | $2811616.60   | 0.14%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LTD                                    | Dye & Durham Corp.                                                                                   | CUSIP: N/A<br>LEI: 549300XUQDPIC5QRY347       | Long             | LON              | CORP              | CA        |    1428214 | PA      | $1435355.36   | 0.07%             | 2031-04-11      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Kellanova                                           | Kellanova                                                                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |        194 | NS      | $16030.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BACH FINANCE LTD                                    | Fugue Finance LLC                                                                                    | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |    2333152 | PA      | $2338005.46   | 0.12%             | 2032-01-09      | Variable      | 7.58%                 | 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      | $-349680.70   | -0.02%            |  |  |  | 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      | $7763379.17   | 0.39%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                        | Hunt Companies, Inc.                                                                                 | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7070974.86   | 0.35%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                       | Intercontinental Exchange, Inc.                                                                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |         94 | NS      | $16901.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                            | BX Commercial Mortgage Trust                                                                         | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3743000 | PA      | $3714927.50   | 0.19%             | 2036-09-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                         | Equifax, Inc.                                                                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |         67 | NS      | $17700.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTICIMEX GROUP AB                                  | Seren BidCo AB                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2772000 | PA      | $2772000.00   | 0.14%             | 2028-11-16      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                              | RR 39 Ltd.                                                                                           | CUSIP: 74988JAC3<br>LEI: 254900LIH4RE7KQVNK74 | Long             | ABS-O            | CORP              | KY        |    4350000 | PA      | $4055505.00   | 0.20%             | 2038-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                      | Globe Life, Inc.                                                                                     | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |      11000 | NS      | $169400.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -2300942 | PA      | $-2300941.71  | -0.11%            |  |  |  | No            |                  2 | 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      | $3526086.20   | 0.18%             | 2031-04-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                          | Hanger, Inc.                                                                                         | CUSIP: N/A<br>LEI: 254900ZJJJYVLHJXSZ60       | Long             | LON              | CORP              | US        |      80418 | PA      | $80136.79     | 0.00%             | 2031-10-23      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                      | Pershing Square SPARC Holdings, Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     318615 | NS      | $31.86        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    4000000 | NS      | $3918721.12   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO PLC                                     | Deuce FinCo plc                                                                                      | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $2139642.67   | 0.11%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                    | VB-S1 Issuer LLC - VBTEL                                                                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7534763.20   | 0.38%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                            | Herc Holdings Escrow, Inc.                                                                           | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $596931.31    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                      | Sprite Ltd.                                                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8025978 | PA      | $7695584.10   | 0.38%             | 2046-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                  | Orion US FinCo                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1150000 | PA      | $1150356.50   | 0.06%             | 2032-05-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                         | NVIDIA Corp.                                                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |        138 | NS      | $18647.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                              | Level 3 Financing, Inc.                                                                              | CUSIP: N/A<br>LEI: 254900AE5FEFIJOXWL19       | Long             | LON              | CORP              | US        |    4480000 | PA      | $4502400.00   | 0.22%             | 2032-03-21      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4, LP                                                                                         | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7110000 | PA      | $6365686.81   | 0.32%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                              | Motorola Solutions, Inc.                                                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |         39 | NS      | $16199.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW BOOST HOLDCO LLC                                | Worldpay US, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     750000 | PA      | $1081354.93   | 0.05%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | 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      | $3612690.72   | 0.18%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                            | ProAmpac PG Borrower LLC                                                                             | CUSIP: N/A<br>LEI: 549300ZI6LTXYFEY1578       | Long             | LON              | CORP              | US        |    1310512 | PA      | $1307891.48   | 0.07%             | 2028-09-15      | Variable      | 8.28%                 | No            |                  2 | On Loan: No      |
| BILLIKEN BUYER INC                                  | Eyecare Partners LLC                                                                                 | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |    1245502 | PA      | $1038212.73   | 0.05%             | 2028-11-30      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                                          | Castor S.p.A.                                                                                        | CUSIP: N/A<br>LEI: 213800OWLX4ZFFIAB390       | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2526970.25   | 0.13%             | 2029-02-15      | Variable      | 7.75%                 | 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        |        -39 | NC      | $-86775.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PARK RIVER HOLDINGS INC                             | Park River Holdings, Inc.                                                                            | CUSIP: N/A<br>LEI: 254900PGY077KWCROT75       | Long             | LON              | CORP              | US        |     307327 | PA      | $295138.49    | 0.01%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Long             | LON              | CORP              | US        |     822828 | PA      | $809409.60    | 0.04%             | 2031-02-13      | Variable      | 9.83%                 | No            |                  3 | On Loan: No      |
| Walt Disney Co/The                                  | Walt Disney Co.                                                                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        162 | NS      | $18312.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                                | Freeport-McMoRan, Inc.                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        434 | NS      | $16700.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus                      | Federal Realty Investment Trust                                                                      | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        164 | NS      | $15658.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHO Holding I Corp.                                 | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -295159 | PA      | $-19304.22    | -0.00%            | 2029-06-30      | Variable      | 1.29%                 | No            |                  3 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 30 Year                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   16150000 | PA      | $13146439.15  | 0.66%             | 2025-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VANAHALL AS                                         | Visma AS                                                                                             | CUSIP: N/A<br>LEI: 5967007LIEEXZXB1YO53       | Long             | LON              | CORP              | NO        |     500000 | PA      | $564955.71    | 0.03%             | 2028-12-05      | Variable      | 6.03%                 | No            |                  3 | On Loan: No      |
| HESS CORP                                           | Hess Corp.                                                                                           | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1502442.79   | 0.08%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHLP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3411683 | PA      | $3159097.73   | 0.16%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                               | HUB International Ltd.                                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1516000 | PA      | $1503538.48   | 0.08%             | 2029-12-01      | Fixed         | 5.62%                 | 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        |    2157899 | PA      | $2133795.01   | 0.11%             | 2029-10-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                    | HealthEquity, Inc.                                                                                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1480341.76   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANSYS Inc                                           | ANSYS, Inc.                                                                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |         50 | NS      | $16541.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET 2019-2 Trust                                  | AASET Trust                                                                                          | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     966497 | PA      | $903710.65    | 0.05%             | 2039-10-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -5274988 | PA      | $-5274987.67  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                        | Nordson Corp.                                                                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         78 | NS      | $16535.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                      | GE Vernova, Inc.                                                                                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         53 | NS      | $25067.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WRENCH GROUP LLC                                    | Wrench Group LLC                                                                                     | CUSIP: N/A<br>LEI: 549300P8EZVZ0SIZ7N24       | Long             | LON              | CORP              | US        |    4103925 | PA      | $4037236.54   | 0.20%             | 2028-10-30      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                       | Welltower, Inc.                                                                                      | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |        108 | NS      | $16662.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BofA Securities, Inc.                               | U.S. Secured Overnight Financing Rate                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | N/A              | DIR              |  | US        |  -24060000 | OU      | $-455238.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                   | Sonic Capital LLC                                                                                    | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1190625 | PA      | $1160931.41   | 0.06%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |    -886284 | PA      | $-886283.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita, Inc.                                                                                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1062858.84   | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                               | Molina Healthcare, Inc.                                                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |         51 | NS      | $15557.04     | 0.00%             |  |  |  | No            |                  1 | 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      | $2590748.68   | 0.13%             | 2037-04-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VERTICAL TOPCO I SA                                 | Vertical Midco GmbH                                                                                  | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113416.99    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                 | PayPal Holdings, Inc.                                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |        233 | NS      | $16375.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Treman Park CLO Ltd                                 | Treman Park CLO Ltd.                                                                                 | CUSIP: 89473MAD4<br>LEI: 549300E4DX3Q8L455K94 | Long             | ABS-O            | CORP              | KY        |     814751 | PA      | $1793.10      | 0.00%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries                       | Huntington Ingalls Industries, Inc.                                                                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         83 | NS      | $18513.98     | 0.00%             |  |  |  | No            |                  1 | 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      | $1876667.40   | 0.09%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                             | Darling Ingredients, Inc.                                                                            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250419.66    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust                                                                                             | CUSIP: 05612TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5138250.00   | 0.26%             | 2029-07-15      | Floating      | 6.77%                 | 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        |   38563716 | PA      | $2207734.20   | 0.11%             | 2052-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |  -66350231 | PA      | $-66350231.12 | -3.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Hologic Inc                                         | Hologic, Inc.                                                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        261 | NS      | $16226.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                                   | CURRENCY CONTRACT - Rec USD / Deliver CAD                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              |  | US        |   -3400000 | NC      | $-38745.30    | -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      | $1842809.43   | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | 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      |
| COBANK ACB                                          | CoBank ACB                                                                                           | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |    4300000 | NS      | $4366155.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                                 | Great Lakes CLO Ltd.                                                                                 | CUSIP: 39055RAE2<br>LEI: 254900GKX01S4T3NFH46 | Long             | ABS-O            | CORP              | KY        |    1153846 | PA      | $445319.36    | 0.02%             | 2029-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE, Inc.                                                                                   | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1192824.27   | 0.06%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                             | PartnerRe Finance B LLC                                                                              | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     950000 | PA      | $878309.39    | 0.04%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                 | Quanta Services, Inc.                                                                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         64 | NS      | $21923.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp.                                                                                | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      26000 | NS      | $422500.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                       | Universal Health Services, Inc.                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |         96 | NS      | $18273.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANVIEW PARENT INC                                 | Planview Parent, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300SEALM1D9FKMA32       | Long             | LON              | CORP              | US        |    4674044 | PA      | $4414073.76   | 0.22%             | 2027-12-17      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                         | U.S. Treasury Bonds                                                                                  | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5030000 | PA      | $1943325.66   | 0.10%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                        | Broadcom, Inc.                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         82 | NS      | $19849.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRION GROUP LLC                                   | Engineering Research And Consulting LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4588500 | PA      | $4496730.00   | 0.22%             | 2031-08-29      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp.                                                                                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     434000 | PA      | $421792.84    | 0.02%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 2-Year Interest Rate Swap                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |  -38500000 | NC      | $-168474.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ILPEA PARENT INC                                    | ILPEA Parent, Inc.                                                                                   | CUSIP: N/A<br>LEI: 5493002IJGO6IOH86T22       | Long             | LON              | CORP              | US        |    1228517 | PA      | $1224684.12   | 0.06%             | 2028-06-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup, Inc.                                                                                      | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    2000000 | NS      | $2017030.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                              | Berkshire Hathaway, Inc.                                                                             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         32 | NS      | $16126.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     750000 | PA      | $546046.80    | 0.03%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VECTOR WP HOLDCO INC                                | Vector WP Holdco, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3013762 | PA      | $2972323.27   | 0.15%             | 2028-10-12      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                                  | Cooper Companies, Inc.                                                                               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        202 | NS      | $13792.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                            | Occidental Petroleum Corp.                                                                           | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1609125.00   | 0.08%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                  | Hunter Douglas, Inc.                                                                                 | CUSIP: N/A<br>LEI: 529900811T142NS3H544       | Long             | LON              | CORP              | US        |    3640875 | PA      | $3581710.78   | 0.18%             | 2032-01-17      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                           | Teledyne Technologies, Inc.                                                                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         33 | NS      | $16462.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                            | Agilent Technologies, Inc.                                                                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        133 | NS      | $14885.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                         | Cummins, Inc.                                                                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         48 | NS      | $15431.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries, Inc.                                                                            | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $973268.23    | 0.05%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -277568 | PA      | $-277567.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                  | Expand Energy Corp.                                                                                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        157 | NS      | $18232.41     | 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        |        -39 | NC      | $-451035.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance, Inc.                                                                               | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $1784611.40   | 0.09%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                   | General Mills, Inc.                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        266 | NS      | $14433.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOXER PARENT COMPANY INC                            | Boxer Parent Co., Inc.                                                                               | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |    4497500 | PA      | $4463049.15   | 0.22%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                               | Lincoln National Corp.                                                                               | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    3600000 | NS      | $3878218.80   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Foreign Exchange USD/JPY                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DFE              |  | US        |     932000 | NC      | $22589.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMESTIC & GENERAL LTD                              | Galaxy Bidco Ltd.                                                                                    | CUSIP: N/A<br>LEI: 984500645A980C6A3639       | Long             | LON              | CORP              | JE        |    1800000 | PA      | $2055017.03   | 0.10%             | 2029-12-19      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG, Inc.                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6383076.00   | 0.32%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC                             | TD Securities (USA) LLC                                                                              | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Short            | RA               | CORP              | US        |  -12539046 | PA      | $-12539046.06 | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac                                                                                          | CUSIP: 3133KPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1414825 | PA      | $1304821.13   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                             | Starwood Property Trust, Inc.                                                                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     505000 | PA      | $512167.47    | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                          | CF Industries Holdings, Inc.                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        205 | NS      | $18595.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                          | Ciena Corp.                                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2001060.26   | 0.10%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                 | Bank of Nova Scotia                                                                                  | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2150000 | PA      | $2265076.60   | 0.11%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION HOLDINGS INC                   | Capstone Acquisition Holdings, Inc.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8317814 | PA      | $8276767.50   | 0.41%             | 2029-11-12      | Variable      | 8.93%                 | No            |                  3 | On Loan: No      |
| CLIFFWATER LLC                                      | Cliffwater LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |    -640000 | PA      | $-0.01        | -0.00%            | 2032-03-19      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| USI INC/NY                                          | USI, Inc.                                                                                            | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1016762.73   | 0.05%             | 2032-01-15      | Fixed         | 7.50%                 | 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      | $434708.70    | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer, LP                                                                                  | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3979806.96   | 0.20%             | 2031-02-01      | Fixed         | 7.38%                 | 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      | $4319598.00   | 0.22%             | 2028-06-29      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                  | Realty Income Corp.                                                                                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |        283 | NS      | $16023.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                | Las Vegas Sands Corp.                                                                                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |        373 | NS      | $15352.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                          | Nucor Corp.                                                                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        122 | NS      | $13341.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSMOSE UTILITIES SERVICES INC                       | Osmose Utility Services, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300FSLVHLFZ3S0D82       | Long             | LON              | CORP              | US        |     292424 | PA      | $291839.39    | 0.01%             | 2028-06-23      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                   | Atmos Energy Corp.                                                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        108 | NS      | $16705.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                            | Builders FirstSource, Inc.                                                                           | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1519735.21   | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                 | Emerson Electric Co.                                                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        144 | NS      | $17190.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXR REALTY LLC                                      | RXR Realty LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4204617.90   | 0.21%             | 2025-07-17      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| BNP Paribas                                         | 9-Month/5-Year Interest Rate Swap                                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              |  | FR        |   32082500 | NC      | $483908.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MANNINGTON MILLS INC                                | Mannington Mills, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1850000 | PA      | $1808375.00   | 0.09%             | 2032-03-07      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                         | GrafTech Finance, Inc.                                                                               | CUSIP: N/A<br>LEI: 1Z010BU876CF2HDBIN43       | Long             | LON              | CORP              | US        |    1725656 | PA      | $1713800.68   | 0.09%             | 2029-12-21      | Variable      | 10.30%                | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                      | Seagate Technology Holdings plc                                                                      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |        184 | NS      | $21700.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -2446115 | PA      | $-2446115.49  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                        | ADT Security Corp.                                                                                   | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1001369.67   | 0.05%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1524027 | PA      | $1405544.63   | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLIFFWATER LLC                                      | Cliffwater LLC                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    6810000 | PA      | $6787448.62   | 0.34%             | 2032-04-22      | Variable      | 9.28%                 | No            |                  3 | On Loan: No      |
| BEP INTERMEDIATE HOLDCO LLC                         | BEP Intermediate Holdco LLC                                                                          | CUSIP: N/A<br>LEI: 254900510SAMOPG9CQ76       | Long             | LON              | CORP              | US        |     893261 | PA      | $897727.56    | 0.04%             | 2031-04-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| IFF                                                 | International Flavors & Fragrances, Inc.                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        201 | NS      | $15388.56     | 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        |    1625000 | PA      | $1630352.75   | 0.08%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                              | AP Grange Holdings                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1212000.00   | 0.06%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| SOTHEBY'S                                           | Sotheby's                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    3399000 | PA      | $3347020.45   | 0.17%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                            | Apro LLC                                                                                             | CUSIP: N/A<br>LEI: 549300HALLMPVGYAKP14       | Long             | LON              | CORP              | US        |    3159250 | PA      | $3140831.57   | 0.16%             | 2031-07-09      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| KERRIDGE COMMERCIAL SYSTEMS MID CO LTD              | Kerridge Commercial Systems Bidco Ltd.                                                               | CUSIP: N/A<br>LEI: 549300J33RX52OWCKR29       | Long             | LON              | CORP              | GB        |    3800000 | PA      | $5047005.65   | 0.25%             | 2030-09-07      | Variable      | 9.71%                 | No            |                  3 | On Loan: No      |
| DoorDash Inc                                        | DoorDash, Inc.                                                                                       | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |         84 | NS      | $17526.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                   | Iron Mountain, Inc.                                                                                  | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4751780.26   | 0.24%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1913000 | PA      | $879980.00    | 0.04%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                            | Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.                          | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1676656.62   | 0.08%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARMOR PARENT CORP                                   | Accuride Corp.                                                                                       | CUSIP: N/A<br>LEI: 549300MC6XO5P96H8E79       | Long             | LON              | CORP              | US        |    2220431 | PA      | $4225480.69   | 0.21%             | 2030-03-07      | Variable      | 8.79%                 | No            |                  3 | On Loan: No      |
| KREF 2021-FL2 Ltd                                   | KREF Ltd.                                                                                            | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-O            | CORP              | KY        |    2850000 | PA      | $2782388.31   | 0.14%             | 2039-02-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                           | Enpro, Inc.                                                                                          | CUSIP: 29355XAG2<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114995.35    | 0.01%             | 2026-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                      | Carrington Mortgage Loan Trust Series                                                                | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3461663 | PA      | $3074777.21   | 0.15%             | 2037-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| HOMEVI SAS                                          | HomeVi S.A.S.                                                                                        | CUSIP: N/A<br>LEI: 9695001URJB6VUATPK20       | Long             | LON              | CORP              | FR        |    1000000 | PA      | $1133931.41   | 0.06%             | 2029-10-31      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| NATL LIFE INSURANCE-VRMT                            | National Life Insurance Co.                                                                          | CUSIP: 636792AA1<br>LEI: 0JRPR7R1EOV4Z2M47L22 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $4418078.66   | 0.22%             | 2039-09-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III LLC                          | Paint Intermediate III LLC                                                                           | CUSIP: N/A<br>LEI: 549300C2JJM7BNZTR054       | Long             | LON              | CORP              | US        |    2500000 | PA      | $2500000.00   | 0.12%             | 2031-10-09      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| SOLERA CORP                                         | Polaris Newco LLC                                                                                    | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |    2432000 | PA      | $2360146.55   | 0.12%             | 2026-06-04      | Variable      | 7.19%                 | No            |                  3 | On Loan: No      |
| SHILTON MIDCO 2 LTD                                 | Shilton BidCo Ltd.                                                                                   | CUSIP: N/A<br>LEI: 549300JUUQPK8NFDUB17       | Long             | LON              | CORP              | GB        |    2000000 | PA      | $2278287.53   | 0.11%             | 2030-01-14      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                      | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1320134.04   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae                                                                                           | CUSIP: 3140QQB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1929428 | PA      | $1874893.16   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1357632 | PA      | $-1357632.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                          | Chipotle Mexican Grill, Inc.                                                                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        319 | NS      | $15975.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                           | Block, Inc.                                                                                          | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2699420.00   | 0.13%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands, Inc.                                                                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         87 | NS      | $15511.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                            | Digital Realty Trust, Inc.                                                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |        105 | NS      | $18009.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                       | U.S. Treasury Bills                                                                                  | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7783483.50   | 0.39%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |    -171604 | PA      | $-171604.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cerberus                                            | Cerberus Loan Funding XL LLC                                                                         | CUSIP: 15675AAG4<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2504750.00   | 0.13%             | 2035-03-22      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Paychex Inc                                         | Paychex, Inc.                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        110 | NS      | $17370.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                 | 2-Year Interest Rate Swap                                                                            | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | US        |   38500000 | NC      | $39984.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA PARENT HOLDINGS INC                           | Duff & Phelps                                                                                        | CUSIP: N/A<br>LEI: 549300FDREJLOIGXY104       | Long             | LON              | CORP              | US        |    1979028 | PA      | $1921023.15   | 0.10%             | 2027-04-09      | Variable      | 8.05%                 | 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      | $32511.93     | 0.00%             |  |  |  | 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      | $-985362.95   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                               | BofA Securities, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Short            | RA               | CORP              | US        |   -3067253 | PA      | $-3067253.10  | -0.15%            |  |  |  | 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      | $18223347.30  | 0.91%             | 2035-04-21      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| CME Group Inc                                       | CME Group, Inc.                                                                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |         62 | NS      | $17918.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                            | Jones Deslauriers Insurance Management, Inc.                                                         | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    3650000 | PA      | $3915449.10   | 0.20%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                              | Diamondback Energy, Inc.                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |        109 | NS      | $14665.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                                | Wabash National Corp.                                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4096318.56   | 0.20%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLORNET COMMUNICATIONS INC                         | Xplore, Inc.                                                                                         | CUSIP: N/A<br>LEI: 2138007ZVGYYNWEGU394       | Long             | LON              | CORP              | CA        |    1087432 | PA      | $845478.62    | 0.04%             | 2031-10-24      | Variable      | 6.01%                 | No            |                  3 | On Loan: No      |
| FORT MOORE FAMILY LLC                               | Fort Moore Family Communities LLC                                                                    | CUSIP: 346845AG5<br>LEI: 254900O8GC3CHW0PH218 | Long             | DBT              | CORP              | US        |     675029 | PA      | $576675.42    | 0.03%             | 2051-01-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| KKR CORE HOLDING COMPANY LLC                        | KKR Core Holding Company LLC                                                                         | CUSIP: N/A<br>LEI: 5493007DXHDGV3QWWI42       | Long             | ABS-O            | CORP              | US        |    2532245 | PA      | $2301607.28   | 0.11%             | 2031-08-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| XPLORE INC                                          | Xplore, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |      61305 | NS      | $145205.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                                   | Leia Finco US LLC                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4200000 | PA      | $4196640.00   | 0.21%             | 2031-10-09      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                  | IQVIA Holdings, Inc.                                                                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |         86 | NS      | $12068.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHO HOLDING I CORP                                  | SHO Holding I Corp.                                                                                  | CUSIP: N/A<br>LEI: 5493004CRJRC7LVGK330       | Long             | LON              | CORP              | US        |     418555 | PA      | $368328.10    | 0.02%             | 2029-06-30      | Variable      | 5.72%                 | No            |                  3 | On Loan: No      |
| LyondellBasell Industries NV                        | LyondellBasell Industries N.V.                                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |        221 | NS      | $12484.29     | 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      | $925492.49    | 0.05%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MB2 DENTAL SOLUTIONS LLC                            | MB2 Dental Solutions LLC                                                                             | CUSIP: N/A<br>LEI: 254900HDV9GEHEZLSQ19       | Short            | LON              | CORP              | US        |    -160000 | PA      | $-16308.17    | -0.00%            | 2031-02-13      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| ServiceNow Inc                                      | ServiceNow, Inc.                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         19 | NS      | $19210.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                 | American Tower Corp.                                                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |         77 | NS      | $16528.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                   | Brown-Forman Corp.                                                                                   | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |        466 | NS      | $15536.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                  | Expand Energy Corp.                                                                                  | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1395440.76   | 0.07%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | Goldman Sachs Swaption Forward Volatility Index                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | US        |      68228 | NC      | $-354103.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                        | Fortinet, Inc.                                                                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        163 | NS      | $16590.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                         | Bausch Health Companies, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     150000 | PA      | $142146.00    | 0.01%             | 2030-09-25      | Variable      | 10.59%                | No            |                  2 | On Loan: No      |
| CONFLUENT MEDICAL TECHNOLOGIES INC                  | Confluent Medical Technologies, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     398000 | PA      | $397502.50    | 0.02%             | 2029-02-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1556888 | PA      | $-1556888.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                 | Recess Holdings, Inc.                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    4851092 | PA      | $4847453.56   | 0.24%             | 2030-02-20      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock PLC                                | Smurfit WestRock plc                                                                                 | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | US        |        361 | NS      | $15642.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISON YOUNG (CANADA) INC                           | Avison Young (Canada), Inc.                                                                          | CUSIP: N/A<br>LEI: 549300JFJVF4I6PSM579       | Long             | LON              | CORP              | CA        |     969159 | PA      | $436121.41    | 0.02%             | 2029-03-12      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Invesco QQQ Trust Series 1                          | Invesco QQQ Trust Series                                                                             | CUSIP: 46090E103<br>LEI: 549300VY6FEJBCIMET58 | Long             | EC               | RF                | US        |       2532 | NS      | $1314386.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                       | Live Nation Entertainment, Inc.                                                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        130 | NS      | $17834.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN NEWCO BV                                    | Artisan Newco B.V.                                                                                   | CUSIP: N/A<br>LEI: 7245009YIYR683H17R35       | Long             | LON              | CORP              | NL        |    3682773 | PA      | $4195709.58   | 0.21%             | 2032-03-18      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                 | Electronic Arts, Inc.                                                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        117 | NS      | $16822.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                              | NextEra Energy Capital Holdings, Inc.                                                                | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      58000 | NS      | $1450000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                 | Medline Borrower, LP                                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5081722.88   | 0.25%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                               | Scotts Miracle-Gro Co.                                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1930252.80   | 0.10%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                             | Goldman Sachs & Co. LLC                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | RA               | CORP              | US        |   -1940510 | PA      | $-1940510.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                               | Becton Dickinson & Co.                                                                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         71 | NS      | $12253.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                       | Principal Financial Group, Inc.                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        195 | NS      | $15188.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFORM MBS                                         | Uniform MBS 15 Year                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   24149665 | PA      | $24149278.61  | 1.21%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                        | GAIA Aviation Ltd.                                                                                   | CUSIP: 87404LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2050214 | PA      | $1857390.21   | 0.09%             | 2044-12-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp.                                                                                       | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2536875.45   | 0.13%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Datix Bidco Ltd.                                    | Datix Bidco Ltd.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | US        |   -1180000 | PA      | $-8076.13     | -0.00%            | 2031-04-25      | Variable      | 0.50%                 | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing, Inc.                                                                              | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1263750.00   | 0.06%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                           | Aptiv plc                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        250 | NS      | $16702.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                  | Royalty Pharma plc                                                                                   | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $1364304.06   | 0.07%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL ENTERTAINMENT JJCO 3 LTD              | ATG Entertainment                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    3000000 | PA      | $4052251.48   | 0.20%             | 2032-04-02      | Variable      | 9.21%                 | No            |                  3 | On Loan: No      |
| NATIXIS SECURITIES AMERICAS LLC                     | Natixis Securities Americas LLC                                                                      | CUSIP: N/A<br>LEI: 549300L8G1E7ZHVEOG75       | Short            | RA               | CORP              | US        |   -3536213 | PA      | $-3536213.20  | -0.18%            |  |  |  | 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        |    1593974 | PA      | $1797275.79   | 0.09%             | 2029-03-12      | Variable      | 5.32%                 | No            |                  3 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                            | Cheplapharm Arzneimittel GmbH                                                                        | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    6945000 | PA      | $6616558.45   | 0.33%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONFLUENT HEALTH LLC                                | Confluent Health LLC                                                                                 | CUSIP: N/A<br>LEI: 5493000L34O0L3V78785       | Long             | LON              | CORP              | US        |    2135251 | PA      | $2044502.99   | 0.10%             | 2028-11-30      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                       | DTE Energy Co.                                                                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        122 | NS      | $16671.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARE BIDCO SAS                                      | Care BidCo                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | LON              | CORP              | FR        |   -1000000 | PA      | $-44271.52    | -0.00%            | 2028-05-04      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB7, LP                                                                                         | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3284396 | PA      | $3316511.97   | 0.17%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Moderna Inc                                         | Moderna, Inc.                                                                                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        456 | NS      | $12111.36     | 0.00%             |  |  |  | No            |                  1 | 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      |
| Madison Park Funding Ltd                            | Madison Park Funding LXXI Ltd.                                                                       | CUSIP: 558182AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1500000 | PA      | $1496727.60   | 0.07%             | 2038-04-23      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                     | Southern Co.                                                                                         | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        180 | NS      | $16200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONTANA ITALIA SPA                               | Sammontana Italia S.p.A.                                                                             | CUSIP: N/A<br>LEI: 8156002DFC51B8173A68       | Long             | DBT              | CORP              | IT        |    1200000 | PA      | $1369520.78   | 0.07%             | 2031-10-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                              | Brundage-Bone Concrete Pumping Holdings, Inc.                                                        | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4641864.83   | 0.23%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | CBOE Volatility Index                                                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |      -5383 | NC      | $-627119.50   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                         | Royal Caribbean Cruises Ltd.                                                                         | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |         77 | NS      | $19786.69     | 0.00%             |  |  |  | No            |                  1 | 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      | $3845342.44   | 0.19%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BXP Inc                                             | BXP, Inc.                                                                                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        242 | NS      | $16293.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                      | Public Storage                                                                                       | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      16400 | NS      | $270436.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                 | Charles Schwab Corp.                                                                                 | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    2500000 | NS      | $2500000.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodity Exchange, Inc.                            | Gold 100 oz. Futures Contracts                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |         16 | NC      | $172098.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                                | Aramark Services, Inc.                                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108829.37    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** James Howley

**Name of Signer:** James Howley

**Title:** CFO